Events - Page 5
Emanuela Rosazza (University of Milano Bicocca) gives a lecture with a title: Time-consistency of risk measures: how strong is such a property?
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Welcome to the second FINEWSTOCH Networkshop. The workshop will bring together leading researchers in stochastics and probability theory to discuss recent developments with a particular focus on finance, insurance, energy and weather.
Eric Schaanning (Norges Bank) gives a lecture with the title: Interbank contagion and systemic risk: How robust are estimates?
Nils Detering (University of California, Santa Barbara) gives a lecture with the title: Managing Default Contagion in Inhomogeneous Financial Networks
Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.
Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.
Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.
Yaozhong Hu (University of Kansas) gives a lecture with the title: Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with $H\in (0,1/2)$.
Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.
Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.
Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) gives a lecture with the title: The Hyperbolic Anderson Model with rough noise in space
Achref Bachouch (Universitetet i Oslo) gives a lecture with the title: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.
Nacira Agram (University of Oslo) gives a lecture with the title: A Hida-Malliavin white noise calculus approach to optimal control
Roxana Dumitrescu (King’s College, London) gives a lecture with the title: Game options in an imperfect market with default
Paul Krühner (TU Wien) gives a lecture with the title: On the Brownian limit order book dynamics
Jocelyne Bion-Nadal (Ecole Polytechnique) gives a lecture with the title: Feynman Kac formula for differential operators with path-dependent coefficients
Florentina Paraschiv (Norges teknisk-naturvitenskapelige universitet) gives a lecture with the title: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients
Youssef Ouknine (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal stopping with f-expectations: the irregular case.
Khalifa Essebaly (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal rates for parameter estimation of stationary Gaussian processes.
Erik Bølviken (University of Oslo) gives a lecture with the title: Where models meet reality - The Solvency II regulation of European insurance