Seminars - Page 2
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
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
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
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
Nacira Agram (University of Oslo) gives a lecture with the title: Model Uncertainty Stochastic Mean-Field Control.
Kristina Rognlien Dahl (University of Oslo) is giving her inaugural lecture with the title: Stochastic analysis meets risk and reliability theory.
Rajeev Bhaskaran (Indian Statistical Institute, Bangalore, India) gives a lecture with the title: On the connection between SPDE’s and diffusions arising out of an SDE.
Arturo Kohatsu-Higa (Ritsumeikan University, Kusatsu, Japan) gives a lecture with the title: Probabilistic interpretation of the parametrix method
Yaozhong Hu (University of Kansas, USA) gives a lecture with the title: Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
Olfa Draouil (University of Tunis El Manar, Tunisia) gives a lecture with the title: Optimal insider control of stochastic partial differential equations
Dr. Nacira Agram (University of Biskra, Algeria) gives a lecture with the title: Stochastic optimal control of McKean-Vlasov equations with anticipating law.
Emanuela Rosazza Gianin (University of Milano-Bicocca) gives a lecture with the title: Time-consistency for cash-subadditive risk measures