Events - Page 2
Dr. Alexey Rudenko from the National Academy of Sciences of Ukraine will give a Series of three Lectures.
Prof. Paul Ehling from the Norwegian Business School will give a Seminar Lecture.
Professor Carlo Sala at ESADE, Sant Cugat, Spain, holds a series of three lectures on The information content of option prices and its use in finance.
Prof. Rüdiger Kiesel from the University of Duisburg-Essen will give a Seminar Lecture with the Title: "Carbon Risks on Financial Markets"
You are cordially invited to an afternoon of three seminar talks on recent topics in stochastic analysis in high dimensions. The talks take place at the Wolfgang Pauli Institute in Vienna, Austria (https://www.wpi.ac.at).
Prof. Andrey Pilipenko from The National Academy of Sciences of Ukraine will give a seminar lecture with the title:
On Exponential Stability of SDEs with Discontinuous Drift
Monday 19 August 2019 Mohamed MNIF from the Ecole Polytechnique de Tunisie and Yaozhong HU from the University of Alberta will give two seminar lectures at the section of Stochastic analysis, Finance and risks. Titles and Abstracts below.
Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.
Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.
Professor Boulakhras Gherbal from the University of Biskra, Algeria will give a seminar lecture with the following title:
“Existence of optimal solutions for a stochastic control problems for systems of mean-field FBSDEs”
Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.
Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.
Abstract below.
Dr. Asma Khedher from University of Amsterdam will give a seminar lecture with the title:
Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces.
Dr. Asma Khedher from University of Amsterdam will give a lecture with the following title:
Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces
Once again this year, Phd's and Postdoc's from Stochastic Analysis, finance, insurance and risk section of the Mathematics institute, will gather together to share, their latest research.
This year's invited speaker will be Prof. Dr. Nicolas Perkowski, who will give a lecture on the topic: "A martingale approach to generalized stochastic Burgers equations".
Below you may find the abstract of his talk as well as the seminar program.
Professor Mogens Steffensen, Copenhagen University
On the occasion of his new tenure track associate professor-position, David Banos will present a lecture on
"Modelling and Estimation of Stochastic Transition Rates in Life Insurance"
There will be served cakes and coffee!
Professor Emanuela Rosazza-Gianin from
University Milano Bicocca, Italy
is giving a lecture with the following title
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Professor Emanuela Rosazza-Gianin from University of Milano Bicocca will give a lecture with the following title
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Professor Habib Ouerdiane from University of Tunis El Manar, Tunisia, will give a minicourse in three lectures with the following title:
Stochastic and Infinite Dimensional Analysis
Professor Habib Ouerdiane from the
Department of Mathematics, Faculty of Sciences of Tunis, University of Tunis El Manar, Tunisia
is giving a minicourse in three lectures with the following title:
Stochastic and Infinite Dimensional Analysis
Professor O.I. Klesov from National Technical University of Ukraine "Igor Sikorsky Kyiv Politechnic Institute" will give a mini-course on the following topic:
We discuss the notion of regularly varying functions and some applications in probability theory. Some of the topics to be discussed are in order. Note however that not all topics will be discussed in full detail. The final choice of topics will depend on the time available.
With the beginning of the new year, we kick-off with an informal workshop with three presentations.
Professor Andrey Pilipenko from the Kiev Polytechnic Institute will give a talk with title "On perturbations of ordinary differential equations with non-Lipschitz coefficients by a small-noise".
A seminar in the honour of Erik Bølviken at his 70’th birthday.