Events - Page 5

Time and place: Oct. 16, 2012 2:15 PM - 3:15 PM, B1036

Rüdiger Kiesel,Uni. Essen/CMA, holder et seminar med tittelen: Model Risk for Energy Markets

Time and place: Oct. 15, 2012 3:15 PM - Oct. 18, 2012 12:00 PM, Niels Henrik Abel´s house, room B1036
Time and place: Oct. 9, 2012 3:15 PM - 4:15 PM, B1036

Andre Suess, Uni. Barcelona, holder et seminar med tittelen: Integration theory for infinite dimensional processes

Time and place: Oct. 9, 2012 2:15 PM - 3:15 PM, B1036

Nils Detering, Frankfurt School of Finance and Management, holder et seminar med tittelen: Measuring the model risk of contingent claims

Time and place: Sep. 25, 2012 2:15 PM - 3:15 PM, B1036

Atsushi Takeuchi, Uni. Osaka City, holder et seminar med tittelen: Asymptotic behavior of densities for stochastic functional differential equations

Time and place: Sep. 11, 2012 2:15 PM - 3:15 PM, B1036

Jukka Lempa, EMMOS/CMA, holder et seminar med tittelen: Some Properties of Harmonic Functions for Diffusion Processes

Time and place: Aug. 28, 2012 2:15 PM - 3:15 PM, B1036

Atsushi Takeuchi (Uni. Osaka City) holder et seminar med tittelen: Positivity of Densities for Stochastic Differential Equations Driven by Gamma Processes

Time and place: June 13, 2012 2:15 PM - 3:15 PM, B1036

An Ta Thi Kieu, InnoStoch/CMA, holder et seminar med tittelen: Stochastic optimal control of forward–backward stochastic system under G–Lévy process

Time and place: June 6, 2012 2:15 PM - 3:15 PM, B1036

Wilson Charles, Uni. Dar Es Salaam, holder et seminar med tittelen: Application of stochastic differential equations to model dispersion of pollutants in shallow water

Time and place: May 16, 2012 2:15 PM - 3:15 PM, B1036

Paul Kruehner holder et seminar med tittelen: On a term structure approach for stock options

Time and place: May 9, 2012 2:15 PM - 3:15 PM, B1036

Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties

Time and place: May 2, 2012 2:15 PM - 3:15 PM, B1036

Imran Taib, CMA, holder et seminar med tittelen: Pricing of temperature index insurance

Time and place: Apr. 25, 2012 2:15 PM - 3:15 PM, B1036

CANCELLED: Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties

Time and place: Apr. 11, 2012 2:15 PM - 3:15 PM, B1036

André Suess, Uni. Barcelona, holder et seminar med tittelen: The Martingale-Measure Approach to SPDEs

Time and place: Mar. 28, 2012 2:15 PM - 3:15 PM, B1036

Krzystzof Paczka, CMA, holder et seminar med tittelen: Malliavin calculus for G-Brownian motion

Time and place: Mar. 20, 2012 2:15 PM - 3:15 PM, B1036

John Hosking, CMA, holder et seminar med tittelen: On the realization of jump-diffusion processes

Time and place: Mar. 14, 2012 2:15 PM - 3:15 PM, B1036

Salah Mohammed, Uni. Southern Illinois (USA), holder et seminar med tittelen: Linear Stochastic Partial Differential Equations

Time and place: Mar. 7, 2012 2:15 PM - 3:15 PM, B1036

Matthijs Pronk, TU Delft (NL), holder et seminar med tittelen: Malliavin calculus in UMD Banach spaces

Time and place: Feb. 22, 2012 2:15 PM - 3:15 PM, B1036

Oliver Menokeu Pamen, CMA, holder et seminar med tittelen: Computing Greeks without derivatives

Time and place: Jan. 10, 2012 2:15 PM - 3:00 PM, B1036

Jan Pedersen, Uni. Aarhus, holder et seminar med tittelen:  Stochastic integration on the real line

Time and place: Dec. 13, 2011 2:15 PM - 3:00 PM, B1036

Rodwell Kufakunesu, Uni. Pretoria, holder et seminar med tittelen: On Embedded Options - Do We Really Need Jumps And Stochastic Volatility?

Time and place: Dec. 13, 2011 1:15 PM - 2:00 PM, B1036

Raouf Ghomrasni, AIMS (Cape Town),  holder et seminar med tittelen: A generalized occupation time formula 

Time and place: Dec. 6, 2011 2:15 PM - 3:15 PM, B1036

Takuji Arai, Uni. Keio, holder et seminar med tittelen: An explicit representation of locally risk-minimizing hedging strategy for Levy markets

Time and place: Nov. 22, 2011 2:15 PM - 3:00 PM, B1036

Jukka Lempa, CMA, holder et seminar med tittelen: Utility maximization with commodity futures

Time and place: Nov. 15, 2011 2:15 PM - 3:00 PM, B1036

Jukka Lempa,CMA, holder et seminar med tittelen:Optimal Stopping with Random Exercise Lag