Seminar Finance and Insurance, University of Bonn
April 15 2010, University of Bonn
Frank Seifried: A Stochastic Control Approach to Portfolio Optimization with Recursive Utility in Incomplete Markets
Imperial College London
April 12--14, London, UK
Ralf Korn: Transaction Costs: Theory and Practical Applications
ITWM-Workshop with Monique Jeanblanc
March 29 2010, Fraunhofer ITWM
Ralf Korn: Transaction Costs: A Practical Approach
Stefanie Müller: The Optimal-Drift Model: An Accelerated Binomial Scheme
Frank Seifried: Optimal Investment with Deferred Capital Gains Taxes
Workshop on Computational Methods in Finance
March 22--24, 2010, Fields Institute, Toronto, Canada
Ralf Korn: Recent Advances in Option Pricing via Binomial Trees
Mathematics Seminar, Aarhus University
March 15 2010, Aarhus University
Frank Seifried: A Stochastic Control Approach to Portfolio Optimization with Recursive Utility in Incomplete Markets
Dublin City University
March 12, 2010, Dublin, Ireland
Ralf Korn: Recent Advances in Option Pricing via Binomial Trees
Further Activities with IBM
Starting February, 2010, Kaiserslautern, Germany
(CM)²-Seminar, TU Kaiserslautern
January 22, 2010, Kaiserslautern, Germany
Nicole Tschauder: Statistischer (Chip-)Entwurf
Oberseminar Finanz- und Versicherungsmathematik der LMU München und TU München
January 21, 2010, Munich, Germany
Frank Seifried: Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach
Workshop on Stochastic Analysis and its Applications VI
January 4/5, 2010, Prague, Czech Republic
Jörn Sass: Constraining the Risk of Utility Maximizing Strategies under Partial Information
Previous Activities (2009 - chronological order)
Workshop „Statistisches Chip-Design“
February 26, 2009, TU München, Germany
Workshop "Stochastische Modelle und Steuerung"
March 16--19, 2009, Wittenberg, Germany
Jörn Sass: The Numeraire Portfolio under Transaction Costs
ITN Workshop “Finance and Insurance”
March 16--20, 2009, Friedrich-Schiller-Universität Jena, Germany
Stefanie Müller: Getting Multi-Dimensional Trees into a New Shape
Frank Seifried: Optimal Investment with Deferred Capital Gains Taxes
Third Conference on Numerical Methods in Finance
April 15--17, 2009, Ecole des Ponts ParisTech, Marne-la-Vallée, France
Stefanie Müller: The Decoupling Approach to Binomial Pricing of Multi-Asset Options
Conference on Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Jürgen Lehn
April 23--24, 2009, METU Ankara, Turkey
Ralf Korn: Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis
Ralf Korn: The Decoupling Approach to Binomial Pricing of Multi-Asset Options
Cambridge-Kaiserslautern Financial Mathematics Workshop
May 5, 2009, Fraunhofer ITWM, Kaiserslautern, Germany
Ralf Korn: Theoretical Advances for Practical Use in Finance and Insurance
Institut für Stochastik, Fakultät für Mathematik, Universität Karlsruhe
May 26, 2009, Karlsruhe, Germany
Jörn Sass: Portfolio Optimization with Partial Information: No Constraints versus Dynamic Risk Constraints
Conference for the 50th Anniversary of Copulas
June 10--12, 2009, Lecce, Italy
Workshop on Filtering in Mathematical Finance 2009
June 17--19, 2009, Chemnitz, Germany
Jörn Sass: Utility Maximization with Dynamic Risk Constraints and Partial Information
23rd European Conference on Operational Research (EURO)
July 5--8, 2009, Bonn, Germany
Peter Diesinger: Asset Allocation and Liquidity Breakdowns
Jörn Sass: Portfolio Optimization with Dynamic Risk Constraints and Partial information
Frank Seifried: A Worst-Case Approach to Portfolio Optimization
Oberseminar Finanz- und Versicherungsmathematik der LMU München und TU München
July 16, 2009, Munich, Germany
Ralf Korn: The Decoupling Approach to Binomial Pricing of Multi-Asset Options
Workshop „Statistisches Chip-Design II“, TU Kaiserslautern in Cooperation with TU München and Sani Nassif (IBM Texas)
July 23--24, 2009, Kaiserslautern, Germany
22nd International Summer School 2009 of the Swiss Association of Actuaries
August 10--14, 2009, Lausanne, Switzerland
Ralf Korn: Monte Carlo Methods and Applications in Finance and Insurance (6 talks)
3rd International Conference on Computational and Financial Econometrics
October 29--31, 2009, Limassol, Cyprus
Jörn Sass: Estimation of Continuous Time Markov Switching Models
(CM)²-Seminar, TU Kaiserslautern
October 30, 2009, Kaiserslautern, Germany
Ralf Korn: Die Monte Carlo Methode: Klassisches und Neues
Universität Bonn
November 26, 2009, Bonn Germany
Ralf Korn: Worst-Case Portfolio Optimization with Applications in Finance and Insurance
Research Visit (Nicole Tschauder) at IBM Research Laboratory
November 23 -- December 3, Austin, Texas, US
Nicole Tschauder: Dependences between Random Variables and Copulas
Workshop: Moderne Finanzmathematik und ihre Anwendungen für Banken und Versicherungen, Fraunhofer ITWM in Cooperation with TU München
December 4, 2009, Fraunhofer ITWM, Kaiserslautern, Germany,
Ralf Korn: Moderne Monte Carlo Methoden für Anwendungen in Finanz- und Versicherungsmathematik
Séminaire Bachelier, Université Paris
December 18, 2009, Paris, France
Ralf Korn: Recent Advances in Option Pricing via Binomial Trees
