Conferences and workshops (until May 2011)

 

Seminars (until August 2011)

Sommersemester 2011:

Mi 22.08.11
Marius Klein
Understanding membrane fission through the study of dynamin wisting activity
Zeit: 15:15, Raum: PR 2.01.10 (Hochbrück)


Mi 22.08.11
Thorsten Schulz
Risk minimizing hedging of CDO tranche spreads in CIID-models
Zeit: 12:15, Raum: PR 2.01.10 (Hochbrück)


Mi 27.07.11
Sonja Greven, Ludwig-Maximilians-Universität, München
Principal component-based functional linear mixed models
Zeit: 12:15, Raum: PR 2.01.10 (Hochbrück)


Mi 06.07.11
Mindi Nath, Monash University, Caulfield 3145, Australia
An insight into unravelling tthe idiosyncratic volatility risk-return relationship puzzle
Zeit: 12:15, Raum: PR 2.01.10 (Hochbrück)


Mi 15.06.11
Harry Joe (John-von-Neumann-Professur), University of British Columbia
Comparisons of count time series models with covariates
Zeit: 12:15, Raum: PR 2.01.10 (Hochbrück)


Wintersemester 2010/2011:
        
Do 24.02.11
Marc Wittlinger, Universität Ulm
Optimal portfolios in illiquid markets under a drawdown constraint
Zeit: 13:00, Raum: PR 2.01.10 (Hochbrück)

Mo 31.01.11
Nicole Kraemer, WIAS Berlin
The Degrees of Freedom of Partial Least Squares.
Zeit: 12:15, Raum: PR 2.01.10 (Hochbrück)

Mi 15.12.10
Mikhail Urusov, Institute of Mathematical Finance, Ulm University
(IAS-Seminar on Statistics)
On the martingale property of exponential local martingales: criteria and applications to finance
Zeit: 12:15, Raum: PR 2.01.10 (Hochbrück)

Mi, 10.11.10
Alexsey Min, TU München
Bayesian inference for D-vine pair-copula constructions: Estimation and model selection.
Zeit: 12:15, Raum: PR 2.01.10 (Hochbrück)

Mo, 08.11.10
Robert Stelzer, TU München
Long Memory Modelling with Multivariate SupOU Processes.
Zeit: 16:15, Raum: MI 03.10.011 (Zentrum Mathematik)

Mi, 03.11.10 und Mi, 10.11.10
Carole Bernard, University of Waterloo, Canada
(Trägerin des Women-for-Math-Science Award)
Risk Management and Equity-linked Insurance
Zeit: 16:15-17:45 Uhr, Raum: PR 2.01.10 (Hochbrück)
      
Sommersemester 2010:

Mi 18.08.10
Rituparna Sen, University of California
Time Series of Functional Data
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Di 17.08.10
Sebastian Ferrando, Ryerson University, Canada
Arbitrage and Hedging in a non probabilistic framework
17:15 Uhr, Raum: PR 2.01.11 (Hochbrück)

Do 22.07.10
Thorsten Schmidt, TU Chemnitz
Die Bewertung von Kreditrisiken und CDOs
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Di 20.07.10
Jan Rosinski (IAS Visiting Fellow), University of Tennessee, USA
Infinite Divisible Stochastic Processes
17:15 Uhr, Raum: MI HS 3

Di 20.07.10
Richard Davis (IAS Hans Fischer Senior Fellow), Howard Levene Professor of Statistics, Columbia University, USA
Estimating Structural Breaks in Time Series
16:15 Uhr, Raum: MI HS 3

Do 15.07.10
Ralf Korn, University of Kaiserslautern
Portfolio Optimization and Transaction Costs in Action
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 08.07.10
Johannes Muhle-Karbe, University of Vienna
Asymptotics and Exact Pricing of Options on Variance
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 01.07.10
Adil Reghai, Head of Quantitative Research Natixis, Paris
A dynamic correlation model for multi-asset contingency-claim pricing
16:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 30.06.10
Viktorija Vidortchik, TUM
Measures of Asymmetry and Kurtosis for PCC Copulas
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 24.06.10
Dimitris N. Politis, University of California, San Diego
Model-free model fitting and predictive distributions
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 17.06.10
Thomas Møller, PFA Pension, Kopenhagen
Risk-minimization with mortality derivatives: Mixed dynamic and static hedging
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 10.06.10
Christian Bluhm, Credit Suisse
Mixed Distribution Functions with Applications in Credit Risk
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 09.06.10
Ada Lau, University of Oxford, UK
Spatiotemporal Wind Power Probabilistic Forecasts Using Latent Gaussian Processes
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 27.05.10
Alex Langnau, Allianz, München
A dynamic model for Correlation
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 26.05.10
Natalia Djunushalieva, TUM
Selecting pair copula families for regular vines with
application to the multivariate analysis of the European stock market indices
13:00 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 26.05.10
Jeffrey Dissmann, TUM
Statistical Inference for Regular Vines and Application
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 19.05.10
Vincenzo Ferrazzano, TUM
Turbulence and BSS process
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 12.05.10
Johannes Ruf, Columbia University
Hedging under arbitrage
17:00 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 12.05.10
Anatoliy Swishchuk, University of Calgary, CAN
Levy-based Interest Rate Derivatives: Change of Time and PIDEs
16:00 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 05.05.10
Philipp Gebhard, TUM
Bayesian Estimation of Lévy Copulas for Multivariate Operational Risks
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mo 03.05.10
Thomas Breuer, FH Vorarlberg
Stress Testing: From Arts to Science
18:30 Uhr, Raum: Odeon - HVB Forum, Südrotunde (Ecke Kardinal-Faulhaber-Str. und Prannerstrasse), 80333 München

Mi 28.04.10
Marc Schuster, TUM
Bounds for the Distribution Function of a Sum of Random Variables
11:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 28.04.10
Gernot Müller, TU München
Statistical Aspects of COGARCH Modelling
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 15.04.10
Aristidis K. Nikoloulopoulos, University of East Anglia, Norwich, UK
Weighted scores method to analyze multivariate overdispersed count data
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 14.04.10
Marion Sperling, TUM
The Mixed Model for Multivariate Repeated Measures
12:45 Uhr, Raum: PR 2.01.10 (Hochbrück)

Mi 14.04.10
Ulf Schepsmeier, TUM
Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families
12:00 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 08.04.10
Björn Böttcher, TU Dresden
The Euler Scheme for Feller Processes
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 08.04.10
Robert Stelzer, TU München
Multivariate CARMA processes with non-Gaussian noise: definition, elementary properties and statistical estimation
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 08.04.10
Linda Vos, University of Oslo
Modelling electricity with stable-CARMA processes and risk premium analysis
16:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 18.03.10
John Nolan, American University
Topics in multivariate stable distributions
17:15 Uhr, Raum: PR 2.01.10 (Hochbrück)

Do 18.03.10
Stephan Haug, TUM
Dimension reduction based on extreme dependence
12:15 Uhr, Raum: PR 2.01.10 (Hochbrück)