Conferences and workshops (until May 2011)

 

• IAS/IGSSE Doctoral Symposium on Statistical Space-time Models for Wind Power Forecasts
  June 14, 2011, IGGSE Center


• Joint IAS Talk / Analysis seminar of the Center for Mathematics: Prof. Sanjoy K. Mitter (MIT):
  A Variational Approach to Nonlinear Estimation
  May 12, 2011, 17:00, TUM Institute for Advanced Study, Auditorium


• 4th Workshop on Vine Copula Distributions and Applications
  Technische Universität München, Germany


• IGSSE Doctoral Symposium on Renewable Energies
  March, 21, 2011, IGSSE Center


• IAS Workshop: Statistical Methods and Models
  Februar, 11, 2011
  TUM Institute for Advanced Study, Garching
  


• The Fifth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus - Lévy driven financial models
  January, 16-23, 2011
  Métabief, France


• Risiken, Krisen, Katastrophen: Lassen sich Extremereignisse beherrschen?
  Symposium über Modellierung und Quantifizierung seltener Ereignisse:
  November 18, 2010
  Ehrensaal des Deutschen Museums, München
  
  
• EMS 2010 - European Meetings of Statisticians
  17. - 22. August 2010
  Piraeus, Greece
  
  
• IMS Annual Meeting
  August 9 - 13, 2010
  Gothenburg, Sweden
  
  

• Lévy Processes: Theory and Applications
  

  26. - 30. Juli 2010
  Technische Universität Dresden, Dresden
  
  
• IAS Workshop Advances in Risk Analysis and Stochastic Modelling
  17. Juni 2010
  TUM Institute for Advanced Study, Raithenhaslach
  
  
• AMaMeF - Advanced Mathematical Methods in Finance
  04. - 08. Mai 2010
  Ljubljana, Slovenia
  
  
• Gemeinsame Jahrestagung der DMV und GDM
  08. - 12. März 2010
  Ludwig-Maximilians-Universität, München
  
  

• Germany Open Conference on Probability and Statistics
  

  02. - 05. März 2010
  Universität Leipzig, Leipzig
  
  
• IAS Workshop: Statistical Methods and Models
  01. Februar, 2011
  TUM Institute for Advanced Study, Nymphenburger Str. 39, München
  



• Workshop "Financial Mathematics meets Econometrics"
  

  30. November und 01. Dezember 2009
  Universität Bonn, Bonn
  
  
• SPA Berlin 2009 - 33rd Conference on Stochastic Processes and Their Applications
  July 27 - 31, 2009
  Mathematics Institute of the Technische Universität Berlin, Berlin
  
  
• 6th Conference on Extreme Value Analysis
  June 22 - 26, 2009
  Fort Collins Colorado, USA
  
  
• IAS Workshop: Advances in Risk Analysis and Stochastic Modelling
  May 8, 2009
  TUM Institute for Advanced Study, Munich
  

• Fourth General Conference on Advanced Mathematical Methods in Finance
  May 4-10, 2009
  Rica Parken Hotel, Ålesund, Norway
  
  
• Workshop "Finance and Insurance"
  

  March 16 - 20, 2009
  Jena
  
  

• Spring School "Finance and Insurance - Stochastic Analysis and Practical Methods"

  March 2 - 13, 2009
  Jena
  
  

• Winter School - Modelling risk in electricity and other energy markets
  February 13, 2009
  LMU, Munich
  

• IAS Workshop: Risk Modelling and High Frequency Data
  June 12 - 13th, 2008
  TUM Garching, Leibniz-Rechenzentrum
  
  
• 8. Stochastik-Tage 2008
  March 04-07, 2008
  Aachen
  


• IGSSE Doctoral Symposium: Workshop on Energy: Modelling and Pricing
  November 26-27, 2007
  TUM Garching, Leibniz-Rechenzentrum
  
  
• Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance
  September 17-22, 2007
  Wien, Österreich



• 5th International Conference on Levy Processes: Theory and Applications
  August 13-17, 2007
  Copenhagen, Denmark



• Advances in Mathematics of Finance - 2nd General AMaMeF Conference and Banach Center Conference
  April 30 - May 5, 2007
  The Mathematical Research and Conference Center, Będlewo, Poland



• 6th Probability Day Erlangen-München
  January 26, 2007
  Mathematical Institute of the Ludwig-Maximilian-Universität München



• Workshop on Copulas, Lévy processes and Lévy copulas, with applications to financial modelling
  November 24, 2006
  Technische Universität München


• Workshop on Statistical Modelling of Complex Systems
  12.-14. Oktober 2006
  München, Germany



• Workshop on Econometric Modelling
  1. August 2006
  München, Germany



• XXVI European Meeting of Statisticians
  24.-28. Juli 2006
  Torun, Poland



• Multivariate Modelling in Finance and Risk Management 2006
  16.-18. Juni, 2006
  Sandbjerg, Denmark



• First AMaMeF Conference
  26.-29. April 2006
  Antalya, Turkey



• 5th Scientific Conference on Insurance and Finance
  26. April 2006
  Köln



• 50 Years Later - Conference on Stochastics in Science in Honour of Ole E. Barndorff-Nielsen
  20. - 24. März 2006
  Guanajuato, Mexico
  Programm, Pictures from the conference



• BMBF Workshop on Credit Risk Management
  27. Februar - 4. März 2006
  Freising



• SFB Workshop on Model Choice and Validation
  6. - 8. Oktober 2005
  München



• Extreme Value Analysis IV
  15. - 19. August 2005
  Gothenburg



• 2005 Fourth Scientific Conference on Insurance and Finance
  27. April 2005
  Berlin


• Workshop on the Interface between Quantitative Finance and Insurance
  04. - 08. April 2005
  Edinburgh
  Timetable and talks



• CMA National Research Symposium
  Lévy Process Theory and its Applications in Finance
  04. - 05. März 2005
  The Australian National University, Canberra, Australia



• Zweiter Risk Management Tag von LMU und TUM
  27. Januar 2005
  Technische Universität München


• Spatial and spatio-temporal statistics
  22. November 2004
  Technische Universität München


• Advanced Mathematical Methods for Finance
  28. - 29. Oktober 2004
  Technische Universität München



• Risk Analysis in Finance and Insurance
  17. - 18. Juni 2004
  LMU München


• 2004 Third Scientific Conference on Insurance and Finance
  28. April 2004
  Dresden


• Karlsruher Stochastik-Tage 2004
  23. März - 26. März 2004
  Universität Karlsruhe (TH)


• Informal Workshop on Extreme Value Theory
  24. November 2003
  TU Garching


• Workshop on the Interface of Numerical Analysis, Optimization and Stochastics with Emphasis on Statistical and Financial Applications
  13. November - 14. November 2003
  TU Garching


• Autumn School on Risk Management
  29. September - 2. Oktober 2003
  Herrsching am Ammersee


• Workshop on Financial Time Series
  28. Mai 2003
  TU München


• 2003 Second Scientific Conference on Insurance and Finance
  28. April 2003
  Bonn


• Erster Risk Management Tag von LMU und TUM
  23. Januar 2003
  LMU München


• Stochastic volatility and risk management - temporal and spatial dependence
  4. - 6. Dezember 2002
  LMU München


• Statistics in Genetics
  14. - 16. August 2002
  LMU München


• Erlangen-Münchner Tag der Stochastik
  5.Juli 2002
  TU München


• 2002 First Scientific Conference on Insurance and Finance
  24. April 2002
  Weimar, DGVM


• Munich Spring School on Mathematical Finance
  9. - 12. April 2002
  TU München


• Jahrestagung 2002 der Gesellschaft für Angewandte Mathematik und Mechanik
  25. März 2002 - 28. März 2002
  Universität Augsburg


• Magdeburger Stochastik-Tage 2002
  19. März 2002 - 22. März 2002
  Otto-von-Guericke Universität, Magdeburg


• International Workshop on Applied Probability
  14. January 2002 - 17. January 2002
  Caracas, Venezuela

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)