Prof. Dr. Stefan Thurner: Anatomija finančne krize
Sreda, 11. november 2009, ob 13. uri v Veliki predavalnici Instituta »Jožef Stefan« na Jamovi cesti 39 v Ljubljani
Seminar for probability, statistics, and financial mathematics
9. 11. 2009
Jozsef Gall: Discrete time forward interest rate curves
Torek, 13. januar 2009 ob 15h, soba 2.02 na Jadranski 21, Ljubljana.
Seminar for probability, statistics, and financial mathematics
9. 1. 2009
Peter Grandits: Optimal investment and optimal dividend strategies for an insurance company
Torek, 20.5.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
15. 5. 2008
Nika Novak: Model Gauss-Markova
Torek, 13.5.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
8. 5. 2008
Paolo Vicig: Imprecise Probabilities in Risk Measurement: a Generalisation of Dutch Risk Measures
Torek, 6.5.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
28. 4. 2008
Wolfgang Scherrer: Modelling Conditional Variances and Covariances; An Introduction to MGARCH Models
Torek, 22.4.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
17. 4. 2008
Aljoša Feldin: Two and three firms on a unit disk market: When Min-Max becomes Medium-Medium
Torek, 15.4.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
9. 4. 2008
Nika Novak: Linearna regresija
Torek, 8.4.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
4. 4. 2008
Aleš Toman: Uvod v določanje cen finančnih instrumentov, 6.del
Torek, 1.4.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
27. 3. 2008
Sašo Polanec: Dynamic Olley-Pakes Decomposition with Entry and Exit
Torek, 25.3.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
19. 3. 2008
Friedrich Hubalek: Explicit Variance-Optimal Hedging for independent increments and related problems
Torek, 18.3.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
12. 3. 2008
Mario Šikić: Martingali
Torek, 11.3.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
6. 3. 2008
Aljaž Ule: Problem sodelovanja pri prosti izbiri partnerjev: analiza s teorijo iger
Torek, 4.3.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
3. 3. 2008
Aleš Toman: Uvod v določanje cen finančnih instrumentov, 6.del
Torek, 4.3.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
29. 2. 2008
Josef Teichmann: How to calculate moments for affine models in a very easy way
Torek, 26.2.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
20. 2. 2008
Bojan Basrak: On dependence structure of multivariate heavy tailed time series
Torek, 19.2.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
12. 2. 2008
Boštjan Krajnik: Uvod v določanje cen finančnih instrumentov, 5.del
Torek, 15.1.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
10. 1. 2008
Marc Goovaerts: On Risk Measures and Decisions in Insurance and Finance
Petek, 11.1.2008 ob 11h, Plemljev seminar na Jadranski 19
Seminar for probability, statistics, and financial mathematics
5. 1. 2008
Peter Boswijk: Econometric volatility models: Theory and application to financial risk management
Torek, 8.1.2008 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
3. 1. 2008
Marko Špolar: Uvod v določanje cen finančnih instrumentov, 4.del
Torek, 18.12.2007 ob 15h, soba 2.02 na Jadranski 21
Seminar for probability, statistics, and financial mathematics
12. 12. 2007