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VeSFiM na matematiki in Peter Gracar: Fluktuacijske identitete za Levyjeve procese

Date of publication: 20. 4. 2011
Seminar for probability, statistics, and financial mathematics
Četrtek, 21. aprila 2011, ob 14.30 v predavalnici 3.05 na Jadranski 21, Ljubljana

Na tokratnem srečanju seminarja iz finančne matematike bomo najprej razpravljali o področjih verjetnost, statistika in finančna matematika (VeSFiM) na matematiki, ob 15.00 pa bo Peter Gracar pričel predavanje o fluktuacijskih identitetah za Levyjeve procese.

Srečanje bomo zaključili predvidoma do 16. ure.

Vljudno vabljeni!

Tue
23
Jun
Panki Kim: Heat kernel estimates for Dirichlet forms degenerate at the boundary
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.07 na FMF, Jadranska 21, Ljubljana
Wed
10
Jun
Antonino Zanette: Pricing financial and insurance derivatives within parameter uncertainty
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana
Tue
19
May
Peter Hieber: Optimal (self-)hedging of investment guarantees
Seminar for probability, statistics, and financial mathematics
16:30 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana
Tue
12
May
Jan Rems: A Deep Learning Approach to Renewable Capacity Installation under Jump Uncertainty
Seminar for probability, statistics, and financial mathematics
16:30 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana
Thu
16
Apr
Hansjoerg Albrecher: From optimal dividends to optimal reduction schedules of carbon emissions
Seminar for probability, statistics, and financial mathematics
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