Oberseminar Finanz- und Versicherungsmathematik
Prof. Dr. F. Biagini, Prof. Dr. T. Meyer-Brandis, Prof. Dr. A. Min, Prof. Dr. M. Scherer, Prof. Dr. R. Zagst
Venue
Technical University of Munich (TUM) (Room 2.02.01, Parking 11, Garching)
Timetable
| Date | Time | Venue | Speaker | Title |
|---|---|---|---|---|
| November 24th, 2023 | 10:00-17:00 | Math. Institute LMU, Theresienstr. 39, Room B349 | https://www.fm.math.lmu.de/en/teaching/winter-term-2023-24/seminars/lmu-christmas-workshop-in-stochastics-and-finance.html | LMU Christmas Workshop |
| January 15th, 2024 | 14:15 | BC1 2.02.01 (Prakring 11, 85748 Garching) | Alessandro Gnoatto, University Verona | Cross-Currency Heath-Jarrow-Morton Framework in the Multiple Curve Setting |
| 15:00 | Mathie Rosenbaum, Ecole Polytechnique | The two square root laws of market impact and the role of sophisticated market participants | ||
| 16:15 | Christian Bender, Saarland University | Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps |