Stochastic Analysis and Stochastic Finance Seminar

A multi-period bank run model for liquidity risk

Speaker(s): 
Eva Lütkebohmert (Universität Freiberg)
Date: 
Thursday, December 1, 2011 - 4:15pm
Location: 
Rudower Chaussee 25, Room 1.115

Credit Risk at RWE Supply and Trading - An Overview

Speaker(s): 
Frank Lehrbass (RWE Supply and Trading GmbH)
Date: 
Thursday, November 17, 2011 - 5:00pm
Location: 
Rudower Chaussee 25, Room 1.115

Von Neumann-Gale Dynamical Systems with Applications in Finance

Speaker(s): 
Igor Evstigneev (University of Manchester)
Date: 
Thursday, November 3, 2011 - 4:00pm
Location: 
Rudower Chaussee 25, Room 1.115

Stationary Markov Equilibria in Discounted Stochastic Games

Speaker(s): 
Frank Page
Date: 
Wednesday, October 19, 2011 - 5:00pm
Location: 
Rudower Chaussee 25, Room 1.115

Self-Exciting Marked Point Processes for Algorithmic Trading

Speaker(s): 
Sebastian Jaimungal
Date: 
Wednesday, October 19, 2011 - 4:00pm
Location: 
Rudower Chaussee 25, Room 1.115

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