Universität Ulm Fakultät für Mathematik und Wirtschaftswissenschaften Helmholtzstrasse 22
Graduiertenkolleg 1100 deutschenglish

Termine WS 2005/2006


Datum
Vortragender Institution Titel
17.10.05, 14:00
Dr. Wilfried Paus
  Mathematicians and Mathematics in Deutsche Bank
28.10.05, 13:30
Prof. Dr. Mark Dorfman   Asbestos: The U.S. and The EU Response (regulation versus litigation)
16.11.05, 16:15  Dr. Dan Rosen     Understanding Diversification in Credit Portfolios
18.11.05, 13:30  Dr. Torsten Kleinow    Fair Valuation of Participating Insurance Policies with Interest  Rate Guarantees
25.11.05, 13:30 Thomas Liebmann   Faire Bewertung von Zinsgarantien bei Lévy Renditen
07.12.05, 10:30
Prof. Dr. Rudi Zagst   Dynamische Portfolio Insurance Strategien
09.12.05, 13:30 Prof. Dr. Alex Muermann   Insuring the Uninsurable: Brokers and Incomplete Insurance Contracts
13.01.06, 13:30
 Prof. Dr. Hato Schmeiser   Life Annuity Insurance versus Self-Annuitization: What is the Best Retiremant Arragement in a Family?
20.01.06, 13:30  Christian Schmidt

Ralph Guderlei
  Portfolio Analysis with Final Wealth Probability Densities

Metamorphic Testing
27.01.06, 13:30  Patrick G. Walch    Real Option Games: The Alliance of Game Theory and Real Options
31.01.06, 10:30 Prof. André Lucas   Latent common credit risk components and macro fundamentals
03.02.06, 12:45
Jörg Osterrieder   A model of the limit order book
10.02.06, 13:30 Prof. Dr. Joachim Winter   Short-run variations in households' financial market expectations
17.02.06, 13:30
Prof. Dr. Wolfgang Härdle   Value-at-Risk with Time Varying Copulae