Graduiertenkolleg 1100
Termine WS 2007/2008
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Datum
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Vortragender | Institution |
Titel
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| Mo. 15.10.07 vormittags |
Miniworkshop | ||
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10:00 h Prof. Fred Espen Benth |
University of Oslo |
The risk premium and future information in electricity markets |
| 11:00 h Kevin Metka |
Universität Ulm | Pricing Forward Contracts in Electricity Power Markets by the Certainty Equivalence Principle | |
| 11:30 h Wolfgang Högerle |
Universität Ulm | A multivariate commodity analysis and applications to risk management | |
| 12:00 h Stephan Ebbeler |
Universität Ulm |
Stochastic Modelling of Financial Electricity Contracts | |
| Fr. 19.10.07 |
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| Do. 25.10.07, 16:00h, Seminarraum GK |
A. Mundt | Universität Karlsruhe |
Dynamic risk management with Markov Decision Processes |
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Fr. 26.10.07 |
Prof. Aurore Delaigle | University of Bristol | Using SIMEX for bandwidth selection in nonparametric regression with measurement errors |
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Fr. 02.11.07 |
Vorträge Bewerber |
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Fr. 09.11.07 |
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| Fr. 16.11.07 |
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| Fr. 23.11.07 HeHo22, E 018 |
Daniel Bauer |
Universität Ulm/Georgia State University |
Promotionskolloquium |
| Fr. 30.11.07 13:30h, E20, HeHo18 |
Dr. Thomas Kneib |
LMU München |
Semiparametrische Multinomiale Logit Modelle zur Markenwahl-Analyse |
|
Fr. 07.12.07 |
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Fr. 14.12.07 |
Prof. Dr. Joachim Grammig |
Universität Tübingen |
Trading activity and liquidity supply in a pure limit order book market |
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Fr. 21.12.07, 13:30h,
Seminarraum GK |
Prof. Dr. Christoph Reisinger | University of Oxford | Modelling and numerical aspects of basket credit derivatives |
|
Fr. 11.01.08 |
Prof. Dr. Ekkehard Sachs |
Universität Trier |
Optimization in Finance |
|
Fr. 18.01.08 |
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Fr. 25.01.08 |
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| Fr. 01.02.08 |
Gast von Kiesel
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Fr. 08.02.08 |
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Fr. 15.02.08 |
Prof. Christoph Schwab | ETH Zürich |
Wavelet Methods for Derivative Pricing
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