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Prof. Dr. Thorsten Schmidt

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Incomplete Information in Finance

  • Vortrag
When May 09, 2017
from 11:00 AM to 12:00 PM
Where Room 02-012, Georges-Köhler Allee 102, Freiburg 79110, Germany
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In this talk we cover filtering problems and their numerical solution in some parts of Financial Mathematics. Applications include credit risk, but also similar phenomena like insurance mathematics or medicine.

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