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Vorträge, Veranstaltungen



27.02.2018 Stochastiktage 2018 in Freiburg

Dr. Michael Hoffmann: On Detecting Changes in the Jumps of Arbitrary Size of a Time-Continuous Stochastic Process

19.10.2017 Prof. Anita Winter: Algebraic Trees Versus Metric Trees as States of Stochastic Processes
25.06.2017 PostDoc Position in Freiburg



12.10.2017 First Workshop of the Freiburg-Strasbourg Research Group on Financial and Actuarial Mathematics
04.10.2017 Workshop im Rahmen des DFG-Schwerpunktprogrammes "Probabilistic Structures in Evolution"
28.08.2017 Maria Fernanda del Carmen Agoitia Hurtado wurde am 24. August promoviert zu dem Thema:
Time-inhomogeneous polynomial processes in electricity spot price models
14.07.2017 Prof. Ph.D. Juan-Pablo Ortega: Time-delay reservoir computers: nonlinear stability of functional differential systems and optimal nonlinear information processing capacity. Applications to stochastic nonlinear time series forecasting
12.07.2017 Dr. Raghid Zeineddine: Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems
07.07.2017 Thorsten Schmidt: Risiko und Chance: Stochastik in der Anwendung
27.06.2017 Hans Bühler: Deep Statistical Hedging
Prof. Dr. Thomas Brox: Deep Learning
17.05.2017 FRIAS Fellowship for Ernst Eberlein and Thorsten Schmidt
12.05.2017 Prof. Holger Dette: Statistical Methodology for Comparing Curves
09.05.2017 Thorsten Schmidt: Incomplete Information in Finance
28.04.2017 Dr. Johannes Lederer: A General Framework for Uncovering Dependence Networks
24.04.2017 Dr. Blanka Horvath: Short-Time Near-the-Money Skew in Rough Fractional Stochastic Volatility Models
31.03.2017 Anmeldeschluss des Seminar: Empirical Analysis of Stock Markets
10.02.2017 Prof. Dr. Christoph Becker: Value, Size, Momentum and the Average Correlation of Stock Returns
02.02.2017 Prof. Moritz Diehl: Nonlinear Optimization Methods for Model Predictive Control of Mechatronic Systems
11.01.2017 Blockseminar: Challenges in Financial Markets
02.12.2016 JProf. Philipp Harms: Shape Analysis: Infinite-Dimensional Geometry, Statistics on Manifolds, and Applications
13.10.2016 Prof. Dr. Damir Filipovic: Replicating Portfolio Approach to Capital Calculation
09.06.2016 Prof. Dr. Rüdiger Frey: Optimal Liquidation Under Partial Information and Market Impact
03.06.2016 Prof. Dr. Ludger Overbeck: Capital Allocation for Dynamic Risk Measures
06.05.2016 Sebastian Bossert: Competing Selective Sweeps
12.02.2016 Workshop on Recent Developments in Finance, Risk Theory and Stochastic Analysis in honor of Ludger Rüschendorf
Prof. Dr. Thorsten Schmidt: Von der Praxis in die Theorie der Finanzmathematik: Eine sprunghafte Angelegenheit
19.06.2015 Prof. Dr. Stefan Weber: Measures of Systemic Risk
20.05.2015 Advanced Modelling in Mathematical Finance,  A conference in honour of Ernst Eberlein
30.01.2015 Festkolloquium anlässlich des 80. Geburtstags unseres Ehrendoktors Prof. Dr. Dr. h.c. Albert N. Shiryaev
23.01.2015  Prof. Dr. Jörg Rahnenführer: Statistical Analysis of Modern Sequencing Data – Quality Control, Modelling and Interpretation
05.12.2014 Dr. Pavel Gapeev: Risk Sensitive Utility Indifference Pricing of Perpetual American Options Under Fixed Transaction Costs
17.10.2014 Workshop on Risk and Regulation
27.08.2013 Workshop on Optimality of Payoffs and Risk Aggregation
21.05.2013 Arc Conjectandi, a Celebration of 300 Years of Stochastics
15.03.2012 Conference on Liquidity and Credit Risk
28.04.2011 Workshop on Optimal Stopping, Sequential Methods and Related Topics
2007 550. Universitätsjubiläum
27.04.2007 Gauß Vorlesung
27.02.2007 Ausstellung "Mathematik zum Anfassen"
14.07.2006 Workshop Mathematical Finance
21.06.2002 Festkolloquium anlässlich des 75. Geburtstags von Prof. Dr. Dr. h.c. Hermann Witting
02.11.2001 Festkolloquium aus Anlass der Ehrenpromotion von Prof. Dr. Dr. h.c.  Albert N. Shiryaev


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