| 09.12.2022 |
Diyora Salimova: Deep neural network approximations for PDEs |
| 18.11.2022 |
Timo Enger: A unified framework for limit results in chemical reaction networks on multiple time-scales |
| 04.11.2022 |
Sebastian Stroppel: Grenzwertaussagen in Chemischen Reaktionsnetzwerke |
| 28.10.2022 |
Schülertage der Mathematik am Mathematischen Institut - Finanzmathematik und ML sind mit dabei! |
| 01.08.2022 |
Thorsten Schmidt ist Mitglied im Rat der Bachelier Finance Society |
| 07.07.2022 |
Das Projekt LeanAI wird von der Vector-Stiftung gefördert. |
| 01.05.2022 |
Conference on the Interplay between Insurance and Finance, May 2022 in Lisbon. |
| 14.04.2022 |
Open PhD Position in the ReScale Project |
| 01.04.2022 |
Prof. Schmidt hat mit Kollegen einen Grant der Carl-Zeiss Stiftung eingeworben ReScale. |
07.03.2022
|
Katharina Oberpriller: Uncertainty in Credit Risk
|
| 21.-26.06.2021 |
Online Workshop on Stochastic Analysis and Hermite Sobolev Spaces |
| 05.05.2020 |
Interview mit Prof. Schmidt im MathFinance newsletter. |
| 09.04.2020 |
The FPWZ Seminar takes place online at 9th of April. |
| 16.03.2020 |
Unser Kollege Jens Timmer forscht zur Ausbreitungsdynamik der Corona-Epidemie |
| 11.-13.03.2020 |
Workshop: Statistical Foundations for Evolving Networks, March 11th - 13th, Freiburg |
| 31.01.2020 |
Raquel Gaspar: Design risk of Constant Proportion Portfolio Insurance |
| 06.12.2019 |
Hanna Sophia Wutte (ETH Zürich): How implicit regularization of Neural Networks affects the learned function |
26.11.2019
|
Johannes Müller: Universal flow approximation with deep residual networks ; Raumänderung nach 232
|
| 14/15.11.2019 |
Konferenz Insurance and Finance am FRIAS |
| 07.11.2019 |
Dr. Lukas Gonon: Dynamic learning based on random recurrent neural networks and reservoir computing systems |
| 27.06.2019 |
5th Workshop at FRIAS |
| 27.06.2019 |
Stephane Crépey: XVA analysis from the balance sheet |
| 27.06.2019 |
Anna Rita Bacinello: The impact of longevity risk and contractural heterogeneity on the fail valuation of a life insurance portfolio |
| 27.06.2019 |
Mitja Stadje: On time-consistent and market-consistent evaluations |
| 27.06.2019 |
Thorsten Schmidt: A fundamental theorem of insurance valuation |
| 27.06.2019 |
Stefan Tappe: Mortality-interest rate term structures |
| 24.06.2019 |
Ben Deitmar: Funktionale Grenzwertsätze für geglättete Empirische Prozesse |
| 17.06.2019 |
Christa Cuchiero von der WU Wien gewinnt den START Preis |
| 03.05.2019 |
Benedikt Geuchen: Pfadabhängige Funktionale und nichtlineare affine Prozess |
| 29.04.2019 |
Michaela Freitag: Stammbäume und ihr Einfluss auf genetische Genealogien |
| 16.04.2019 |
Prof. Steven Kou (Boston University): A Theory of FinTech |
| 04.04.2019 |
Benedikt Köpfer: Comparison of stochastic processes by Markov projection and functional Itô calculus |
| 03.04.2019 |
Roman Haak: Algebraische Strukturen stochastischer Integrale und ihre Anwendungen |
| 26.03.2019 |
Lars Niemann: Nichtlineare Phänomene in der Finanzmathematik |
| 14.03.2019 |
Jonathan Ansari: Risk bounds in partially specified factor models |
| 07.03.2019 |
Felix Hermann: On Dualities of Random Graphs and Branching Processes with Disasters to Piecewise Deterministic Markov Processes |
| 18.02.2019 |
Workshop on Mathematical Foundations of Statistical Uncertainty Quantification |
| 08.02.2019 |
Elisabeth Pröhl: Existence and Uniqueness of Recursive Equilibria with Aggregate and Idiosyncratic Risk |
| 07.02.2019 |
Vorbesprechung des Bachelorseminar der Stochastik 07.02.2019, 10:00 Uhr Raum 232, Ernst-Zermelo-Str. 1 |
| 05.02.2019 |
Workshop of the Freiburg-Strasbourg Research Group with Hans-Jörg Albrecher |
| 09.11.2018 |
Dr. Lukas Steinberger: Statistical estimation under differential privacy constraints |
| 08.11.2018 |
Thorsten Schmidt: Deep Hedging. MathFinance Flow event, Frankfurt |
| 23.10.2018 |
Lars Niemann: Konsistente Erwartungen und Arbitrage |
| 02.10.2018 |
5th meeting of the Freiburg-Strasbourg Research group at FRIAS |
| 06.07.2018 |
Prof. Dr. Eckhard Platen (University of Technology, Sydney): Towards Less Expensive Production in Insurance and for Pensions |
| 01.-04.7.2018 |
The 10th Freiburg-Wien-Zürich Seminar takes place at Wolfgangsee, Austria. |
| 18.06.2018 |
The Research School in Financial Mathematics will take place in Ibadan, Nigeria, from June 18 to 23, 2018. Dr. Tolulope Fadina from our Department is co-organizing this research school in Nigeria. |
| 12.06.2018 |
Video on Youtube of Rama Cont's talk on Universal Price Formations on Financial Markets: A perspective from Machine Learning (May 2018, Freiburg). |
| 12.06.2018 |
Video on Youtube of fields medallist Wendelin Werner's talk on the (quantum) disk as patchwork of (quantum) disks (Feb 2018, GPSD Freiburg). |
| 17.05.2018 |
Prof. Rama Cont (Imperial College London):
Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning |
| 17.05.2018 |
Prof. Akihiro Kanamori (Boston University): Ernst Zermelo, Freiburg and Set Theory |
| 14.05.2018 |
Workshop at FRIAS on model risk and robust finance, May 14 - May 18, 2018. |
| 13.03.2018 |
Mathematics Day am FRIAS |
| 08.03.2018 |
Prof. B. Rajeev: Translation invariant diffusions : Some examples and applications |
| 27.02.2018 |
Stochastiktage 2018 in Freiburg |
| 26.01.2018 |
Prof. Dr. Johanna F. Ziegel: Higher Order Elicitability |
11.01.2018
|
2nd Workshop of the Freiburg-Strasbourg Research Group with Laura Ballotta and Rudi Zagst
|
| 12.12.2017 |
Weijun Yu wurde am 12. Dezember promoviert zu dem Thema: Infinite-dimensional affine models under incomplete information |
01.12.2017
|
Dr. Christiane Fuchs: Understanding Biological Processes using Stochastic Modelling
|
28.11.2017
|
Prof. David Siegmund: Detection and Estimation of Local Signals
|
| 24.11.2017 |
Dr. Michael Hoffmann: On Detecting Changes in the Jumps of Arbitrary Size of a Time-Continuous Stochastic Process |
| 03.11.2017 |
30 Jahre Datenanalyse und Modellbildung in Freiburg |
30.10.2017
|
Prof. Dr. Sebastian Ferrando: Trajectorial Models based on Operational Assumptions
|
| 19.10.2017 |
Prof. Dr. Anita Winter: Algebraic Trees Versus Metric Trees as States of Stochastic Processes |
| 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. 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 |
02.06.2017
|
Prof. Dr. Thomas Brox: Deep Learning
|
| 17.05.2017 |
FRIAS Fellowship for Ernst Eberlein and Thorsten Schmidt |
| 12.05.2017 |
Prof. Dr. 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. Dr. Moritz Diehl: Nonlinear Optimization Methods for Model Predictive Control of Mechatronic Systems |
| 11.01.2017 |
Blockseminar: Challenges in Financial Markets |
| 02.12.2016 |
JProf. Dr. Philipp Harms: Shape Analysis: Infinite-Dimensional Geometry, Statistics on Manifolds, and Applications |
| 13.10.2016 |
Prof. 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 |
14.01.2016
|
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 |
