Humboldt Distinguished Lecture Series in Applied Mathematics

8. January 2009 - 9. January 2009
Lecture Series

The lectures by R. Terry Rockafellar discuss recent developments in optimization, convex analysis and their applications to mathematical finance. The participation is fre and there is no registration. The event takes place:


  • January 8th, 2009; Erwin Schrodinger Zentrum; Room 0.307.
        11:15 - 11:20: Welcome
        11:20 - 11:30: Introduction of R.T. Rockafellar

        11:30 - 12:45: Lecture I: Optimization Modeling with Convexity and Duality
        12:45 - 13:00: Questions and Discussion

        15:15 - 16:30: Lecture II: Risk Measures and Safeguarding in Optimization 
        16:30 - 16:45: Questions and Discussion

  • January 9th, 2009; Johann-von-Neumann Haus; Room 1.013.

        11:15 - 12:30: Lecture III: Deviation Measures and Generalized Linear Regression
        12:30 - 12:45: Questions and Discussion

        15:15 - 16:30: Lecture IV:  Utility, Generalized Entropy and Equilibrium
        16:30 - 16:45: Questions and Discussion

        16:45 - 16:50: Closing

R. Tyrrell Rockafellar is Professor Emeritus at the University of Washington where he pioneered in the mathematics of optimization and its applications. His awards include the Dantzig Prize (1999), The Lanchester Prize (1998) and honorary degrees from several universities. For a CV and list of publications, click here



d-fine: job opportunities

d-fine continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link if you are curious to learn more about working in the exciting field of quantitative finance consultancy.