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Lecture Series

20. October 2015 - 21. October 2015
Rudower Chaussee 25, Room 1.013
Lecturer: Freddy Delbaen (ETH Zürich)
These lectures will cover the theory of monetary utility functions (or risk measures). The one period case together with duality arguments will give us the representation theorem.
19. May 2014 - 20. May 2014
Rudower Chaussee 26, Room 0.307, 4 p.m. - 6.30 p.m.
Lecturer: Paul Glasserman (Columbia Business School)

These lectures will cover problems of mathematical modeling that arise from efforts to enhance the stability of the financial system. They take place

 

10. June 2013 - 11. June 2013
RUD 25, Room 1.115
Lecturer: Xunyu Zhou

This lecture series is intended for graduate students in mathematics and economics. This year it is given by a pioneer in stochastic optimization and renowned  financial mathematician.

25. April 2012 - 26. April 2012

The Humboldt Distinguished Lecture Series in Applied Mathematics is intended for graduate students in mathematics and economics.

12. April 2011 - 13. April 2011

The 2011 Humboldt Distinguished Lecture Series in Applied Mathematics is given by Ivar Ekeland, on Asymmetry of Information in Finance.

23. June 2010 - 24. June 2010

The 2010 Humboldt Distinguished Lecture Series in Applied Mathematics is given by Darrell Duffie (Stanford University) on Dark Markets. The event takes place:

19. March 2009

This lecture series on Recent Developments in Measuring and Modeling Financial Market Volatility is given by Torben G. Andersen and Tim Bollerslev.

8. January 2009 - 9. January 2009

The lectures by R. Terry Rockafellar discuss recent developments in optimization, convex analysis and their applications to mathematical finance.

16. October 2008 - 17. October 2008

These lectures by Yacine Ait-Sahalia will discuss recent developments in the econometrics of high frequency financial data.

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