Mark Podolskij (ETH Zürich): Limit theorems for semimartingales
7. January 2010
Kategorie:
Research Seminars In this talk we present some limit theorems for variational sums of (Ito)semimartingales. We demonstratethe laws of large numbers and the associated central limit theorems.Furthermore, we describe the main ideas of the proof.
News
- Coming up: 4th Humboldt Distinguished Lecture Series in Applied Mathematics by Paul Embrechts
- Oliver Janke joins the Chair as a research assistant effective April 1st. Welcome!
d-fine fellowship
d-fine, the consultancy specializing in the financial sector, sponsors a PhD fellowship "Optimization in Financial Markets". The fellowship has been awarded to Paulwin Gräwe.
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