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Events

The chair is involved in the organization of several conferences, summer schools and workshops. Below you will find a list of upcoming and past workshops, summer schools and lecture series.

  • 15. February 2018
    tba
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Agostino Capponi (Columbia University)
  • 15. February 2018
    tba
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Giorgia Callegaro (Universität Padua)
  • 7. February 2018
    tba
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Zhenjie Ren (Université Paris Dauphine)
  • 7. February 2018
    tba
    Rudower Chaussee 25, Room 1.115, 6 p.m.
    Lecturer: Joscha Diehl (Universität Leipzig)
  • 1. February 2018
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Ivar Ekeland (University of British Columbia)

    I will present a dynamic model for a commodity market. At every time, two markets are open, a physical one where the commodity is traded and a financial one where futures are traded.

  • 24. January 2018
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Marvin Müller (ETH Zürich)

    Most of nowadays stock exchanges work fully electronic. The so called limit order book captures (instantaneous) demand and supply in the market and performs directly the price formation.

  • 24. January 2018
    Rudower Chaussee 25, Room 1.115, 6 p.m.
    Lecturer: Stefan Ankirchner (Universität Jena)

    The talk discusses some methods for solving stopping problems with expectation constraints. Moreover, we explain how to optimally exit projects without clear-cut results.

  • 18. January 2018
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Giorgio Ferrari (Universität Bielefeld)

    Consider the problem of a government that wants to reduce the debt-to-GDP (gross domestic product) ratio of a country.

  • 18. January 2018
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Francois Delarue (Université Nice-Sophia Antipolis)

    We provide in this work a robust solution theory for random rough differential equations of mean field type

  • 21. December 2017
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Martin Herdegen (University of Warwick)

    We study how trading costs are reflected in equilibrium returns.

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