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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)
  • 18. January 2018
    tba
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Giorgio Ferrari (Universität Bielefeld)
  • 18. January 2018
    tba
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Francois Delarue (Université Nice-Sophia Antipolis)
  • 21. December 2017
    tba
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Martin Herdegen (University of Warwick)
  • 21. December 2017
    tba
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Martin Keller-Ressel (TU Dresden)
  • 7. December 2017
    tba
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Christoph Reisinger (University of Oxford)
  • 23. November 2017
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Christoph Czichowsky (London School of Economics and Political Science)

    While absence of arbitrage in frictionless financial markets (i.e.

  • 9. November 2017
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Omar El-Euch (Pierre and Marie Curie University - Paris 6)
    It has been recently shown that rough volatility models, where the volatility is driven by a fractional Brownian motion with small Hurst parameter, provide very relevant dynamics in order to reproduce
  • 9. November 2017
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Vicky Henderson (University of Warwick)

    This work considers an optimal liquidation problem in the context of a Cautious Stochastic Choice (CSC) model.

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