Login

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.

  • 26. October 2017
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Alvaro Cartea (University of Oxford)
    We develop the optimal trading strategy for a Foreign Exchange (FX) broker who must liquidate a large position in an illiquid currency pair.
  • 26. October 2017
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Johannes Ruf (London School of Economics)
    The capitalization-weighted cumulative variation $\sum_{i=1}^d \int_0^\cdot \mu_i (t) \dx \langle \log \mu_i \rangle (t)$ in an equity market consisting of a fixed number $d$ of assets with capitaliza
  • 19. July 2017
    WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin, 6 p.m.
    Lecturer: Anton Bovier (Bonn)
    Standard stochastic models of adaptive dynamics are based on haploid reproduction schemes. They are sometimes criticised for the difficulty to create genetic diversity.
  • 13. July 2017
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 4 p.m.
    Lecturer: Hamed Amini (University of Miami)
    We derive rigorous asymptotic results for the magnitude of contagion in a large financial network and give an analytical expression for the asymptotic fraction of defaults, in terms of network charact
  • 13. July 2017
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 5 p.m.
    Lecturer: Nicole Bäuerle (Karlsruher Institut für Technologie (KIT))
    We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite time horizon which is generated by a Partially Observable Markov Decision Process (POMDP).
  • 5. July 2017
    TU Berlin, Room MA 041, Straße des 17. Juni 136, 10623 Berlin, 6 p.m.
    Lecturer: Ilya Goldsheid (London)
    It is well known that a random walk in random environment on a strip in the environment viewed from the particlesetting is a Markov chain on the set of environments.
  • 29. June 2017
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 5 p.m.
    Lecturer: Johannes Muhle-Karbe (University of Michigan)
    In the perturbation analysis of various models with small frictions, a crucial role is played by the risk tolerance of the indirect utility process.
  • 29. June 2017
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 4 p.m.
    Lecturer: Francesca Biagini (LMU München)
    We study the concept of financial bubble under model uncertainty. We suppose the agent to be endowed with a family Q of local martingale measures for the underlying discounted asset price.
  • 15. June 2017
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 5 p.m.
    Lecturer: Carlos Oliveira (Universidade de Lisboa & HU Berlin)
    This work provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion.
  • 15. June 2017
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 4 p.m.
    Lecturer: Huyen Pham (Université Paris Diderot)
    We study and revisit the optimal control problem of partially observed stochastic systems.

News

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.