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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.

  • 28. July 2016 - 30. July 2016
    Humboldt Graduate School, Luisenstrasse 56, 10115 Berlin
    The conference is organized on the occasion of Peter Imkeller’s 65th birthday and our goal is to discuss recent developments in theory and applications of stochastic analysis, dynamics and control.
  • 6. July 2016
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 5 p.m.
    Lecturer: Anna Aksamit (University of Oxford)
    In robust approach, instead of choosing one model, one considers superhedging simultaneously under a family of models, or pathwise on the set of feasible trajectories.
  • 29. June 2016
    Rudower Chaussee 25, Room 1.115, 6 p.m.
    Lecturer: Terry Lyons (University of Oxford)
    High order methods allow the inclusion of more information. How're there can be a horrendous price.
  • 23. June 2016
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 5 p.m.
    Lecturer: Wei Xu (Beijing Normal University)
    Motivated by the study of negative jumps in finance/biology, we introduce a general continuous-state branching process in random environment (CBRE-process) defined as the strong solution of a stochast
  • 23. June 2016
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 6 p.m.
    Lecturer: Abel Cadenillas (University of Alberta)
    Motivated by the debt crisis in the world, we apply methods of stochastic control to study two problems related to government debt management.
  • 15. June 2016
    Rudower Chaussee 25, Room 1.115, 6 p.m.
    Lecturer: Archil Gulisashvili (Ohio University, Athens)
    The results discussed in the talk are joint with F. Viens and X. Zhang (Purdue University). The talk is devoted to uncorrelated Gaussian stochastic volatility models.
  • 9. June 2016
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 4 p.m.
    Lecturer: Miklos Rasonyi (Pazmany Peter Catholic University, Budapest)
    We will treat optimal investment in a continuous-time market with instantaneous price impact.
  • 9. June 2016
    TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin, 5 p.m.
    Lecturer: Chao Zhou (National University of Singapore)
    A stochastic control problem for a class of nonlinear stochastic kernels is studied.
  • 1. June 2016 - 4. June 2016
    Humboldt Graduate School and Erwin Schröndinger-Zentrum
    The 5th Berlin Workshop on Mathematical Finance for Young Researchers will take place from June 1-4, 2016.
  • 1. June 2016
    Rudower Chaussee 25, Room 1.115, 6 p.m.
    Lecturer: Uta Freiberg (Universität Stuttgart)
    Self similar fractals are often used in modeling porous media. Hence, defining a Laplacian and a Brownian motion on such sets describes transport through such materials.

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