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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.

  • 3. February 2016
    WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin, 6 p.m.
    Lecturer: Alessandra Bianchi (Padova)
    The inclusion process is a stochastic lattice gas where particles perform random walks subjected to mutual attraction, thus providing the natural bosonic counterpart of the  well-studied exclusio
  • 28. January 2016
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Stefano De Marco (CMAP, Ecolé Polytechnique)
    VIX options traded on the CBOE have become popular volatility derivatives. In this work, we bound VIX options from S\&P500 vanilla options and VIX futures.
  • 14. January 2016
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Dr. Jörg Kienitz, Director (Deloitte Düsseldorf) & Dr. Karl F. Bannör, Manager (Deloitte Berlin)
    Bewertung von exotischen Derivaten, Modellierung von Finanzkennzahlen, Quantifizierung von Markt- und Kreditrisiken, Erfüllen von regulatorischen Anforderungen, Entwicklung von quantitativen Tools – d
  • 6. January 2016
    WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin, 6 p.m.
    Lecturer: Matthias Reitzner (Universität Osnabrück)
    Assume that X is a Poisson point process. A Poisson U-statistic with kernel f is the sum of f(x_1,...x_k) over all k-tuples of X. Poisson U-statistics play an important role in Stochastic Geometry.
  • 17. December 2015
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Markus Bibinger (Universität Mannheim)
    We consider a semi-martingale which forms a stochastic boundary, where we have discrete observations with one-sided errors. A rate-optimal estimator of the quadratic variation is constructed.
  • 17. December 2015
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Giorgio Ferrari (Universität Bielefeld)
    In this talk I consider two-player nonzero-sum games of optimal stopping on a class of regular diffusions with singular boundary behaviour (in the sense of Itô and McKean, p. 108).
  • 3. December 2015
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Wenning Wei (Fudan University)
    My talk is concerned with solution in Hölder spaces for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type.
  • 3. December 2015
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Roxana Dumitrescu (HU Berlin)
    In the first part of the talk, we introduce a generalized Dynkin game problem with non linear conditional expectation induced by a Backward Stochastic Differential Equation (BSDE) with jumps. Und
  • 25. November 2015
    WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin, 6 p.m.
    Lecturer: Vlad Bally (Marne-la-Vallée)
    Fournier and Printems [Bernoulli, 2010] have recently established a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with Hölder contin
  • 19. November 2015
    Rudower Chaussee 25, Room 1.115, 4 p.m.
    Lecturer: Julio Backhoff (Universität Wien)
    In this talk we shall examine causal transports and the associated optimal transportation problem under the causality constraint (Pc) introduced by Rémi Lasalle.

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