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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.

  • 19. November 2015
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Olivier Guéant (ENSAE ParisTech)
    Market makers provide liquidity to other market participants: they propose prices at which they stand ready to buy and sell a wide variety of assets.
  • 18. November 2015
    WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin, 6 p.m.
    Lecturer: Peter Mörters (Bath)
    A growing family of random graphs is called robust if it retains a giant component after percolation with arbitrarily small positive retention probability.
  • 11. November 2015
    TU Berlin, Room MA 042, Straße des 17. Juni 136, 10623 Berlin, 6 p.m.
    Lecturer: Jordan Stoyanov (Newcastle University)
    This lecture will be addressed to a wide audience: from undergraduate and graduate students in Mathematics, Statistics, Physics and Computer Science, to MSc and PhD students in these areas, and ...
  • 5. November 2015
    Rudower Chaussee 25, Room 1.115, 5 p.m.
    Lecturer: Johannes Muhle-Karbe (ETH Zürich)
    We study option pricing and hedging with uncertainty about a Black-Scholes reference model.
  • 20. October 2015 - 21. October 2015
    Rudower Chaussee 25, Room 1.013
    Lecturer: Freddy Delbaen (ETH Zürich)
    These lectures will cover the theory of monetary utility functions (or risk measures). The one period case together with duality arguments will give us the representation theorem.
  • 14. October 2015
    TU Berlin, Room MA 041, Straße des 17. Juni 136, 10623 Berlin, 6 p.m.
    Lecturer: Nicolas Perkowski (HU Berlin)
    I will present several results that can be obtained by analyzing the KPZ equation using paracontrolled distributions.
  • 5. August 2015 - 7. August 2015
    HU Berlin, Erwin Schrödinger-Zentrum und TU Berlin, Mathematik-Gebäude
    Diese jährlich stattfindende Konferenz ist eine Veranstaltung von und für Doktorandinnen und Doktoranden der Stochastik aus dem deutschsprachigen Raum.
  • 15. July 2015
    Universität Potsdam, House 8, Room 0.58, 5.30 p.m.
    Lecturer: Dirk Blömker (Universität Augsburg)
    Modulation- or Amplitude-Equations are a universal tool to approximate solutions of complicated systems like partial or stochastic partial differential equations (SPDEs) near a change of stability, wh
  • 9. July 2015
    TU Berlin, Room MA 041, Straße des 17. Juni 136, 10623 Berlin, 4 p.m.
    Lecturer: Ludovic Tangpi (HU Berlin)
    We provide a theoretical framework for pricing, hedging and investing in a model-independent financial market.
  • 9. July 2015
    TU Berlin, Room MA 041, Straße des 17. Juni 136, 10623 Berlin, 5 p.m.
    Lecturer: Ibrahim Ekren (ETH Zürich)
    In this talk, we define derivatives of functionals on the space of continuous paths and give an introduction to path-dependent partial differential equations (PPDEs).

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