Login

Research Seminars

Below is the schedule of our weekly reserach seminar "Stochastic Analysis and Stochastics of Financial Markets". The seminar is jointly organized with the TU Berlin.

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.

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.