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.

28. November 2013
Rudower Chaussee 25, Room 1.115
Lecturer: Shigeyoshi Ogawa (Ritsumeikan University)

For a certain class of random functions we introduce a stochastic Fourier transformation (SFT) via its stochastic Fourier coefficients (SFC). It was shown in very earlier

28. November 2013
Rudower Chaussee 25, Room 1.115
Lecturer: Christoph Czichowsky (London School of Economicx and Political Science)

In this talk, we develop a general duality theory for portfolio optimisation under proportional

31. October 2013
Rudower Chaussee 25, Room 1.115
Lecturer: Christian Bayer (WIAS Berlin)

In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state.

31. October 2013
Rudower Chausse 25, Room 1.115
Lecturer: Jinniao Qiu (HU Berlin)

In this talk, we shall first introduce a class of backward stochastic differential evolutionary systems (BSDES), which includes backward stochastic differential equations and backward stochastic pa

TU Berlin, Room MA 041, Straße des 17. Juni , Berlin
Lecturer: Kolloquium: Sabine Jansen (Bochum)
Jellium is a model where negatively charged electrons move in a uniform neutralizing background of positive charge.

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.