Das Übungsblatt 1 für die Vorlesung W-Theorie mit Martingalen ist jetzt verfügbar.
Author: stofin_user
Paper on ‘generalized distance covariance’ published
The paper Detecting independence of random vectors: generalized distance covariance and Gaussian covariance by Björn Böttcher, Martin Keller-Ressel and Rene Schilling has been published in Modern Stochastics: Theory and Applications.
Table of Content/Summary for Financial Mathematics II
The table of content/summary for financial mathematics II is now available.
Monique Jeanblanc and Archil Gulisashvili visiting
Monique Jeanblanc (Univ. Paris-Saclay) and Archil Gulisashvili (Ohio University) are visiting our research group and presenting talks the Dresden mathematical seminar on June 13th and the stochastics seminar on June 14th.
Dominic Edelmann from DKFZ Heidelberg visiting
Dominic Edelmann from the DKFZ Heidelberg is visting our research group and giving a talk on ‘Distance Covariance Methods for Survival Data’ On May 31st.
New preprint on affine processes
A new preprint on affine processes beyond stochastic continuity by Martin Keller-Ressel, Thorsten Schmidt and Robert Wardenga is available on arXiv.
New preprint on ‘Affine forward variance models’
A new preprint by Martin Keller-Ressel on Affine forward variance models is available on ArXiv.
Financial Mathematics: Exercise 4
Exercise Sheet 4 for Financial Mathematics is now online and due on January 17.
Keine Vorlesung am 20.12. / No lecture on Dec. 20
Am 20.12. findet keine VL Finanzmathematik statt / There will be no lecture in Financial Mathematics on December 20
Frohe Weihnachten und schöne Feiertage / Merry Christmas and Happy Holidays
Financial Mathematics: Exercise Sheet 3
Exercise Sheet 3 in Financial Mathematics is online and due on December 6.