Martin Keller-Ressel and Stephanie Nargang gave a talk on ‘Relaxed Network Deconvolution’ at the International Summer School on Network functional dynamics.
Martin Keller-Ressel is visiting the Fraunhofer Institute for Industrial Mathematics IWTM in Kaiserslautern on June 20th and presenting a talk on ‘Shapes of Yield- and Forward-Curves in Affine Term Structure Models‘
The 10th European Summer School in Financial Mathematics will take place at TU Dresden from August 28 to September 1.
The main topic is Rough Volatility and Transaction Costs with mini-courses by
- Jim Gatheral
- Johannes Muhle-Karbe
- Mathieu Rosenbaum
- Walter Schachermayer
The Dresden-Wien Workshop on Stochastic Analysis took place from April 20 to April 22 at TU Dresden.