Martin Simon (Deka Investment GmbH) and Eberhard Mayerhofer (Limerick University) are visiting our research group and presenting talks on the detection of asset price bubbles and on gemetric ergodicity of affine processes in the stochastics seminar on November 29th and December 6th.
Martin Keller-Ressel hielt einen Vortrag über “Formen der Yield- und Forwardkurve im Langzeitverhalten” bei der Herbsttagung des Deutschen Vereins für Versicherungswissenschaft (Fachgruppe Versicherungsmathematik) in Stuttgart.
Martin Keller-Ressel has given a talk on ‘Semi-Static and Sparse Variance-Optimal Hedging’ at the Workshop ‘Advances in Stochastic Analysis for Risk Modelling’ at CIRM, Marseille.
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.