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Lecture & Seminar
Students seminars
Alexandre Bovet, Delia Marina Coculescu, Reinhard Furrer, Ashkan Nikeghbali
Lectures
Introduction to Mathematical Finance
Übungen Introduction to Mathematical Finance Gr.1
Do
13.00-14.45
Y19J22
Übungen Introduction to Mathematical Finance Gr.2
Game Theory
Guest
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| Guest | Stay | |
| Prof. Dr. Huyên Xuan Pham, Université Paris Diderot (Paris, France) Talk: Nonparametric generative modeling for time series via Schrödinger bridge | 20.02.24 - 23.02.24 | Coculescu, Delia Marina |
| Fanny Cartellier, Universität Zürich (Zürich) | 28.01.24 - 04.02.24 | Coculescu, Delia Marina |
| Prof. Dr. Aleksandar Mijatović, Department of Statistics, University of Warwick (Warwick, UK) Talk: Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability Talk: Geometrically Convergent Simulation of the Extrema of Lévy Processes | 09.10.23 - 12.10.23 | Coculescu, Delia Marina |
| Dr. Oana-Valeria Lupascu, Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy (Bucharest, Romania) | 08.10.23 - 15.10.23 | Coculescu, Delia Marina |
| Prof. Dr. Ariel Neufeld, Division of Mathematical Sciences, Nanyang Technological University (Singapore) Talk: Deep Learning based algorithm for nonlinear PDEs in finance and gradient descent type algorithm for non-convex stochastic optimization problems with ReLU neural networks | 02.10.23 - 10.10.23 | Coculescu, Delia Marina |
| Prof. Dr. Philippe Artzner, Université de Strasbourg, IRMA (Institut de Recherche Mathématique Avancée) (Strasbourg) | 01.06.23 - 02.06.23 | Coculescu, Delia Marina |
| Dr. Oana-Valeria Lupascu, Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy (Bucharest, Romania) | 09.10.22 - 15.10.22 | Coculescu, Delia Marina |
| Prof. Dr. Caroline Hillairet, ENSAE ParisTech (Paris) | 19.09.22 - 22.09.22 | Coculescu, Delia Marina |
| Prof. Dr. Monique Jeanblanc, Université d'Évry-Val d'Essonne (Évry) | 18.09.22 - 23.09.22 | Coculescu, Delia Marina |
| Prof. Dr. Caroline Hillairet, ENSAE ParisTech (Paris) | 01.07.19 - 04.07.19 | Coculescu, Delia Marina |
| Prof. Dr. Monique Jeanblanc, Université d'Évry-Val d'Essonne (Évry) | 29.06.19 - 04.07.19 | Coculescu, Delia Marina |
| Médéric Motte, Université Paris VII (Paris) | 26.03.19 - 31.03.19 | Coculescu, Delia Marina |
| Dr. Oana-Valeria Lupascu, Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy (Bucharest, Romania) | 04.11.18 - 16.11.18 | Coculescu, Delia Marina |
| Prof. Dr. Caroline Hillairet, ENSAE ParisTech (Paris) | 17.06.18 - 19.06.18 | Coculescu, Delia Marina |
| Prof. Dr. Monique Jeanblanc, Université d'Évry-Val d'Essonne (Évry) | 17.06.18 - 19.06.18 | Coculescu, Delia Marina |
| Dr. Oana-Valeria Lupascu, Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy (Bucharest, Romania) | 28.01.18 - 10.02.18 | Coculescu, Delia Marina |