Guests of PRisMa Lab

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2012

Dr. Carole Bernard,
Department of Statistics and Actuarial Science, University of Waterloo, Ontario, Canada;
Research visit: November 5-7, 2012;
Talk: "Mean-Variance Optimal Portfolios in the Presence of a Benchmark with Applications to Fraud Detection", Lecture Series Financial and Actuarial Mathematics, November 6, 2012.

Irene Schreiber,
Workgroup Financial Mathematics, Institute of Mathematics, LMU Munich, Germany;
Research visit: October 16, 2012;
Talk: "Risk-Minimization for Life Insurance Liabilities", Lecture Series Financial and Actuarial Mathematics, October 16, 2012.

Prof. Rüdiger Frey,
Institute for Statistics and Mathematics, Vienna University of Economics and Business, Vienna, Austria;
Talk: "Dynamics of Corporate Security Prices in Firm Value Models with Incomplete Information", PRisMa Day 2012, October 5, 2012.

Dr. Christoph Czichowsky,
Faculty of Mathematics, University of Vienna, Vienna, Austria;
Talk: "Shadow Prices: Sufficient Conditions, Counter-Examples, Explicit Construction", PRisMa Day 2012, October 5, 2012.

Prof. Josef Teichmann,
Department of Mathematics, ETH Zurich, Switzerland;
Research visit: October 5-6, 2012;
Talk: "Consistent Long-Term Interest Rate Prediction", PRisMa Day 2012, October 5, 2012.

Dr. Kees van Schaik,
School of Mathematics, University of Manchester, United Kingdom;
Research visit: September 28 - October 7, 2012;
Talk: "Optimal Prediction Problems for Lévy Processes", PRisMa Day 2012, October 5, 2012.

Prof. Peter Eichelsbacher,
Fakultät fuer Mathematik, Ruhr-Universität Bochum, Germany;
Research visit: June 11-13, 2012;
Talk: "Die Steinsche Methode und Anwendungen - Teil 2", June 12, 2012.

Dr. Stefano De Marco,
Department of Mathematics, Technische Universität Berlin, Germany;
Research visit: May 28-31, 2012;
Talk: "Large deviations for diffusions and local volatilities", May 29, 2012.

Prof. Peter Eichelsbacher,
Fakultät fuer Mathematik, Ruhr-Universität Bochum, Germany;
Research visit: April 26 - May 12, 2012;
Talk: "Die Steinsche Methode und Anwendungen - Teil 1", May 8, 2012.

Dr. Mykhaylo Shkolnikov,
The Mathematical Sciences Research Institute, Berkeley, California, USA;
Research visit: February 5-8, 2012;
Talk: "On diffusions interacting through their ranks", February 6, 2012.

Dr. Carlo Sgarra,
Dipartimento di Matematica, Politecnico di Milano, Italy;
Research visit: January 17-20, 2012.

Dr. Petra Posedel,
Faculty of Economics and Business, University of Zagreb, Croatia;
Research visit: January 19, 2012.

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