The Frankfurt MathFinance Colloquium is addressed to faculty and students of Frankfurt's Universities, the community of financial engineers and risk managers in Frankfurt and its neighborhood. You are invited to come as a guest or as a speaker. Please in order to allow some decent planning.
| Upcoming MathFinance Events | ||||
| April 15 2010 | Title to be announced Prof. Dr. Alexander Schied (Universität Mannheim) House of Finance, Room: Commerzbank |
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| July 1 2010 | Title to be announced Prof. Dr. Ulrich Horst (HU Berlin) House of Finance, Room: Dubai |
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| Previous MathFinance Events | ||||
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| December 2 2009 | The Uncertain Force of Mortality Framework: Pricing Unit-Linked Life Insurance Contracts Prof. Alexander Szimayer (Professor of Finance, Uni Bonn) Frankfurt School of Finance & Management, Room 20. |
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| November 25 2009, 18:30 | Some (Semi-)Static Hedging Strategies for Exotic Options Philipp Mayer (TU Graz) Frankfurt School of Finance & Management, Room NB01. |
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| September 30 2009, 18:30 | Hedging von Barrieroptionen in der Nähe der Barrier Energy Methods für Stochastische DGL Dr. Stefan Ebenfeld (Risk Controlling & Methodologies, Sal. Oppenheim) Frankfurt School of Finance & Management, Room 20. |
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| July 09 2009, 18:30 | A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model Dr. Susanne Griebsch, University of Technology, Sydney. Frankfurt School of Finance & Management, Room 21. |
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Juni 29 - Juli 1, 2009 Frankfurt |
Einführung in Monte Carlo-Methoden und C++ im Financial Engineering Die Stärke des Kurses liegt in seiner Praxisnähe und der individuellen Betreuung dank kleiner Teilnehmerzahl. Der Kurs findet seit 5 Jahren regelmäßig einmal pro Jahr statt. MathFinance Frankfurt Office |
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