| Previous MathFinance Events |
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July 1 2010, 5.15pm
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Title to be announced
Prof. Dr. Ulrich Horst, HU Berlin
House of Finance, Room: Dubai
MathFinance AG |
June 30 2010, 5.00pm
Frankfurt
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A dynamic model for correlation
Dr. Alex Langnau, Allianz
Frankfurt School, Room: 21
Frankfurt School of Finance & Management |
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June 10 2010, 5.15pm
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Title to be announced
Prof. Dr. Jeannette Woerner (TU Dortmund)
House of Finance, Room: TBA
MathFinance AG |
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June 9 2010, 5.15pm
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Title to be announced
Hong Liu (Washington University in St.Louis OLIN Business School)
House of Finance, Room: DZ Bank lecture hall
MathFinance AG |
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May 20 2010, 5.15pm
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Title to be announced
Prof. Dr. Johannes Muhle-Karbe (University of Vienna)
House of Finance, Room: TBA
MathFinance AG |
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May 11 2010, 5.15pm
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Title to be announced
Prof. Dr. Jerome Detemple (Boston University)
House of Finance, Room: DZ Bank lecture hall
MathFinance AG |
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April 15 2010, 5.15pm
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Mathematical aspects of market impact modeling
Prof. Dr. Alexander Schied (Universität Mannheim)
House of Finance, Room: Commerzbank lecture hall (E.22)
MathFinance AG |
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December 2 2009
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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.
MathFinance AG |
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November 25 2009, 18:30
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Some (Semi-)Static Hedging Strategies for Exotic Options
Philipp Mayer (TU Graz)
Frankfurt School of Finance & Management, Room NB01.
MathFinance AG |
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September 30 2009, 18:30
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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.
MathFinance AG |
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July 09 2009, 18:30
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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.
MathFinance AG |
Juni 29 - Juli 1, 2009
Frankfurt
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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
MathFinance AG |
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June 24 2009, 17:00
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Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: explaining the sign of the market risk premium.
Professor Dr. Rüdiger Kiesel, Institute for Mathematical Finance, Ulm University.
Frankfurt School of Finance & Management, Room TBA.
MathFinance AG |
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June 3 2009, 18:30
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Explaining the index skew by means of stochastic correlation models
Dr. Matthias Fengler, Sal. Oppenheim
Frankfurt School of Finance & Management, Room TBA.
MathFinance AG |
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March 23-24, 2009
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9th Frankfurt MathFinance Conference
Frankfurt School of Finance & Management - Commerzbank Head Office
MathFinance AG |
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March 19 2009, 18:30
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Numerical Methods for Nonlinear Black-Scholes Equations
Pascal Heider , University of Cologne
Frankfurt School of Finance & Management, Room 21
MathFinance AG |
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January 22 2009, 18:30
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Reaktion der Rating Agenturen auf die Subprime Krise
Stumpf/Cerveny, DZ-Bank
Frankfurt School of Finance & Management, Room: NB 22
MathFinance AG |
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November 27 2008, 18:30
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Exotische Optionen in Theorie und Praxis
Dr. Bernd Spendig, HVB
Frankfurt School of Finance & Management, Room 3
MathFinance AG |
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November 6 2008, 18:30
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The Decoupling Approach to Binomial Pricing for Multiasset Options.
Stefanie Müller (University of Kaiserslautern)
Frankfurt School of Finance & Management, Room: TBA
MathFinance AG |
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June 25 2008 18:30
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Occupation Time of a Brownian Bridge with Drift
Dr. Andreas Pechtl (LBBW)
Frankfurt School of Finance & Management, Room NB 13
MathFinance AG |
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June 4-6 2008 9:00 - 18:00
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Advanced Portfolio and Risk Management
Dr Attilio Meucci (Lehman Brothers New York & New York University)
Frankfurt School of Finance & Management
MathFinance AG |
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April 14-18 2008 9:00 - 18:00
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Einführung in Monte Carlo und C++ im Financial Engineering. Training Course produced by MathFinance AG
Christoph Becker, Andreas Weber und Uwe Wystup (MathFinance AG)
MathFinance AG |
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March 17-18 2008
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8th Frankfurt MathFinance Conference
Frankfurt School of Finance & Management - Commerzbank Head Office
MathFinance AG |
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March 15 2008 9:00 - 18:00
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A Benchmark Approach to Quantitative Finance
Professor Dr Eckhard Platen (University of Technology in Sydney)
Frankfurt School of Finance & Management, Room 16
MathFinance AG |
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March 6 2008 18:30
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Pricing Inflation Options
Professor Susanne Kruse (University of Applied Sciences - Bonn)
Frankfurt School of Finance & Management, Room NB 01
MathFinance AG |
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Feb 7 2008 18:15
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Lévy term structure models as solutions of infinite dimensional SDE's
Stefan Tappe (Wirtschaftsuniversität Wien)
Goethe University, Robert-Mayer-Str. 10(first floor) Room 110 , Faculty of Mathematics
MathFinance AG |
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Nov 29 2007 18:30
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ADI schemes for multi-dimensional PDEs modelling option prices
Professor Karel In't Hout (University of Antwerp)
Frankfurt School of Finance & Management, Room 11
MathFinance AG |
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Nov 22 2007 18:30
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A new Model for Stock Price Movements
Guido Venier (Dresdner Kleinwort Investment Bank)
Frankfurt School of Finance & Management, Room 3
MathFinance AG |
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Oct 31 2007 14:15
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A Survey of American Option Pricing under Jump Diffusion and Stochastic Volatility Dynamics
Professor Carl Chiarella (University Technology Sydney)
Frankfurt School of Finance & Management, Audimax
MathFinance AG |
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Sept 27 2007 18:30
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Datenqualität, Heterogenität und der Lebenszyklus von Hedgefonds
Dieter Kaiser (Director Alternative Investments, Feri Institutional Advisors GmbH, Bad Homburg)
Frankfurt School of Finance & Management, Room 14
MathFinance AG |
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July 6 2007 16:15
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On a Lévy-driven continuous time GARCH model
Prof. Dr. Claudia Klüppelberg (TU München)
Fachbereich Informatik und Mathematik, Robert-Mayer-Strasse 10, Raum 711 gross, 7. OG.
MathFinance AG |
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July 6 2007 17:45
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Optimisation problems in non-life insurance
Prof. Dr. Hanspeter Schmidli (Universität zu Köln)
Fachbereich Informatik und Mathematik, Robert-Mayer-Strasse 10, Raum 711 gross, 7. OG.
MathFinance AG |
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Jul 2-6 2007 9:00 - 18:45
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C++ und Monte Carlo in Financial Engineering - Wochenseminar
Christoph Becker (HfB), Andreas Weber (MathFinance AG) und Uwe Wystup
Frankfurt School of Finance & Management, Raum 7
MathFinance AG |
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June 28 2007 18:00
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On Fourier methods for simple, multi-asset, and path dependent options and their Greeks - accuracy, efficiency, asymptotics
Dr. Friedrich Hubalek (Research Unit of Financial and Actuarial Mathematics at Vienna University of Technology)
Frankfurt School of Finance & Management, Room 3
MathFinance AG |
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June 21 2007 18:15
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Long memory continuous-time series analysis using fractional Lévy processes
Dr. Tina Marquardt (TU München)
Fachbereich Informatik und Mathematik, Robert-Mayer-Strasse 10, Raum 110, 1. OG.
MathFinance AG |
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May 31 2007 18:00
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A conditional distribution model for limited stock index returns
Dr. Walter Sanddorf-Köhle (das wirtschaftsseminar)
Frankfurt School of Finance & Management, Room 5
MathFinance AG |
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May 3 2007 18:00
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The Dynamics of the Volatility Skew: a Kalman Filter Approach
Prof. Stewart Hodges (Warwick Business School)
Frankfurt School of Finance & Management, Room 3
MathFinance AG |
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March 26-27 2007
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7th Frankfurt MathFinance Workshop
Frankfurt School of Finance & Management - Commerzbank Head Office
MathFinance AG |
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Saturday+Sunday 24-25 March 2007
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Advanced Quantitative Risk and Portfolio Management
Dr. Attilio Meucci (Lehman Brothers)
Frankfurt School of Finance & Management
MathFinance AG |
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March 22 2007 18:00
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A Hybrid-Form Model for the Prepayment-Risk-Neutral Valuation of Mortgage-Backed Securities
Andreas Kolbe (HVB-Stiftungsinstitut für Finanzmathematik, Zentrum Mathematik, TU München)
Frankfurt School of Finance & Management Room 2
MathFinance AG |
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Tuesday March 6 2007 17:15
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Optimal Consumption and Portfolio Decisions With Partially Observable Real Prices
Prof. Suresh Sethi (University of Texas at Dallas)
Fachbereich Informatik und Mathematik, Robert-Mayer-Strasse 10, Raum 110, 1. OG.
MathFinance AG |
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February 22 2007 11 a.m. to 5 p.m.
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Credit Suisse Graduate Recruitment team invites for Presentation and workshop on Equity Derivatives
Credit Suisse Offices - Frankfurt
MathFinance AG |
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Friday Feb 2 2007 16:15
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Das Berufsbild des Aktuars
Dr. Berthold Ströter (Vorstand der FORTIS Deutschland Lebensversicherung AG)
Fachbereich Informatik und Mathematik, Robert-Mayer-Strasse 10, Raum 711 groß, 7. OG.
MathFinance AG |
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Tuesday Jan 23 2007 10:15
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Multiperiod Arbitrage and the Marginal Utility of Optimal Intertemporal Wealthmodels
Anna Battauz (Universita Bocconi, Milano)
Fachbereich Informatik und Mathematik, Robert-Mayer-Strasse 10, Raum 711 klein, 7. OG.
MathFinance AG |
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Wednesday Jan 10 2007 18:00
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Duality and valuation of exotic derivatives in Lévy models
Antonis Papapantoleon (University of Freiburg)
HfB Room NB11
MathFinance AG |
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Dec 14 2006 18:00
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Dynamic or Static Hedging? An Empirical Comparison for Reverse Barrier Options
Morten Nalholm (University of Copenhagen)
HfB Room 2
MathFinance AG |
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Nov 16 2006 18:00
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Currency Overlay Management with a Behavioural Finance based momentum strategy
Tino Siragusano (HfB & Berenberg Bank)
HfB Room 2
MathFinance AG |
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Nov 9 2006 18:00
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Options on Variance
Dr. Christoph Burgard (Barclays Capital, London)
HfB Room 2
MathFinance AG |
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Oct 12 2006 18:00
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A multifactor, stochastic volatility HJM model in a low dimensional markov representation: theory overview and implementation details
Dr. Michael Dirkmann (Sal. Oppenheim)
HfB Room 3
MathFinance AG |
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Weekly from Sept 27 2006 18:00
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Seminar on Lévy Processes in Finance
Prof. Wolfgang Schmidt and Prof. Uwe Wystup
HfB Room NB 11
MathFinance AG |
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Tuesday, Aug 29 2006 12:00
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On the Pricing and Hedging of Long Dated Zero Coupon Bonds
Prof. Eckhard Platen (University of Technology Sydney)
HfB Room 3
MathFinance AG |
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July 20 2006 5:00 p.m.
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First passage of reflected strictly stable processes
Andreas Kyprianou (University of Bath)
Room 711 groß, Robert-Mayer-Str. 10, Faculty of Mathematics, Goethe-University
MathFinance AG |
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July 13 2006 18:00
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Some discrete-time and continuous-time optimal decisions about alternative financial models
Prof Wolfgang Stummer (University of Erlangen-Nürnberg)
HfB Room 3
MathFinance AG |
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Jul 10-14 2006 9:00 - 18:45
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C++ und Monte Carlo in Financial Engineering - Wochenseminar
Christoph Becker and Uwe Wystup (HfB)
HfB Room 12
MathFinance AG |
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July 6 2006 18:00
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Finite differences for Financial derivative models
Dr. Matthias Ehrhardt (Technical University Berlin )
HfB Room NB02
MathFinance AG |
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June 8 2006 17:00
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Malliavin calculus
Christian-Oliver Ewald (University of Leeds)
Department of Mathematics, Goethe-University, Robert-Mayer-Strasse 10, Room 711 (groß)
MathFinance AG |
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June 8 2006 18:15
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Barrier Options and Their Static Hedges: Simple Derivations and Extensions
Prof Rolf Poulsen (University of Copenhagen)
Department of Mathematics, Goethe-University, Robert-Mayer-Strasse 10, Room 711 (groß)
MathFinance AG |
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June 1 2006 19:00
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Exploring the Limits of Closed Pricing Formulas in the Black and Scholes Framework
Carlos Veiga (Universidade Nova de Lisboa and Millennium bcp investimento)
HfB Room 12
MathFinance AG |
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May 4 2006 18:00
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An estimation of the default rate of borrowers
Constanze Wäldrich (University of Jena)
HfB Room 2
MathFinance AG |
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Feb 9 2006 18:00
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Liquidity Management: Status Quo and Perspectives
Christian Schmaltz (HfB - Business School of Finance and Managment)
HfB Room TBA
MathFinance AG |
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Jan 26 2006 18:00
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Special issues of the Heston Model
Susanne Griebsch (HfB - Business School of Finance and Managment)
HfB Room TBA
MathFinance AG |
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Jan 20 2006 15:00
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Way above the efficient frontier- asset allocation in downturn or stagnant markets
Dr. Hans-Peter Deutsch (d-fine GmbH)
HfB Room 16
MathFinance AG |
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Consistent Return Estimates in the Asset Allocation Process - The Black-Litterman Approach
Dr. Werner Koch (ComInvest)
HfB Room 16
MathFinance AG |
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Dec 15 2005 18:00
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The Lévy Libor model with default risk
Dr. Wolfgang Kluge (University of Freiburg)
HfB Room 3
MathFinance AG |
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Dec 1 2005 18:00
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Pricing of Derivatives by Fast, Hardware Based Monte Carlo Simulation
Prof. Dr. Joachim K. Anlauf (University of Bonn)
HfB Room 3
MathFinance AG |
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Nov 21-25 2005 daily 9:00-17:00
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Computational Finance I -- C++ in Financial Engineering with a Focus on Monte Carlo Methods
Christoph Becker, Dr. Bernd Engelmann and Prof. Dr. Uwe Wystup (MathFinance, Quanteam and HfB)
HfB Room 7
MathFinance AG |
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Nov 17 2005 18:00
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Importance Sampling and MM-Algorithms with Applications to Options Pricing
Thorsten Sauder (Bankgesellschaft Berlin)
HfB Room 5
MathFinance AG |
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Nov 3 2005 18:00
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An introduction to CDO pricing models
Natalie Packham (HfB - Business School of Finance and Managment)
HfB Room 3
MathFinance AG |
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Oct 20 2005 18:00
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Borrow Low, Invest High: Euro Forward Prices vs. Expected Future Spot Prices
Prof. Dr. Robert G. Tompkins (HfB - Business School of Finance and Managment)
HfB Room 3
MathFinance AG |
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Oct 6 2005 18:00
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Arbitrage Theorie - Modelle und Friktionen
Prof. Dr. Heinz Cremers (HfB - Business School of Finance and Managment)
HfB Room 2
MathFinance AG |
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Sept 22 2005 18:00
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Spoken and Implied: Factor Distributions Implied by Quoted CDO Spreads and the Pricing of Bespoke Tranches
Dr. Erik Schloegl (Sydney University of Technology)
HfB Room 10 (Audimax)
MathFinance AG |
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Jul 27-29 2005 9:00 - 16:00
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C++ und Monte Carlo in Financial Engineering - Drei Tage Seminar
Christoph Becker and Uwe Wystup (HfB)
HfB Room 7
MathFinance AG |
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Jun 30 2005 18:00
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Arbitrage-free smoothing of the implied volatility surface
Dr. Matthias Fengler (Sal. Oppenheim)
HfB
MathFinance AG |
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April 21 2005 18:00
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Introduction to Technical Indicator Analysis using Price Data
Dagmar Wicht (Börsenjournalisten)
HfB
MathFinance AG |
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