STAR Seminars - Page 3

And here we go again... with the beginning of the new year, we sparkle the kick-off of 2020 with a one-day workshop where all PhD students in Stochastics and Risk have the opportunity to present their work. 

In addition we shall have two talks held by our international guests Prof. Yuliya Mishura and Prof. Kostia Ralchenko from Taras Shevchenko National University of Kyiv.

Welcome!

Prof. Paul Ehling from the Norwegian Business School will give a Seminar Lecture.

Professor Carlo Sala at ESADE, Sant Cugat, Spain, holds a series of three lectures on The information content of option prices and its use in finance. 

You are cordially invited to an afternoon of three seminar talks on recent topics in stochastic analysis in high dimensions. The talks take place at the Wolfgang Pauli Institute in Vienna, Austria (https://www.wpi.ac.at).

Dr. Asma Khedher from University of Amsterdam will give a lecture with the following title:

Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces

Professor Emanuela Rosazza-Gianin from University of Milano Bicocca will give a lecture with the following title

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures

Professor Habib Ouerdiane from University of Tunis El Manar, Tunisia, will give a minicourse in three lectures with the following title:

Stochastic and Infinite Dimensional Analysis

Professor Habib Ouerdiane from the 

Department of Mathematics, Faculty of Sciences of Tunis, University of Tunis El Manar, Tunisia

is giving a minicourse in three lectures with the following title: 

Stochastic and Infinite Dimensional Analysis

With the beginning of the new year, we kick-off with an informal workshop with three presentations.

Welcome to the second FINEWSTOCH Networkshop. The workshop will bring together leading researchers in stochastics and probability theory to discuss recent developments with a particular focus on finance, insurance, energy and weather. 

Achref Bachouch (Universitetet i Oslo) gives a lecture with the title: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.

Jocelyne Bion-Nadal (Ecole Polytechnique) gives a lecture with the title: Feynman Kac formula for differential operators with path-dependent coefficients

Rodwell Kufakunesu (University of Pretoria, South Africa) gives a lecture with the title: Pricing and hedging quanto commodity options.

Olivier Menoukeu Pamen (African Institute for Mathematical Sciences, Ghana and University of Liverpool) gives a lecture with the title: Strong Rate of Convergence for the Euler-Maruyama Approximation of SDEs with Irregular Drift Coefficients.

Yuriy Prykhodko (National Technical University of Ukraine «Kyiv Polytechnic Institute») holds a talk with the title: On Skew Bessel Process

Tijana Levajkovic (University of Innsbruck) holds a lecture with the title: Chaos expansions for stochastic evolution equations.

Jocelyne Bion-Nadal (CNRS and Ecole Polytechnique) holder et seminar med tittelen: Martingale problem for integro-differential operators with path dependent coefficients

Sara Ana Solanilla Blanco (University of Oslo) holder et seminar med tittelen: Approximation of the HDD and CDD temperature futures price dynamics