IFAM Seminars and Visitors
2021-22 Seminars
Click on the talk titles to access the presentation slides
Date | Visitor and Seminar Title |
---|---|
28/06/2022 |
Julia Eisenberg (Vienna University of Technology) and Paul Eisenberg (Vienna University of Economics and Business) In-person talk Some behavioural impacts on optimal dividend strategies (Julia Eisenberg) |
11/05/2022 |
Johannes Ruf (London School of Economics, In-person talk) |
04/05/2022 |
Ayse Arik (Heriot-Watt University, In-person talk) Stochastic valuation of pension buy-out prices: the impact of dependence between mortality rates and financial markets |
23/03/2022 |
Laura Ballotta (Bayes Business school, City University of London) Volatility by jumps |
09/03/2022 |
Ruodo Wang (University of Waterloo) E-backtesting risk measures |
23/02/2022 |
Katia Colaneri (University of Rome - Tor Vergata) Classical solutions of the Backward PIDE for Markov Modulated Marked Point Processes and Applications to CAT Bonds |
9/02/2022 |
Anita Behme The time to ruin in a perturbed Cramer-Lundberg model |
6/10/2021 |
Jia Wei Lim (Brunel University London) Exact simulation of Lévy subordinators |
19/05/2021 |
Stephane Villeneuve click here Linear optimal contracts in a Gaussain world |
05/05/2021 |
Dario Gasbarra click here |
21/04/2021 |
Shijie Xu click here Statistical consisitent term structures are flat |
17/03/2021 |
Dirk Becherer click here Optimal trade execution with transient relative price impact and directional views: A 2nd-order variational approach to a 3-dimensional non-convex free boundary problem |
10/03/2021 |
Youssef Ouknine click here |
24/02/2021 |
Bo Li click here |
10/02/2021 |
Runhuan Feng click here Peer-to-Peer Risk Sharing with an Application of Flood Risk Pooling |