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  • Dr. Jinniao Qiu | Applied Financial Mathematics
    Qiu and W Wei On the quasi linear reflected backward stochastic partial differential Equations Journal of Functional Analysis 267 10 3598 3656 2014 P Graewe U Horst and J Qiu A Non Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions SIAM J Control Optim 53 2 690 711 2015 F Delbaen J Qiu and S Tang Forward Backward Stochastic Differential Systems Associated to Navier Stokes Equations in the Whole Space Stochastic Processes and Their Applications 125 7 2516 2561 2015 J Qiu Weak Solution for Fully Nonlinear Stochastic Hamilton Jacobi Bellman Equations 2014 C Bayer U Horst and J Qiu A Functional Limit Theorem for Limit Order Books 2014 U Horst J Qiu and Q Zhang A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition 2014 J Qiu and S Tang Backward doubly stochastic differential evolutionary systems 2013 J Qiu H ormander Type Theorem for It o Processes and Related Backward SPDEs 2014 J Qiu L 2 Theory of Linear Degenerate SPDEs and L p Estimates for the Uniform Norm of Weak Solutions 2015 Academic Visits Zentrum für interdisziplinäre Forschung Bielefeld Germany March May 2015 Department of Operations Research and Financial Engineering Princeton USA October 2014 Hausdorff Research Institute for Mathematics HIM Bonn Germany July 2013 Department of Mathematics and Statistics University of South Florida March 2012 Institute for Pure Applied Mathematics UCLA USA February 2012 Department of Mathematics ETH Zurich Switzerland August November 2011 Institut de mathématiques EPFL Switzerland October 2011 IRMAR Université de Rennes 1 September 2011 Selected Presentations The First Berlin Princeton Singapore Workshop on Quantitative Finance NUS Singapore June 29 July 1 2015 Workshop Mathematics and Financial Economics ZiF Bielefeld Germany May 19 22 2015 New Directions in Financial Mathematics and Mathematical Economics Banff Canada July 2014 The

    Original URL path: http://horst.qfl-berlin.de/dr-jinniao-qiu (2016-04-24)
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  • Fabian Bendig | Applied Financial Mathematics
    Search this site You are here Home Fabian Bendig Fabian Bendig Graduate Student News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/fabian-bendig (2016-04-24)
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  • Guanxing Fu | Applied Financial Mathematics
    Search this site You are here Home Guanxing Fu Guanxing Fu PhD Student News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/guanxing-fu (2016-04-24)
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  • Jana Bielagk | Applied Financial Mathematics
    II Prof P Imkeller WS 2013 14 Analysis I Prof P Imkeller SS 2013 Stochastik Prof U Horst WS 2012 13 Analysis I Prof K Mohnke SS 2012 Analysis II Prof Sprekels WS 2011 12 Stochastik I B Gerlach Short CV July 2011 Diploma in Mathematics from Humboldt Universität zu Berlin July 2011 present PhD student at Humboldt Universität zu Berlin Major Research Interests optimal trading in multiple markets BSDEs in particular with quadratic driver risk measures pathwise stochastic calculus Malliavin calculus Publications J Bielagk A Lionnet G dos Reis Equilibrium pricing under relative performance concerns submitted Selected Presentations 03 2016 12th German Probability and Statistics Days Bochum contributed talk in Section Stochastic Analysis 03 2015 Workshop on Stochastic Analysis Controlled Dynamical Systems and Applications Jena poster 12 2014 IMA Conference on Game Theory and its Applications Oxford contributed talk Organized Workshops Conferences 10 2012 Workshop on Mathematical Finance for Young Researchers Berlin Humboldt Universität zu Berlin Department of Mathematics Unter den Linden 6 D 10099 Berlin Office Rudower Chausee 25 Room 1 212 D 12489 Berlin Phone 49 30 2093 5846 e Mail Adress bielagk mathematik hu berlin de News Computer klüger als der Mensch Das vergessene Werkzeug der

    Original URL path: http://horst.qfl-berlin.de/jana-bielagk (2016-04-24)
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  • Johannes Klütz | Applied Financial Mathematics
    Search this site You are here Home Johannes Klütz Johannes Klütz Graduate Student News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/johannes-kl%C3%BCtz (2016-04-24)
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  • Oliver Janke | Applied Financial Mathematics
    Reiß Humboldt Universität zu Berlin Tutorial On Mondays 13 15 14 45 room 3 006 RUD25 WS 2015 16 Analysis III Tutorial Humboldt Universität zu Berlin WS 2015 16 Stochastics BA Tutorial Humboldt Universität zu Berlin SS 2015 Stochastics I Tutorial Humboldt Universität zu Berlin WS 2014 15 Mathematical Finance I Tutorial Humboldt Universität zu Berlin WS 2013 14 Stochastics BA Tutorial Humboldt Universität zu Berlin SS 2013 Stochastics I Tutorial Humboldt Universität zu Berlin WS 2012 13 Linear Algebra I Tutorials Humboldt Universität zu Berlin SS 2012 Linear Algebra II Tutorial Humboldt Universität zu Berlin WS 2007 08 SS 2009 Mathematics for Economists Tutorials Leibniz Universität Hannover Major Research Interests Financial Mathematics Dynamic Portfolio Optimization Backward Stochastic Differential Equations Convex Risk Measures Publications Portfolio optimization under shortfall risk constraint with Q Li Optimization 2016 Selected Presentations 12th GPSD 2016 Bochum March 1 4 Contributed talk to section Finance Insurance Risk Modeling 10 Doktorandentreffen Stochastik 2014 Halle August 06 08 Organized Workshops Conferences 11 Doktorandentreffen Stochastik 2015 Berlin August 05 07 Humboldt Universität zu Berlin Department of Mathematics Unter den Linden 6 D 10099 Berlin Office Johann von Neumann Haus House 1 Room 1 232 Rudower Chausee 25 D 12489

    Original URL path: http://horst.qfl-berlin.de/oliver-janke (2016-04-24)
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  • Paulwin Graewe | Applied Financial Mathematics
    and E Séré Smooth solutions to portfolio liquidation problems under price sensitive market impact submitted P Graewe U Horst and J Qiu A Non Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions SIAM J Control Optim 53 2015 690 711 Selected Presentations Berlin Princeton Singapore Workshop on Quantitative Finance Singapore June 29 July 1 2015 10 Doktorandentreffen Stochastik 2014 Halle Saale August 6 8 ASC IMS 2014 Sydney July 7 10 Invited Session on Applications of stochastic control to high frequency financial markets BFS 8th World Congress 2014 Brussels June 2 6 Contributed talk to section Trading and trading strategies First Berlin Singapore Workshop on Quantitative Finance and Financial Risk Berlin May 21 24 2014 ICMS Workshop on New Trends in Computational Finance and Related Topics Edinburgh April 24 25 2014 11th GPSD 2014 Ulm March 4 7 Contributed talk to section Stochastic Optimization and Operations Research HIM Workshop Stochastic Optimization Models and Algorithms Bonn May 27 29 2013 Organized Workshops Conferences Organizer of the 11 Doktorandentreffen Stochastik 2015 Berlin August 5 7 Registration open now Local Organizer of the First Berlin Singapore Workshop on Quantitative Finance and Financial Risk May 21 24 2014 Office Johann von Neumann

    Original URL path: http://horst.qfl-berlin.de/paulwin-graewe (2016-04-24)
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  • Sabine Bergmann | Applied Financial Mathematics
    Bergmann Humboldt University Berlin Department of Mathematics Unter den Linden 6 10099 Berlin Phone 49 30 2093 5811 e Mail Adress LastName at math hu berlin de News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university

    Original URL path: http://horst.qfl-berlin.de/sabine-bergmann (2016-04-24)
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