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  • Dr. Christoph Mainberger | Applied Financial Mathematics
    Aug 2009 Diplom Mathematics from Humboldt Universitaet zu Berlin Major Stochastics and Financial Mathematics Minor Business Studies Major Research Interests Stochastics and Financial Mathematics Publications Continuous Equilibriumin in Affine and Information Based Capital Asset Pricing Models with Ulrich Horst Michael Kupper and Andrea Macrina ArXiv e prints 2011 Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators with Gregor Heyne and Michael Kupper forthcoming in Annales de l Institut Henri Poincaré B 2012 Selected Presentations August 2012 5th European Summer School in Financial Mathematics École Polytechnique Paris France Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators June 2012 7th World Congress of the Bachelier Finance Society Sydney Australia Continuous Equilibrium in Affine and Information Based Capital Asset Pricing Models March 2012 Annual PhD Day of the LGS in Math Finance LSE London UK Continuous Equilibrium in Affine and Information Based Capital Asset Pricing Models July 2011 Annual Meeting of the CRC 649 Motzen Germany Continuous Equilibrium under Base Preferences and Attainable Initial Endowments Department of Mathematics Rudower Chaussee 25 12489 Berlin Room 1 106 Homepage Phone 49 0 30 2093 5410 e Mail Adress mainberg at math hu berlin de News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie

    Original URL path: http://horst.qfl-berlin.de/christoph-mainberger-0 (2016-04-24)
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  • Dr. Felix Naujokat | Applied Financial Mathematics
    optimization in limit order markets Publications Illiquidity and Derivative Valuation Working Paper with Ulrich Horst Selected Presentations Illiquidity and Derivative Valuation EBIM Doctoral Workshop Bielefeld University 12 08 Organized Workshops Conferences Workshop on Mathematical Finance for Young Researchers Oktober 6 7 2008 Quantitative Products Laboratory c o MBE Postfach 302 Rosa Luxemburg Straße 15 10178 Berlin e Mail Adress LastName FirstName at db com News Computer klüger als der Mensch

    Original URL path: http://horst.qfl-berlin.de/dr-felix-naujokat (2016-04-24)
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  • Dr. Gökhan Cebiroglu | Applied Financial Mathematics
    Search this site You are here Home Dr Gökhan Cebiroglu Dr Gökhan Cebiroglu Alumni 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

    Original URL path: http://horst.qfl-berlin.de/dr-g%C3%B6khan-cebiroglu (2016-04-24)
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  • Dr. Gregor Heyne | Applied Financial Mathematics
    Markets Publications Ankirchner Stefan Heyne Gregor Imkeller Peter A BSDE approach to the Skorokhod embedding problem for the Brownian motion with drift Stoch Dyn 8 No 1 35 46 2008 Ankirchner Stefan Heyne Gregor Cross hedging with stochastic correlation Working Paper Organized Workshops Conferences Workshop on Mathematical Finance for Young Researchers Oktober 6 7 2008 e Mail Adress LastName FirstName at db com News Computer klüger als der Mensch Das

    Original URL path: http://horst.qfl-berlin.de/dr-gregor-heyne (2016-04-24)
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  • Dr. Julio Daniel Backhoff Veraguas | Applied Financial Mathematics
    Worked at the Mathematical Modeling for Geomechanics Laboratory Autumn 2010 CMM U Chile Completed several programming tasks and internships Major Research Interests Stochastic Optimization eg Stochastic optimal control Functional and Stochastic Analysis eg Orlicz and Modular spaces Mathematical Finance and Mathematical Economics eg Principal Agent problems applications of conditional analysis Publications Optimización robusta de portafolios en un mercado financiero a tiempo continuo caso de incertidumbre no compacta o lineal Thesis for Engineering Mathematics Universidad de Chile 2011 http www cybertesis uchile cl tesis uchile 2010 cf backhoff jv pdfAmont cf backhoff jv pdf or http www dim uchile cl backhoff Memoria pdf for a rough english translation Some sensitivity results in stochastic optimal control A Lagrange multiplier point of view April 2014 collaboration with Francisco Silva submitted http arxiv org abs 1404 0586 Robust optimization in financial markets without model compactness May 2014 collaboration with Joaquín Fontbona submitted http arxiv org abs 1405 0251 Conditional optimization and dynamic Principal Agent problems Selected Presentations Short talks at the 1st Workshop of Quantitative Finance 2010 Chile and the School of Information and Randomness 2010 Chile Talk at Oberseminar der Arbeitsgruppe Stochastik 2011 TU Darmstadt Germany Talk at Optimization PDE seminar 2013 Université de Limoges France Workshop Mathematics of energy finance and natural resourece management March 2013 CMM U Chile Chile Workshop on Stochastic Optimization May 2013 Hausdorff Institue Bonn Invited speaker to the Minisympossium on Stochastic Optimization at the SIAM conference on optimization May 2014 San Diego CA USA Contributed talk at the Bachelier finance society world congress June 2014 Brussels Belgium Invited speaker to the Workshop Stochastic Optimization Theory and applications to energy management June 2014 Uni Limoges France Organized Workshops Conferences Organizational and design support for an Optimal Control Laboratory at the Universidad de Chile 2009 Organizational support for the

    Original URL path: http://horst.qfl-berlin.de/dr-julio-daniel-backhoff-veraguas (2016-04-24)
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  • Dr. Markus Mocha | Applied Financial Mathematics
    Research Interests Utility Maximization Under Constraints Asynchronous Markets Convex Duality Semimartingale BSDEs Publications The Stability of the Constrained Utility Maximization Problem A BSDE Approach Markus Mocha Nicholas Westray Quadratic Semimartingale BSDEs under an Exponential Moments Condition Markus Mocha Nicholas Westray BSDEs in Utility Maximization with BMO Market Price of Risk Christoph Frei Markus Mocha Nicholas Westray News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded

    Original URL path: http://horst.qfl-berlin.de/dr-markus-mocha (2016-04-24)
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  • Dr. Michael Paulsen | Applied Financial Mathematics
    Michael Paulsen Alumni Short CV 2008 2013 PhD Student in Mathematics at Humboldt Universitaet zu Berlin 2004 Master of Science with a Major in Mathematics Stockholm University Major Research Interests Functional Limit Theorems Market Microstructure SPDEs Publications Limit theorems for limit order books Doctoral dissertation Humboldt Universität zu Berlin Mathematisch Naturwissenschaftliche Fakultät II 2014 Available at http edoc hu berlin de dissertationen paulsen michael christoph 2014 0 Enumeration of concave integer partitions joint work with Jan Snellman Journal of Integer Sequences Vol 7 2004 Article 04 1 3 math CO 0309065 Available at http www emis ams org journals JIS VOL7 Snellman snellman2 pdf Selected Presentations July 2012 8th World Congress in Probability and Statistics Istanbul Turkey A law of large numbers for limit order books June 2010 6th World Congress of the Bachelier Finance Society Toronto Canada Averaging principle for an order book model e Mail Adress paulsen 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 graduates both internships

    Original URL path: http://horst.qfl-berlin.de/michael-paulsen-0 (2016-04-24)
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  • Dr. Nick Westray | Applied Financial Mathematics
    Alumni Short CV PhD in Mathematics Imperial College 2009 03 09 01 11 Postdoctoral fellow Humboldt University 02 11 present Associate Deutsche Bank AG Global Markets 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

    Original URL path: http://horst.qfl-berlin.de/dr-nick-westray (2016-04-24)
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