archive-de.com » DE » Q » QFL-BERLIN.DE

Total: 217

Choose link from "Titles, links and description words view":

Or switch to "Titles and links view".
  • Dr. Peter Kratz | Applied Financial Mathematics
    Publications Optimal liquidation in dark pools in discrete and continuous time PhD thesis Humboldt Universität zu Berlin 2011 Portfolio liquidation in dark pools in continuous time Mathematical Finance early view online 2013 49 pages with Torsten Schöneborn Hedging forward positions basis risk versus liquidity costs SIAM Journal of Financial Mathematics 4 1 668 696 2013 29 pages with Stefan Ankirchner and Thomas Kruse An explicit solution of a non linear quadratic constrained stochastic control problem with jumps optimal liquidation in dark pools with adverse selection accepted for publication in Mathematics of Operations Research 2014 28 pages Numerical methods in the context of compartmental models in epidemiology submitted 2013 21 pages with Etienne Pardoux and Brice Samegni Kepgnou Optimal liquidation in dark pools submiited 2014 37 pages with Torsten Schöneborn Optimal liquidation and adverse selection in dark pools submitted 2014 21 pages with Torsten Schöneborn Selected Presentations 12 2013 Goethe University Frankfurt seminar presentation 08 2013 CEMRACS Marseille France conference presentation 11 2012 Bachelier seminar Paris France seminar presentation 11 2012 Stochastic days Mainz conference presentation 07 2010 Rheinische Friedrich Wilhelms Universität Bonn seminar presentation 03 2010 Stochastic days Leipzig conference presentation conference presentation 10 2009 Princeton Humboldt Conference Princeton USA

    Original URL path: http://horst.qfl-berlin.de/dr-peter-kratz (2016-04-24)
    Open archived version from archive


  • Dr. Qinghua Li | Applied Financial Mathematics
    USA Ph D in Statistics 05 2011 09 2001 07 2005 University of Science and Technology of China Business School HeFei China B S in Statistics 07 2005 Major Research Interests Stochastic analysis stochastic optimization stochastic differential equations and their applications to mathematical finance and economics Recent works focusing on some stochastic control problems arising from market microstructure and risk management Publications Fontana C Z Garbac M Jeanblanc and Q Li 2012 Asset Price Models with a Chan ge Point Submitted Karatzas I and Q Li 2011 Impulse Control of a Diffusion with a Change Point Submitted Karatzas I and Q Li 2009 BSDE Approach to Non Zero Sum Stochastic Differential Games of Control and Stopping Stochastic Processes Filtering Control and Their Applications A Festschrift in Honour of Robert J Elliott World Scientific 2012 Selected Presentations Optimal Trading in a Two Sided Limit Order Book CMU 10 2013 University College London 04 2013 Impulse Control of a Diffusion with a Change Point AMS Temple meeting 10 2013 6th Bachelier Colloquium 01 2012 Evry 10 2011 CMU 10 2010 Columbia 09 2010 BSDE Approach to Non Zero Sum Stochastic Differential Games of Control and Stopping Cornell 07 2010 Rutgers 04 2010

    Original URL path: http://horst.qfl-berlin.de/dr-qinghua-li-0 (2016-04-24)
    Open archived version from archive

  • Dr. Santiago Moreno | Applied Financial Mathematics
    files at the bottom of this page Please open the Readme first Ekeland I Moreno Bromberg S A Lipschitz Property of the Derivatives of Convex Functions Submitted to Journal of Convex Analysis numero special pour Hedy Attouch Ref JOCA0887 Horst U Moreno Bromberg S Risk Minimization and Optimal Derivative Design in a Principal Agent Game Mathematics and Financial Economics vol 2 1 pp 1 27 2008 Horst U Moreno Bromberg S Efficiency and Equilibria in Games of Optimal Derivative Design preprint Moreno Bromberg S Reveillac A Pirvu T CRRA Utility Maximization under Risk Constraints in preparation Moreno Bromberg S Taschini L Dynamic Pollution Regulation and Technological Adoption under Emission Permits in preparation Selected Presentations Risk Minimization and Adverse Selection MITACS Mathematical Finance Seminar at the Pacific Institute for the Mathematical Sciences PIMS on March 22nd 2007 Risk Transfer and Adverse Selection in Principal Agent Models workshop Mathematics and the Environment Energy Risk Environmental Uncertainty and Public Decision Making that took place in the Banff International Research Station BIRS from May 8th 13th 2007 Risk Minimization and Optimal Derivative Design in a Principal Agent Game Symposium on Calculus of Variations in Physics Geometry and Economics annual meeting of the Canadian Mathematical Society December 8th 11th 2007 Optimal Derivative Design Existence of optimal Price Schedules and Numerical Methods Colloquium of the Mathematics Institute UNAM April 10th 2008 Risk Minimization Variational Problems with Convexity Constraints Mathematical Finance seminar Technicher Universitaet Berlin October 9th 2008 Solving some variational problems with global convexity constraints a numerical method University of Vienna March 23rd 2009 Minimización de Riesgo y Diseño Óptimo de Derivados en un Juego Principal Agente CIMAT Guanajuato April 22nd 2009 Una Propiedad de Lipschitz de las Derivadas de Funciones Convexas Definidas en Espacios de Hilbert UAM Iztapalapa Mexico April 24th 2009 Derivative Design in

    Original URL path: http://horst.qfl-berlin.de/dr-santiago-moreno (2016-04-24)
    Open archived version from archive

  • Mareile Große Ruse | Applied Financial Mathematics
    Search this site You are here Home Mareile Große Ruse Mareile Große Ruse 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/mareile-gro%C3%9Fe-ruse (2016-04-24)
    Open archived version from archive

  • Marianne Johns | Applied Financial Mathematics
    Contact Search this site You are here Home Marianne Johns Marianne Johns 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 are

    Original URL path: http://horst.qfl-berlin.de/marianne-johns (2016-04-24)
    Open archived version from archive

  • Raphael Jotterand | Applied Financial Mathematics
    Contact Search this site You are here Home Raphael Jotterand Raphael Jotterand 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 are

    Original URL path: http://horst.qfl-berlin.de/raphael-jotterand (2016-04-24)
    Open archived version from archive

  • Simone Puhle | Applied Financial Mathematics
    Contact Search this site You are here Home Simone Puhle Simone Puhle 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 are

    Original URL path: http://horst.qfl-berlin.de/simone-puhle (2016-04-24)
    Open archived version from archive

  • Thomas Michel | Applied Financial Mathematics
    Contact Search this site You are here Home Thomas Michel Thomas Michel 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 are

    Original URL path: http://horst.qfl-berlin.de/thomas-michel (2016-04-24)
    Open archived version from archive



  •