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Session of Research Talks

What Workshop
When 2012-02-27 11:00 to
2012-02-29 14:45
Where D107
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Mo. 27. Februar 2012
11:00 -- 12:00: Junjian Yang, A high-order weak approximation scheme for SPDEs with applications.
14:00 -- 15:00: Fernando Cordero, Arbitrage opportunities for binary markets under transaction costs.

Di. 28. Februar 2012
11:00 -- 12:00: Johannes Morgenbesser, Volatility smile & rational base number systems.
13:15 -- 14:15: Pietro Siorpaes, tba.

Mi. 29. Februar 2012
11:00 -- 12:00: Christa Cuchiero, tba.
13:00 -- 14:00: Friedrich Penkner + Johannes Temme, Doob-like L^2 inequalities via pathwise hedging
14:00 -- 15:00: Bezirgen Veliyev, tba.
15:00 -- 16:00: Christoph Czichowsky, Constructing the log optimal portfolio for a geometric Ornstein-Uhlenbeck process under proportional transaction costs with the shadow price.

Upcoming Talks
ESI workshop organized byS. Gukov, A. Kapustin, L. Katzarkov, and Y. Soibelman,
The Geometry of Topological D-branes, Categories and Applications: Birational Geometry and Geometric Invariant Theory 2013-05-21 10:00
Stéphanie Nivoche,
Analytic variations on Nagata’s conjecture 2013-05-23 11:15
Alexander Barvinok (Univ. Michigan),
The symmetric moment curve and centrally symmetric polytopes with many faces 2013-05-23 11:30
Ivar Ekeland,
A simple model of a commodity market 2013-05-23 17:00
Gerhard Dorfer,
The fundamental group of fractal sets -- order theoretical aspects 2013-05-24 12:15
Vladimir Korepin (C.N. Yang Institute for Theoretical Physics, State University of New York, Stony Brook, U.S.A.),
The Algebraic Bethe Ansatz 2013-05-28 10:00
Monika Dörfler,
TBA 2013-05-28 14:00
more ...