Oberseminar Stochastik
- Peter Ochs
Learning Optimization Algorithms with Average Case Convergence Rates
14.04.26, 12:30, in Hörsaal III - Simon Ertl
A BSΔE Approach to Credit Valuation Adjustment
24.04.26, 14:15, in Seminarraum 6 - Julian Schimke
Ein Monte-Carlo-Algorithmus zur Modellkalibrierung an Optionspreisdaten in diskreter Zeit
13.05.26, 10:15, in Seminarraum 9 (!) - Felix Sachse
Term Structure Shapes
20.05.26, 10:15, in Seminarraum 6