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
  • Simon Ertl
    Pricing under Bilateral Counterparty Risk and Funding Constraints in Discrete Time
    25.06.26, 13:00, in Seminarraum 5 (!)
  • Paul Rauber
    TBA
    27.08.26, 09:15, in Hörsaal III