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Stochastics and Finance (2018/2019)

Organizers: Christa Cuchiero (U. Wien), PF Fred Espen Benth (U. Oslo), Nikolas Hautsch (WPI c/o U. Wien), PF Valery Kholodnyi (Verbund), Josef Teichmann (WPI c/o ETH Zürich), OTPF Almut Veraart (IC London)

Events

Stochastic Finance Workshop (external website )

Location: Wien/Salzburg
Time: 30. Jun 2018 (Sat) - 5. Jul 2018 (Thu); Opening: 9:00
Topics:
Rough volatility
Machine learning
Mean field games
Branching processes
Non-linear PDEs
Organisation(s)
WPI
U.Wien
U.Freiburg
ETH Zürich
Organiser(s)
Christa Cuchiero (U. Wien)
Irene Klein (U. Wien)
Thorsten Schmidt (U. Freiburg)
Josef Teichmann (WPI c/o ETH Zürich)

Talks in the framework of this thematic program... (by date) , (by name)

Pauli Fellows

Benth, Fred Espen 1. Jul 2018-30. Jun 2019 local address 
Kholodnyi, Valery 1. Jul 2018-30. Jun 2019 local address 

Olga Taussky Pauli Fellows

Veraart, Almut 1. Jul 2018-30. Jun 2019 local address 

Visitors

Bhalali, Khaled 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Birghila, Corina LOCAL 30. Jun 2018-5. Jul 2018 local address 
Escobar, Daniela LOCAL 30. Jun 2018-5. Jul 2018 local address 
Fadine, Tolulope 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Fontana, Claudio 30. Jun 2018-5. Jul 2018 local address 
Glau, Kathrin 30. Jun 2018-5. Jul 2018 local address 
Gonon, Lukas 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Gümbel, Sandrine 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Harms, Philipp 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Herrera, Calypso 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Jamneshan, Asgar 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Jentzen, Arnulf 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Kardaras, Kostas 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Khosrawi, Wahid 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Klein, Irene LOCAL 30. Jun 2018-5. Jul 2018 local address 
Liu, Chong 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Peyre, Remi 30. Jun 2018-5. Jul 2018 local address 
Pulido, Sergio 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Rainer, Catherine 30. Jun 2018-5. Jul 2018 local address 
Reppen, Max 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Rogers, Chris 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Schmidt, Thorsten 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Stefanik, Martin 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Svaluto Ferro, Sara LOCAL 30. Jun 2018-5. Jul 2018 local address 
Tangpi, Ludovic LOCAL 30. Jun 2018-5. Jul 2018 local address 
Teichmann, Josef 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Wutte, Hanna 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Zeineddine, Raghid 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
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