SPA Berlin - 33rd Conference on Stochastic Processes and their Applications
The major annual meeting for researchers working in the field of Stochastic Processes and their Applications. The conference covers a wide range of active research areas, in particular featuring 20 invited plenary lectures presented by leading specialists. In addition, there will be a large variety of special sessions, consisting of three talks each, contributed sessions and talks, and posters.
C.A.S.E. (Center of Applied Statistics and Econometrics) - QPL Distinguished Lecture Series 2009:
Lecture Series by Torben Andersen (Northwestern University) and Tim Bollerslev (Duke University) on "Recent Developments in Measuring and Modeling Financial Market Volatility"
Humboldt Distinguished Lecture Series in Applied Mathematics
The lectures by R. Terry Rockafellar discuss recent developments in optimization, convex analysis and their applications to mathematical finance.
Hermann Otto Hirschfeld Lecture 2008, Jumps and Volatility in High Frequency Financial Data, Berlin, Heilig-Geist-Kapelle, Spandauer Straße 1
More informationWorkshop on Mathematical Finance for Young Researchers
Berlin, Keynote Speakers: Jan Kallsen (Christian-Albrechts-Universität zu Kiel), Ioannis Karatzas (Columbia University), Roel C.A. Oomen (Deutsche Bank AG London), Halil Mete Soner (Sabanaci University)
Summer School 2008, Perceiving, Measuring And Managing Risk: Illiquidity, Long-Term Risk, Natural Resources
UBC (Vancouver) Canada, Prof. Ulrich Horst and Prof. Peter Imkeller
Review: A small investor model of the limit order book, talk by Jörg Osterrieder Berlin, QPL - Quantitative Products Laboratory, Alexanderstraße 5
Review: Le pli cacheté: Wolfgang Döblin et les prémices de l'analyse stochastique
Berlin, Berlin-Brandenburgische Akademie der Wissenschaften, Leibnitz-Saal, Markgrafenstraße 38
Review: Humboldt - Princeton Conference: Semiparametrics Meets Mathematical Finance
Lecture: "Adverse Selection and Risk Transfer in Principal Agent Games",
Prof. Ulrich Horst
Lecture: "A Large Investor Trading at Market Indifferent Prices",
Prof. Peter Bank
Contact
Quantitative Products
Laboratory (QPL)
Address:
Alexanderstrasse 5
10178 Berlin
Postal address:
c/o MBE, Postfach 302
Rosa-Luxemburg-Strasse 15
10178 Berlin
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Tel.: +49-30-3407 5502
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