Workshop series "Modern financial mathematics and its applications in practice"
Fraunhofer ITWM
Next workshops
The talks are given in German. The topics, speakers and the indicative schedule of the future workshops are:
4. Extremwertstatistik und operationelle Risiken
Dr. Nataliya Horbenko, Dr. Peter Ruckdeschel
24th May 2012 (Programme)
5. Moderne Monte-Carlo Methoden mit Anwendungen in der Finanz- und Versicherungsindustrie
Prof. Dr. Ralf Korn
25th June 2012
6. Multilevel Monte-Carlo Methoden und Simulation
Prof. Dr. Klaus Ritter
26th June 2012
7. R und seine Anwendungen in der Finanzwelt
Dr. Bernhard Kübler, Dr. Peter Ruckdeschel
5th July 2012
8. Kredit Rating
Dr. Gerald Kroisandt, Prof. Dr. Marlene Müller
12th September 2012 (Materials)
9. Basis-Spreads und OIS-Discounting
JProf. Dr. Frank Seifried, Dr. Jörg Wenzel
27th September 2012
3. Excel und Finance
Dr. Johan de Kock, Dr. Jörg Wenzel
25th October 2012
10. Short-Rate-Zinsmodelle und ihre praktische Anwendung
Prof. Dr. Ralf Korn
7th November 2012
11. Mehrfaktorzinsmodelle und ihre Implementation
Dr. Johannes Leitner, Dr. Jörg Wenzel
8th November 2012
More detailed information on the workshops will be published here.
