Fraunhofer Institute for Industrial Mathematics ITWM

Symposium

Trier University / October 24, 2019, 10:30 - 18:30

4th Symposium Quantitative Finance and Risk Analysis

Room V 302

The purpose of this one-day symposium is to provide Ph.D. students and postdoctoral researchers an opportunity to discuss and promote topical research related to the fields of quantitative finance and risk analysis. Our expert Christian Laudagé will be there as a speaker. Our expert Christian Laudagé is on site as a speaker and our scientific adviser Prof. Dr. Ralf Korn is one of the keynote speakers.

Keynote Speakers

Prof. Dr. Ralf Korn (TU Kaiserslautern und Berater Fraunhofer ITWM)
Prof. Dr. Frank Riedel (Bielefeld University and Center for Mathematical Economics)

12:00 – 13:00: Session I – Risk Measures and Portfolio Optimization
Christian Laudagé (Fraunhofer ITWM): Application of Multi-Asset Risk Measures

14:00 – 15:15: Keynote Ralf Korn (TU Kaiserslautern):
Recent Results in Worst-Case Portfolio Optimization

Organization

The event is organized by the University of Trier (Research Group Quantitative Finance and Risk Analysis).
In the research group"Quantitative Finance and Risk Analysis" of the University of Trier, researchers from the fields of business administration, mathematics and economics are working on the development of new models for the representation and quantification of uncertainty and risk, thus making a contribution to shaping the financial markets of tomorrow. The socio-economic background of the actors from different countries is of particular relevance.

The complete program can be found here on the website of the University of Trier.

Contact

Contact Press / Media

M.Sc. Christian Laudagé

Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM
Fraunhofer-Platz 1
67663 Kaiserslautern

Phone +49 631 31600-4878

Fax +49 631 31600-5878

Send email
christian.laudage@itwm.fraunhofer.de
more info

Contact Press / Media

Prof. Dr. Ralf Korn

TU Kaiserslautern and Scientific Advisers Fraunhofer ITWM

Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM
Fraunhofer-Platz 1
67663 Kaiserslautern

Phone +49 631 31600-4658

Fax +49 631 31600-5658

Send email
ralf.korn@itwm.fraunhofer.de