| Date |
Title and Place |
Paper and Topic |
| 03/2008 |
Frankfurt MathFinance Conference
Frankfurt am Main, Germany |
--- |
| 03/2009 |
Frankfurt MathFinance Conference
Frankfurt am Main, Germany |
--- |
| 03/2010 |
Frankfurt MathFinance Conference
Frankfurt am Main, Germany |
--- |
| 05/2010 |
Fifth General Conference on Advanced Mathematical Methods in Finance
Bled, Slovenia |
Poster: Adjoint Monte-Carlo Techniques in Calibration |
| 09/2010 |
NASPDE 2010 - Numerical Analysis of Stochastic PDEs
Freiberg, Germany |
--- |
| 06/2011 |
SIGOPT-
International Conference on Optimization 2011
Lambrecht / Pfalz, Germany |
Improved Monte Carlo Schemes and an Application to Finance |
| 03/2012 |
Frankfurt MathFinance Conference
Frankfurt am Main, Germany |
Poster: Adjoint Monte-Carlo Technique for Calibration of Financial Models |
| 07/2012 |
SIAM
Conference on Financial Mathematics and Engineering (FM12) and Annual Meeting
Minneapolis, USA |
Poster:
Adjoint Monte-Carlo Technique for Calibration of Financial Market Models |
| 09/2012 |
1st Symposium of the German SIAM Student Chapters on Mathematical Optimization
in Theory and Application
Trier, Germany |
Calibration
of SDE-based Financial Market Models |
| 09/2012 |
Minisymposium
Applied mathematical finance (German Mathematical Society-Annual Meeting 2012)
Saarbrücken, Germany |
Calibration
of SDE-based Financial Market Models |
| 07/2013 |
Stochastics Research Seminar
Saarbrücken, Germany |
Calibration of SDE-based Financial Market Models via an Adjoint Technique |
| 09/2013 |
AC.CES 2013 Aachen Conference on Computational Engineering Science
Aachen, Germany |
Poster: Adjoint Monte-Carlo Technique for Calibration of Financial Market Models |
| 05/2014 |
SIAM Conference on Optimization
San Diego, USA |
Improved Monte-Carlo Methods for Optimization Problem |
| 06/2014 |
Labex Louis Bachelier - SIAM-SMAI Conference on Financial Mathematics:
Advanced Modeling and Numerical Methods
Paris, France |
Poster: Adjoint Monte-Carlo Technique for Calibration of Financial Market Models |
