| Datum |
Title und Ort |
Vortrag mit dem Thema |
| 03/2008 |
Frankfurt
MathFinance Conference
Frankfurt am Main, Deutschland |
---
|
| 03/2009 |
Frankfurt
MathFinance Conference
Frankfurt am Main, Deutschland |
--- |
| 03/2010 |
Frankfurt
MathFinance Conference
Frankfurt am Main, Deutschland |
--- |
| 05/2010 |
Fifth
General Conference on Advanced Mathematical Methods in Finance
Bled, Slowenien |
Poster:
Adjoint Monte-Carlo Techniques in Calibration |
| 09/2010 |
NASPDE
2010-Numerical Analysis of Stochastic PDEs
Freiberg, Deutschland |
--- |
| 06/2011 |
SIGOPT-
International Conference on Optimization 2011
Lambrecht / Pfalz, Deutschland |
Improved Monte Carlo Schemes and an Application
to Finance |
| 03/2012 |
Frankfurt
MathFinance Conference
Frankfurt am Main, Deutschland |
Poster: Adjoint Monte-Carlo Technique for
Calibration of Financial Models |
| 07/2012 |
SIAM
Conference on Financial Mathematics and Engineering (FM12)
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, Deutschland |
Calibration
of SDE-based Financial Market Models |
| 09/2012 |
Minisymposium
Angewandte Finanzmathematik an der DMV-Jahrestagung 2012
Saarbrücken, Deutschland |
Calibration
of SDE-based Financial Market Models |
| 07/2013 |
Oberseminar zur Stochastik
Saarbrücken, Deutschland |
Calibration of SDE-based Financial Market Models via an Adjoint Technique |
| 09/2013 |
AC.CES 2013 Aachen Conference on Computational Engineering Science
Aachen, Deutschland |
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, Frankreich |
Poster: Adjoint Monte-Carlo Technique for Calibration of Financial Market Models |
