Forschungsseminar
Dienstag, 18:00 - 20:00 s.t.
Ludwigstr. 33, Raum 144 (Seminarraum)
Date | Presenter | Topic |
---|---|---|
07-Jun-2016 | Janis Bauer | On the Relevance of Market Liquidity for Calibration and Option Pricing |
14-Jun-2016 | Alexander Matthies | Evaluation of Factor Models in Term Structure Forecasts |
21-Jun-2016 | Teona Shugliashvili | Model Selection for Exchange Rate Data |
Maria Sprincenatu | On Liquidity Risk: Modelling, Evaluating, and Managing Non-Maturity Deposits | |
28-Jun-2016 | Henry Port | A functional ARMA-GARCH approach for modeling the FX-impact of implied rate curve |
05-Jul-2016 | Serkan Yener | Multiscaling of Financial Time Series |
13-Jul-2016 (cancelled) | Elizabeth Heller | Dynamic Term Structure Modeling. Two arbitrage-free models: Vasicek and Cox-Ingersoll-Ross |