Research Seminar
Tuesday, 18:00 - 20:00 s.t.
Ludwigstr. 33, Raum 144 (Seminarraum)
| Date | Presenter | Topic |
|---|---|---|
| 06-Jun-2017 | Christian Groll | Dynamic risk management of multi-asset portfolios |
| Fabian Spanhel | Predicting the inflow of tv series | |
| 13-Jun-2017 | Maria Sprincenatu | On Joint Global Yield Curve Modeling |
| 04-Jul-2017 | Alexander Matthies | Different frequencies in term structure forecasts |
| 11-Jul-2017 | Christoph Berninger | Volatility Managed Portfolios |
| Janis Bauer | Are gross margins of structured products priced in a market-consistent way? Evidence from the new Issuer Estimated Value | |
| 18-Jul-2017 | Henry Port | A functional ARMA-GARCH approach for modeling the FX-impact of Sovereign rate curves |
| Kujtim Avdiu | Liquidity estimation: A comparison between Heston model and Brownian motion | |
| 25-Jul-2017 (cancelled) | Teona Shugliashvili | Leverage Adjustment in Medium-Sized German Companies |