Archives from Winter Term 2011 onward / Archiv ab WS 2011

22.11.2021 16:45
 

Mean-field LIBOR market models and valuation of long term guarantees

 

MOVED TO SUMMER SEMESTER 2022 DUE TO COVID19 RESTRICTIONS @UNIVIE

Simon Hochgerner (FMA - Austrian Financial Market Authority)
10.11.2021 16:45
 

New results about Correlation Matrices

Peter R. Hansen (University of North Carolina at Chapel Hill)
08.11.2021 16:45
 

Consistency of p-norm based tests in high dimensions: characterization, monotonicity, domination

David Preinerstorfer (School of Economics and Political Science, University of St. Gallen)
25.10.2021 16:45
 

Shape, Homology, Persistence, and Stability

Herbert Edelsbrunner (Institute of Science and Technology Austria)
18.10.2021 16:45
 

The joint limit distribution of partial maxima and partial sums of a heavy-tailed time series

Thomas Mikosch (University of Copenhagen)