Conferences - Seminars

30MAR
  14:00-15:00 MA A1 12

The question whether every separable, nuclear C*-algebra satisfies Rosenberg-Schochet's universal coefficient theorem (UCT) is a major open problem in C*-algebra theory. Currently, renewed interest in this so-called UCT problem arises from the recent breakthrough results in the classification program for separable, simple, nuclear C*-algebras, where the UCT plays a rather mysterious role. In this talk, ... Read more about "Cartan subalgebras and the UCT problem"
By Selçuk Barlak
31MAR
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By Prof. Jonas Peters, University of Copenhagen
06APR
  14:00-15:00 MA A1 12

I will report on joint works with Julien Bichon, Sven Raum, Matthias Valvekens and Stefaan Vaes, revolving around the computation of L^2-Betti numbers for universal quantum groups. Among our main results is the fact that the first L^2-Betti number of the duals of the free unitary quantum groups equals 1, and that all other L^2-Betti ... Read more about "L^2-Betti numbers of universal quantum groups"
By David Kyed
10APR
13APR
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  08:00-17:00 BI A0 448

Volatility modeling appeared more than thirty years ago with the publication in 1982 of a paper where Rob Engle introduced the ARCH model. Volatility modeling is to this day one of the most active research topics in financial econometrics. Despite the enormous advances that we have seen in the past, new approaches are under progress. ... Read more about "Spring School and Workshop on Volatility Dynamics and Option Prices and Econometrics of Intraday Data"
By SPRING SCHOOL
Speakers:
Peter Christoffersen University of Toronto
Sébastien Laurent ...
22MAY
24MAY
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  08:00-17:00 BI A0 448

The development of adequate modeling tools for the dynamical evolution of market prices and interest rates is of strategic importance for the financial industry and is at the core of the interests of much academic research. These models are, for example, the first building blocks in the construction of pricing and hedging tools and of ... Read more about "School and Workshop on Dynamical Models in Finance"
By Topic 1:
Polynomial Models in Finance
by Damir Filipovic (EPFL ...
29MAY
02JUN
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  08:00-17:00 BI A0 448

This conference is the last major event of the program “Stochastic dynamical models in mathematical finance, econometrics, and actuarial sciences”. Some of the top researchers in the fields represented in the semester will present their results. The speakers will cover a wide range of topics including stochastic calculus and processes, continuous and discrete time models ... Read more about "Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences"
By     Speakers list includes:
Hansjoerg Albrecher
Francesco Audrino
Giovanni Barone Adesi ...
29MAY
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  17:15-18:15 BI A0 448

We show the existence of independent random matching of a large population in a continuous-time dynamical system, where the matching intensities could be general non-negative jointly continuous functions on the space of type distributions and the time line. In particular, we construct a continuum of independent continuous-time Markov processes that is derived from random mutation, ... Read more about "Bernoulli Lecture - Continuous-time random matching"
By Darrell Duffie (Stanford University)
01JUN
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  17:15-18:15 Anthropole 1031

Biography Robert Engle, the Michael Armellino Professor of Management and Financial Services at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). Professor Engle is an expert in time series analysis with a long-standing interest in the analysis ... Read more about "Bernoulli Lecture - Systemic Risk with Endogenous Cycles"
By Robert Engle (New York University Stern School of Business)