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Duality Methods in Portfolio Optimization under transaction costs

Start date: 12.01.2016 12:00 13:00

Speaker: Walter SCHACHERMAYER (University of Vienna) Location: Category: Conferences - Seminars
Target audience: Informed public

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International Illiquidity

Start date: 15.01.2016 10:30 12:00

Speaker: Aytek MALKHOZOV (Bank for International Settlements, Basel) Location: Category: Conferences - Seminars
Target audience: Informed public

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Exploring the Dependence between Mortality and Market Risks

Start date: 22.01.2016 12:00 13:00

Speaker: Michel DACOROGNA (SCOR SE, Switzerland) Location: Category: Conferences - Seminars
Target audience: Informed public

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The use of proxy-models for risk measurement of life insurance portfolios

Start date: 26.01.2016 12:00 13:00

Speaker: Guido GRÜTZNER (Secquaero Advisors AG, Zurich) Location: Category: Conferences - Seminars
Target audience: Informed public

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Cancelled

Brown Bag Seminar

Start date: 28.01.2016 12:00 13:00

Speaker: Thomas GEELEN (PhD Student, SFI@EPFL) Location: Category: Conferences - Seminars
Target audience: Informed public

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Asymmetric Information and Liquidity Provision

Start date: 02.02.2016 12:00 13:00

Speaker: Alberto Teguia (PhD Student, Rice University) Location: Category: Conferences - Seminars
Target audience: Informed public

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The Demand and Supply of Mortgage Fixation Periods. Managing Interest Rate Risk and Credit Risk in a Low Rate Environment

Start date: 09.02.2016 12:00 13:00

Speaker: Catherine KOCH (Bank for International Settlements) Location: Category: Conferences - Seminars
Target audience: Informed public

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Good and Bad CEOs

Start date: 12.02.2016 10:30 12:00

Speaker: Dirk JENTER (London School of Economics) Location: Category: Conferences - Seminars
Target audience: Informed public

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Lost in contagion: Building a liquidation index from covariance dynamics

Start date: 16.02.2016 12:00 13:00

Speaker: Lakshithe WAGALATH (IESEG School of Management) Location: Category: Conferences - Seminars
Target audience: Informed public

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Bank Resolution and the Structure of Global Banks

Start date: 19.02.2016 10:30 12:00

Speaker: Martin OEHMKE (Columbia Business School) Location: Category: Conferences - Seminars
Target audience: Informed public