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=== Wednesday, 11.02.09 14.30 FR6046 === '''Thomas Vanck''' ''Asset pricing via optimal Importance Sampling'' Abstract: Pricing complex derivatives is one of the main goals in financial mathematics. For example, in the Black-Scholes model it is possible to |
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| * [[Main/Main.DoktorandenSeminarSS08|Summer Term 2008]] * [[Main/Main.DoktorandenSeminarWS0708|Winter Term 2007/2008]] |
* [[Main/DoktorandenSeminarSS08|Summer Term 2008]] * [[Main/DoktorandenSeminarWS0708|Winter Term 2007/2008]] |
Doktoranden-/Diplomandenseminar SS 09
In this seminar, master/phd students of the IDA group present their current work and research ideas.
When? |
usually on Wednesdays, 2:15 pm (s.t.) to 3:15, or as announced (see below) |
Where? |
at TU Berlin , FR 6046, or as announced (see below) |
More information for speakers and participants here.
Next Talk
Wednesday, 11.02.09 14.30 FR6046
Thomas Vanck
Asset pricing via optimal Importance Sampling
Abstract:
Pricing complex derivatives is one of the main goals in financial mathematics. For example, in the Black-Scholes model it is possible to
Planned Talks
This is a preliminary schedule, and might be changed on short notice.
Previous Talks
Wednesday, 11.02.09 14.30 FR6046
Archive
-- Nicole Kraemer / Katja Hansen -- Jan 2009