numerik.mi.fu-berlin.de
Numerical Mathematics/Scientific Computing
http://numerik.mi.fu-berlin.de/Events
Mathematics and Computer Science. Scaling Cascades in Complex Systems. Your are here: Home. Sommerschool: Modelling of Mass and Energy Transport in Porous Media With Practical Applications. September, 23th - 27th, 2013. Oberwolfach Seminar on Subspace Correction. Organized by R. Kornhuber, Berlin J. Xu, University Park, H. Yserentant, Berlin MFO Oberwolfach, November 8 - 24, 2012. February 27th - 28th, 2012. International Workshop on Recent Advances in Scientific Computing. March 3th - 10th, 2012.
qfl-berlin.de
Financial Modelling with Affine Processes | Quantitative Finance Laboratory
http://www.qfl-berlin.de/financial-modelling-affine-processes
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Risik...
co-at-work.zib.de
Berlin 2009 Block Course "Combinatorial Optimization at Work"
http://co-at-work.zib.de/berlin2009
Combinatorial Optimization at Work. Sep 21 - Oct 9, 2009 at ZIB, Berlin, Germany. CO at Work Home Page. Combinatorial Optimization at Work II took place at ZIB. From September 21 to October 9, 2009 with 105 participants from 23 countries. The block course was organized by TU Berlin. In cooperation with Matheon. Berlin Mathematical School,. Mon Sep 21, 2009. Linear and integer programming: an introduction. Basics of polyhedral theory, flows and networks. The Travelling Salesman Problem and its applications.
naturwissenschaften.tu-berlin.de
Fakultät II - Mathematik und Naturwissenschaften: Über uns
http://www.naturwissenschaften.tu-berlin.de/menue/ueber_uns
Direkt zum Inhalt springen. Direkt zum Hauptnavigationsmenü. Kontakt, Inhaltsverzeichnis und weitere Service. Mit Campuskarte / Zertifikat. Fakultät II - Mathematik und Naturwissenschaften. Die Fakultät II Mathematik und Naturwissenschaften versteht sich als zentraler Leistungsträger der TU Berlin. Sie umfasst die drei Gebiete Mathematik, Physik und Chemie in Forschung und Lehre. Die Fakultät hat in den letzten Jahren ihre Forschung so ausgerichtet, dass besonders sichtbare, die Fakultätsgrenzen überschr...
qfl-berlin.de
Dark Markets and Hidden Liquidity | Quantitative Finance Laboratory
http://www.qfl-berlin.de/dark-markets-and-hidden-liquidity
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Analy...
co-at-work.zib.de
Beijing 2006 block course Combinatorial Optimization at Work
http://co-at-work.zib.de/beijing
Beijing 2006 block course Combinatorial Optimization at Work. From September 25 to October 6 more than 40 students from all over China attended the course as part of the Workshop Optimization Methods and Applications. At the Morningside Center of Mathematics. Chinese Academy of Sciences. The final program of the course was similar to the program 2005 at Berlin. Find find here solutions to some of the exercises. Linear and Integer Programming: an Introduction. Basics of Polyhedral Theory.
qfl-berlin.de
Economic Risk Seminar | Quantitative Finance Laboratory
http://www.qfl-berlin.de/tags/economic-risk-seminar
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Secto...
horst.qfl-berlin.de
Lecture Series | Applied Financial Mathematics
http://horst.qfl-berlin.de/lecture-series
Humboldt Distinguished Lecture Series in Applied Mathematics. Rudower Chaussee 25, Room 1.013. Freddy Delbaen (ETH Zürich). These lectures will cover the theory of monetary utility functions (or risk measures). The one period case together with duality arguments will give us the representation theorem. Humboldt Distinguished Lecture Series in Applied Mathematics. Rudower Chaussee 26, Room 0.307, 4 pm - 6.30 pm. Paul Glasserman (Columbia Business School). RUD 25, Room 1.115. Stanford University) on Dark M...
qfl-berlin.de
Stochastic Analysis and Stochastic Finance Seminar | Quantitative Finance Laboratory
http://www.qfl-berlin.de/tags/stochastic-analysis-and-stochastic-finance-seminar
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Seit ...
qfl-berlin.de
Hedging in Illiquid Markets | Quantitative Finance Laboratory
http://www.qfl-berlin.de/hedging-illiquid-markets
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Open ...