Department of Mathematical Sciences

 

 
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  1. 2015

  2. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  3. Deutsche Physikalische Gesellschaft, Spring Meeting 2015

    Martens, E. A. (Speaker)

    Mar 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  4. PhD Course on State Space Models and Particle Methods

    Soraggi, S. (Participant)

    13 Apr 2015 → 17 Apr 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  5. Trying to think electronic thinking

    Veel, Kristin (Organizer)

    6 May 2015

    Activity: Participating in an event - types › Organisation of and participation in conference

  6. SIAM

    Martens, E. A. (Speaker)

    17 May 2015 → 23 May 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  7. Dynstoch 2015

    Soraggi, S. (Participant)

    27 May 2015 → 29 May 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  8. A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator

    Johansen, Søren (Lecturer)

    15 Jun 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  9. Dynamics of Coupled Oscillators: 40 years of the Kuramoto Model, Dresden, 2015

    Martens, E. A. (Participant)

    Jul 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  10. Cointegration in times series

    Johansen, Søren (Lecturer)

    23 Aug 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  11. Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    17 Sep 2015

    Activity: Talk or presentation types › Lecture and oral contribution

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