Guests of PRisMa Lab

January - June 2010

Alexander Hullmann, Institut für Numerische Simulation, Universität Bonn, Deutschland;
Research visit: June 15-16, 2010;
Talk: "The Generative Topographic Mapping for Dimensionality Reduction and Data Analysis", June 15, 2010.

Prof. Wolfgang Runggaldier, Dipartimento di Matematica Pura ed Applicata, Università degli Studi di Padova, Italy;
Research visit: June 14-15, 2010.

Prof. Markus Leippold, Swiss Banking Institute, University Zurich, Switzerland;
Research visit: June 15, 2010.

Dr. Peter Gruber, Facoltà di scienze economiche, Universitá della Svizzera Italiana, Lugano, Switzerland;
Research visit: June 11, 2010;
Talk: "Three Make a Dynamic Smile - Unspanned Skewness and Interacting Volatility Components in Option Valuation", June 11, 2010.

Markus Zahrnhofer, Institut für Statistik, TU Graz, Austria;
Research visit: June 1, 2010;
Talk: "Modeling and pricing of temperature derivatives", June 1, 2010.

Karl F. Bannör, Frankfurt am Main, Germany;
Research visit: May 17, 2010;
Talk: "The Longstaff-Schwartz approach to the optimal stopping problem", May 17, 2010.

Prof. Dilip B. Madan, Robert H. Smith School of Business, University of Maryland, U.S.A.;
Research visit: May 9-12, 2010;
Talk: "Unlimited Liabilities, Reserve Capital Requirements and the Taxpayer Put Option", May 11, 2010.

Dr. Gregory Temnov, Edgeworth Centre for Financial Mathematics, School of Mathematical Sciences, University College Cork, Ireland;
Research visit: April 26-May 1, 2010;
Talk: "Extended stability property for exponential families: a model for financial applications", April 27, 2010.

Prof. Peter Eichelsbacher, Fakultät fuer Mathematik, Ruhr-Universität Bochum, Germany;
Research visit: March 17-19, 2010.

Katja Krol, Institut für Mathematik, Humboldt Universität zu Berlin, Germany;
Research visit: March 6-10, 2010;
Talk: "Minimal Entropy Martingale Measure for Lévy Processes", March 9, 2010.

Dr. Hannes Kazianka, Institut für Statistik, Universität Klagenfurt, Austria;
Research visit: January 22, 2010.

Dr. Pavel Shevchenko, Division of Mathematical and Information Sciences, Commonwealth Scientific and Industrial Research Organisation (CSIRO), Sydney, Australia;
Research visit: January 11-13, 2010;
Talk: "Quantitative modelling of financial risks", Lecture Series Financial and Actuarial Mathematics, January 12, 2010.

Guests 2009