Photo credit: Anna Logue

Research Seminar

The seminar „Stochastics, Statistics and Numerical Analysis“ is jointly organized by the groups of Leif Döring (probability theory), Andreas Neuenkirch (computational stochastics),  David Prömel (mathematical finance), Claudia Schillings (mathematical optimization), Claudia Strauch (mathematical statistics), and Klaus D. Schmidt (actuarial science) at the University of Mannheim. Wednesday, 12.00-12.45, B6 A304.

Spring 2020

26.02.2020Ari-Pekka Perkkiö (LMU München)Dynamic programming and duality in convex stochastic optimization
11.03.2020Nicole Bäuerle (KIT)Portfolio optimization in fractional and rough Heston models
25.03.2020No seminarGPSD in Dresden
01.04.2020Julien Berestycki (Oxford) 

Sam Baguley (Mannheim)

29.04.2020Xiaolin Zeng (Strassbourg) 
13.05.2020Andrew Allan (ETH Zurich) 
20.05.2020Igor Kortchemski (Paris) 
27.05.2020Matyas Barczy (Debrecen)