Prof. Dr. Josef Teichmann
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filed under:
FDM Seminar
Affine processes in mathematical Finance
| What |
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|---|---|
| When |
Nov 03, 2017 from 04:30 PM to 05:25 PM |
| Where | Raum 404, Eckerstraße 1, Freiburg i. Br. |
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Affine processes are an almost universal modelling tool in mathematical Finance. We show some interesting historic aspects of the theory of affine processes and several recent developments.