Prof. Dr. Thorsten Schmidt
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abgelegt unter:
Vortrag
Incomplete Information in Finance
| Was |
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|---|---|
| Wann |
09.05.2017 von 11:00 bis 12:00 |
| Wo | Room 02-012, Georges-Köhler Allee 102, Freiburg 79110, Germany |
| Termin übernehmen |
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In this talk we cover filtering problems and their numerical solution in some parts of Financial Mathematics. Applications include credit risk, but also similar phenomena like insurance mathematics or medicine.