Prof. Dr. Thorsten Schmidt
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filed under:
Vortrag
Incomplete Information in Finance
| What |
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|---|---|
| When |
May 09, 2017 from 11:00 AM to 12:00 PM |
| Where | Room 02-012, Georges-Köhler Allee 102, Freiburg 79110, Germany |
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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.