09.12.2022 | Diyora Salimova: Deep neural network approximations for PDEs |
18.11.2022 | Timo Enger: A unified framework for limit results in chemical reaction networks on multiple time-scales |
04.11.2022 | Sebastian Stroppel: Grenzwertaussagen in Chemischen Reaktionsnetzwerke |
28.10.2022 | Schülertage der Mathematik am Mathematischen Institut - Finanzmathematik und ML sind mit dabei! |
01.08.2022 | Thorsten Schmidt ist Mitglied im Rat der Bachelier Finance Society |
07.07.2022 | Das Projekt LeanAI wird von der Vector-Stiftung gefördert. |
01.05.2022 | Conference on the Interplay between Insurance and Finance, May 2022 in Lisbon. |
14.04.2022 | Open PhD Position in the ReScale Project |
01.04.2022 | Prof. Schmidt hat mit Kollegen einen Grant der Carl-Zeiss Stiftung eingeworben ReScale. |
07.03.2022 | Katharina Oberpriller: Uncertainty in Credit Risk |
21.-26.06.2021 | Online Workshop on Stochastic Analysis and Hermite Sobolev Spaces |
05.05.2020 | Interview mit Prof. Schmidt im MathFinance newsletter. |
09.04.2020 | The FPWZ Seminar takes place online at 9th of April. |
16.03.2020 | Unser Kollege Jens Timmer forscht zur Ausbreitungsdynamik der Corona-Epidemie |
11.-13.03.2020 | Workshop: Statistical Foundations for Evolving Networks, March 11th - 13th, Freiburg |
31.01.2020 | Raquel Gaspar: Design risk of Constant Proportion Portfolio Insurance |
06.12.2019 | Hanna Sophia Wutte (ETH Zürich): How implicit regularization of Neural Networks affects the learned function |
26.11.2019 | Johannes Müller: Universal flow approximation with deep residual networks ; Raumänderung nach 232 |
14/15.11.2019 | Konferenz Insurance and Finance am FRIAS |
07.11.2019 | Dr. Lukas Gonon: Dynamic learning based on random recurrent neural networks and reservoir computing systems |
27.06.2019 | 5th Workshop at FRIAS |
27.06.2019 | Stephane Crépey: XVA analysis from the balance sheet |
27.06.2019 | Anna Rita Bacinello: The impact of longevity risk and contractural heterogeneity on the fail valuation of a life insurance portfolio |
27.06.2019 | Mitja Stadje: On time-consistent and market-consistent evaluations |
27.06.2019 | Thorsten Schmidt: A fundamental theorem of insurance valuation |
27.06.2019 | Stefan Tappe: Mortality-interest rate term structures |
24.06.2019 | Ben Deitmar: Funktionale Grenzwertsätze für geglättete Empirische Prozesse |
17.06.2019 | Christa Cuchiero von der WU Wien gewinnt den START Preis |
03.05.2019 | Benedikt Geuchen: Pfadabhängige Funktionale und nichtlineare affine Prozess |
29.04.2019 | Michaela Freitag: Stammbäume und ihr Einfluss auf genetische Genealogien |
16.04.2019 | Prof. Steven Kou (Boston University): A Theory of FinTech |
04.04.2019 | Benedikt Köpfer: Comparison of stochastic processes by Markov projection and functional Itô calculus |
03.04.2019 | Roman Haak: Algebraische Strukturen stochastischer Integrale und ihre Anwendungen |
26.03.2019 | Lars Niemann: Nichtlineare Phänomene in der Finanzmathematik |
14.03.2019 | Jonathan Ansari: Risk bounds in partially specified factor models |
07.03.2019 | Felix Hermann: On Dualities of Random Graphs and Branching Processes with Disasters to Piecewise Deterministic Markov Processes |
18.02.2019 | Workshop on Mathematical Foundations of Statistical Uncertainty Quantification |
08.02.2019 | Elisabeth Pröhl: Existence and Uniqueness of Recursive Equilibria with Aggregate and Idiosyncratic Risk |
07.02.2019 | Vorbesprechung des Bachelorseminar der Stochastik 07.02.2019, 10:00 Uhr Raum 232, Ernst-Zermelo-Str. 1 |
05.02.2019 | Workshop of the Freiburg-Strasbourg Research Group with Hans-Jörg Albrecher |
09.11.2018 | Dr. Lukas Steinberger: Statistical estimation under differential privacy constraints |
08.11.2018 | Thorsten Schmidt: Deep Hedging. MathFinance Flow event, Frankfurt |
23.10.2018 | Lars Niemann: Konsistente Erwartungen und Arbitrage |
02.10.2018 | 5th meeting of the Freiburg-Strasbourg Research group at FRIAS |
06.07.2018 | Prof. Dr. Eckhard Platen (University of Technology, Sydney): Towards Less Expensive Production in Insurance and for Pensions |
01.-04.7.2018 | The 10th Freiburg-Wien-Zürich Seminar takes place at Wolfgangsee, Austria. |
18.06.2018 | The Research School in Financial Mathematics will take place in Ibadan, Nigeria, from June 18 to 23, 2018. Dr. Tolulope Fadina from our Department is co-organizing this research school in Nigeria. |
12.06.2018 | Video on Youtube of Rama Cont's talk on Universal Price Formations on Financial Markets: A perspective from Machine Learning (May 2018, Freiburg). |
12.06.2018 | Video on Youtube of fields medallist Wendelin Werner's talk on the (quantum) disk as patchwork of (quantum) disks (Feb 2018, GPSD Freiburg). |
17.05.2018 | Prof. Rama Cont (Imperial College London): Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning |
17.05.2018 | Prof. Akihiro Kanamori (Boston University): Ernst Zermelo, Freiburg and Set Theory |
14.05.2018 | Workshop at FRIAS on model risk and robust finance, May 14 - May 18, 2018. |
13.03.2018 | Mathematics Day am FRIAS |
08.03.2018 | Prof. B. Rajeev: Translation invariant diffusions : Some examples and applications |
27.02.2018 | Stochastiktage 2018 in Freiburg |
26.01.2018 | Prof. Dr. Johanna F. Ziegel: Higher Order Elicitability |
11.01.2018 | 2nd Workshop of the Freiburg-Strasbourg Research Group with Laura Ballotta and Rudi Zagst |
12.12.2017 | Weijun Yu wurde am 12. Dezember promoviert zu dem Thema: Infinite-dimensional affine models under incomplete information |
01.12.2017 | Dr. Christiane Fuchs: Understanding Biological Processes using Stochastic Modelling |
28.11.2017 | Prof. David Siegmund: Detection and Estimation of Local Signals |
24.11.2017 | Dr. Michael Hoffmann: On Detecting Changes in the Jumps of Arbitrary Size of a Time-Continuous Stochastic Process |
03.11.2017 | 30 Jahre Datenanalyse und Modellbildung in Freiburg |
30.10.2017 | Prof. Dr. Sebastian Ferrando: Trajectorial Models based on Operational Assumptions |
19.10.2017 | Prof. Dr. Anita Winter: Algebraic Trees Versus Metric Trees as States of Stochastic Processes |
12.10.2017 | First Workshop of the Freiburg-Strasbourg Research Group on Financial and Actuarial Mathematics |
04.10.2017 | Workshop im Rahmen des DFG-Schwerpunktprogrammes "Probabilistic Structures in Evolution" |
28.08.2017 | Maria Fernanda del Carmen Agoitia Hurtado wurde am 24. August promoviert zu dem Thema: Time-inhomogeneous polynomial processes in electricity spot price models |
14.07.2017 | Prof. Juan-Pablo Ortega: Time-delay reservoir computers: nonlinear stability of functional differential systems and optimal nonlinear information processing capacity. Applications to stochastic nonlinear time series forecasting |
12.07.2017 | Dr. Raghid Zeineddine: Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems |
07.07.2017 | Thorsten Schmidt: Risiko und Chance: Stochastik in der Anwendung |
27.06.2017 | Hans Bühler: Deep Statistical Hedging |
02.06.2017 | Prof. Dr. Thomas Brox: Deep Learning |
17.05.2017 | FRIAS Fellowship for Ernst Eberlein and Thorsten Schmidt |
12.05.2017 | Prof. Dr. Holger Dette: Statistical Methodology for Comparing Curves |
09.05.2017 | Thorsten Schmidt: Incomplete Information in Finance |
28.04.2017 | Dr. Johannes Lederer: A General Framework for Uncovering Dependence Networks |
24.04.2017 | Dr. Blanka Horvath: Short-Time Near-the-Money Skew in Rough Fractional Stochastic Volatility Models |
31.03.2017 | Anmeldeschluss des Seminar: Empirical Analysis of Stock Markets |
10.02.2017 | Prof. Dr. Christoph Becker: Value, Size, Momentum and the Average Correlation of Stock Returns |
02.02.2017 | Prof. Dr. Moritz Diehl: Nonlinear Optimization Methods for Model Predictive Control of Mechatronic Systems |
11.01.2017 | Blockseminar: Challenges in Financial Markets |
02.12.2016 | JProf. Dr. Philipp Harms: Shape Analysis: Infinite-Dimensional Geometry, Statistics on Manifolds, and Applications |
13.10.2016 | Prof. Damir Filipovic: Replicating Portfolio Approach to Capital Calculation |
09.06.2016 | Prof. Dr. Rüdiger Frey: Optimal Liquidation Under Partial Information and Market Impact |
03.06.2016 | Prof. Dr. Ludger Overbeck: Capital Allocation for Dynamic Risk Measures |
06.05.2016 | Sebastian Bossert: Competing Selective Sweeps |
12.02.2016 | Workshop on Recent Developments in Finance, Risk Theory and Stochastic Analysis in honor of Ludger Rüschendorf |
14.01.2016 | Prof. Dr. Thorsten Schmidt: Von der Praxis in die Theorie der Finanzmathematik: Eine sprunghafte Angelegenheit |
19.06.2015 | Prof. Dr. Stefan Weber: Measures of Systemic Risk |
20.05.2015 | Advanced Modelling in Mathematical Finance, A conference in honour of Ernst Eberlein |
30.01.2015 | Festkolloquium anlässlich des 80. Geburtstags unseres Ehrendoktors Prof. Dr. Dr. h.c. Albert N. Shiryaev |
23.01.2015 | Prof. Dr. Jörg Rahnenführer: Statistical Analysis of Modern Sequencing Data – Quality Control, Modelling and Interpretation |
05.12.2014 | Dr. Pavel Gapeev: Risk Sensitive Utility Indifference Pricing of Perpetual American Options Under Fixed Transaction Costs |
17.10.2014 | Workshop on Risk and Regulation |
27.08.2013 | Workshop on Optimality of Payoffs and Risk Aggregation |
21.05.2013 | Arc Conjectandi, a Celebration of 300 Years of Stochastics |
15.03.2012 | Conference on Liquidity and Credit Risk |
28.04.2011 | Workshop on Optimal Stopping, Sequential Methods and Related Topics |
2007 | 550. Universitätsjubiläum |
27.04.2007 | Gauß Vorlesung |
27.02.2007 | Ausstellung "Mathematik zum Anfassen" |
14.07.2006 | Workshop Mathematical Finance |
21.06.2002 | Festkolloquium anlässlich des 75. Geburtstags von Prof. Dr. Dr. h.c. Hermann Witting |
02.11.2001 | Festkolloquium aus Anlass der Ehrenpromotion von Prof. Dr. Dr. h.c. Albert N. Shiryaev |