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Stochastics Seminar (Spring 2014/2015)
Based on Pham's Continuous-time
Stochastic Control and Optimization with Financial Applications
General rule: every second Tuesday from 14:30 to 16:30, or from 15:00 to 17:00 if Sergei needs the room. Details: see table below.
| Seminar date |
Location |
Material covered |
Speaker |
| 10-02-2015 |
KdVI Lecture Room |
Chapter 1 |
Sonja |
| 24-02-2015 |
KdVI Lecture Room |
Chapter 1 (cont'd), Chapter 2 |
Sonja and Peter S. |
| 17-03-2015 |
KdVI Lecture Room |
Chapter 3 |
Julia |
| 24-03-2015 |
KdVI Lecture Room |
Chapter 4 |
Jarno |
| 07-04-2015 |
KdVI Lecture Room |
Chapter 4/Chapter 5 |
David |
| 22-04-2015 (Wednesday!) |
KdVI Lecture Room |
Chapter 4: examples |
Sonja |
| 19-05-2015 |
KdVI Lecture Room |
Chapter 6 |
Peter K. |
| 02-06-2015 |
KdVI Lecture Room |
Chapter 6 & 7 |
Peter K. and Nicos |
| 23-06-2015 |
KdVI Lecture Room |
Chapter 7 |
Nicos |
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