2000–2014 – Insurance Mathematics and Stochastic Finance | ETH Zurich
... 8th Bachelier Colloquium Métabief ( external pageWebsitecall_made ) 24 to 25 March 2014 Mini ... Financial Mathematics 13 to 20 January 2013 7th Bachelier Colloquium Métabief ( external ... Bachelier Colloquium Métabief ( external page Website call_made ) 24 to 25 March 2014 Mini-Workshop on ... Mathematics 13 to 20 January 2013 7th Bachelier Colloquium Métabief ( external page Website call_made ) 06 ...
Invited talk by Bruno Sudret – Risk, Safety and Uncertainty Quantif...
... quantification in engineering" at the Institut Louis Bachelier (Paris). 01.12.2015 The talk took place on ... gave an invited talk on "uncertainty quantification in engineering" at the Institut Louis Bachelier ...
Denise Künzli – ETH Zürich
... . In addition, I am the Administrative Director of the Bachelier Finance Society , an organization in ... Director of the Bachelier Finance Society , an organization in mathematical finance where academia and ...
10.03.2016, W. Schachermayer – Institute for Theoretical Studies | ...
... work by L. Bachelier: in 1900 he proposed Brownian Motion as a model for the price process of a ... paradigmatic problem: the pricing of options. This theme goes back to the work by L. Bachelier: in 1900 he ...
ITS Workshop „Mathematical Finance beyond classical models“ – Insti...
... Prix Louis Bachelier awarded to Josef Teichmann. Link to webpage Additional Information The ETH-ITS ... also supported by Fondation Natixis and the SMAI by means of the Grand Prix Louis Bachelier awarded to ...
https://metaphor.ethz.ch/x/2019/hs/401-4889-00L/ex/ex/ex12.pdf
... consider the Bachelier model dSt = µdt+ σdBt, S0 ∈ R, with µ ∈ R and σ > 0. Compute the optimal utility and ... consider the Bachelier model dSt = µdt+ σdBt, S0 ∈ R, with µ ∈ R and σ > 0. Compute the optimal utility and ...
Personal Homepage of Prof. Dr. Beatrice Acciaio
... Meeting 2022, online 11th World Congress of the Bachelier Finance Society, Hong Kong - online (plenary ... on Mathematical Finance for Young Researchers Paris Bachelier seminar, online 10th general AMaMeF ... Bachelier Finance Society, Hong Kong - online (plenary speaker) IMSI workshop on Machine Learning and Mean ... Bachelier seminar, online 10th general AMaMeF conference, Padova (plenary speaker) BANFF International ...
Dynamic Mean-Variance Optimization Problems with Deterministic Info...
... the Bachelier and Black-Scholes models. Abstract We solve the problems of mean-variance hedging (MVH ... obtained for hedging European call options in the Bachelier and Black-Scholes models. 2 citations in Scopus ... . Explicit formulas are obtained for hedging European call options in the Bachelier and Black-Scholes models ... Bachelier and Black-Scholes models. Find similar titles Statistics Citations Dimensions.ai Metrics 2 ...
Personal Homepage of Florian Krach
... ) Neural Jump Ordinary Differential Equations. 11th World Congress of Bachelier Finance Society, virtually ...
https://people.math.ethz.ch/~finasto/home/finasto.html
... through the Bachelier Finance Society are available. Electronic Edition Finance and Stochastics has been ... ) including surface mail and handling are available through the Bachelier Finance Society. For more ...
