ETH Zürich

Talks in Financial and Insurance Mathematics, Winter 2001/02

[September 2001] [October 2001] [November 2001] [December 2001] [January 2002] [February 2002]

Tuesday, February 5, 2002, 12.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Lunchtime Seminar on Financial and Insurance Mathematics)
Tuesday, February 5, 2002, 20.00 h (Restaurant Au Premier, Zürich Main Station) (Colloquium of Actuaries)
Monday, February 4, 2002, 17.15 h (ETHZ, HG G26.1) (Seminar on Financial and Insurance Mathematics)
Thursday, January 31, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Wednesday, January 30, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Stochastic Processes)
Tuesday, January 29, 2002, 12.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Lunchtime Seminar on Financial and Insurance Mathematics)
Tuesday, January 29, 2002, 17.15 h (KO2, Lecture Theatre 150, University Main Building, Rämistr. 71) (Mathematisches Kolloquium Zürich)
Tuesday, January 29, 2002, 17.15 h (ETHZ, HG E1.1) (Konsortium Walter-Saxer-Versicherungshochschulpreis)
Thursday, January 24, 2002, 15.15 - 17.00 h (ETHZ, ML H37.1) (Case Studies Computational Sciences and Engineering)
Thursday, January 24, 2002, 17.15 h (ETHZ, F1) (Kolloquium über Mathematik, Informatik und Unterricht)
Wednesday, January 23, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Stochastic Processes)
Tuesday, January 22, 2002, 12.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Lunchtime Seminar on Financial and Insurance Mathematics)

Minicourse at ETHZ on

Discretization of Stochastic Processes and Applications to Financial Problems

by Prof. Denis Talay (INRIA Sophia-Antipolis, France)

Abstract: The discretisation of stochastic procesess in financial applications is quite important. Most financial models are continuous time models, whereas the real world only offers the possibility to trade in discrete time. Also from a numerical viewpoint, the calculations can only be done in a discrete framework. The minicourse will treat some problems that come from the approximation of continuous time processes with discrete processes.

Date  Time  Location
Monday, January 21, 2002   14.00 - 16.00   HG F33.1
Tuesday, January 22, 2002 10.00 - 12.00
14.00 - 16.00
LFW E14/16
Monday, January 28, 2002 14.00 - 16.00 LFW E14/16
Tuesday, January 29, 2002 10.00 - 12.00
14.00 - 16.00
HG F33.5
(Admission is free, there is no registration)
Monday, January 21, 2002, 18.15 h (Aula, University Main Building, Rämistr. 71) (Inaugural Lecture)
Wednesday, January 16, 2002, 16.30 h (ETHZ, HG E1.1) (Colloquium on Applied and Numerical Mathematics)
Tuesday, January 15, 2002, 12.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Lunchtime Seminar on Financial and Insurance Mathematics)
Tuesday, January 15, 2002, 20.00 h (Restaurant Au Premier, Zürich Main Station) (Colloquium of Actuaries)
Friday, January 11, 2002, 15.15 h (LEO C15, Leonhardstrasse 27, 8006 Zürich) (Seminar for Statistics)
Announcement: CARISMA Workshop III/2001 on Monday, December 10, 2001, from 10.00 to 17.00 in Credit Suisse Forum St. Peter, St. Peterstr. 19 near Paradeplatz. Topics
Monday, December 10, 2001, 17.15 h (ETHZ, Auditorium Maximum, HG F30)
Thursday, December 6, 2001, 17.15 h (ETHZ, G 26.5) (Seminar on Financial and Insurance Mathematics)
Wednesday, December 5, 2001, 20.00 h (Restaurant Au Premier, Zürich Main Station) (Colloquium of Actuaries)
Thursday, November 29, 2001, 15.15 h (ETHZ, HG E42) (Seminar on Financial and Insurance Mathematics)
Tuesday, November 27, 2001, 12.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Lunchtime Seminar on Financial and Insurance Mathematics)
Monday, November 26, 2001, 10.30 - 11.30 (CS-Forum St. Peter, St. Peterstr. 19 near Paradeplatz) (SZE Society of Zurich Economists, registration required)
Friday, November 23, 2001, 16.30 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Thursday, November 22, 2001, 15.15 h (ETHZ, HG E42) (Seminar on Financial and Insurance Mathematics)
Thursday, November 22, 2001, 17:00 h (ETHZ, HG E42) (Seminar on Financial and Insurance Mathematics)
Friday, November 16, 2001, 16.30 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics in cooperation with SAM)
Thursday, November 15, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Tuesday, November 13, 2001, 12.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Lunchtime Seminar on Financial and Insurance Mathematics in cooperation with SAM)
Announcement: Workshop on Extremal Events and Dependence Modelling with Applications to Financial Risk Management, Nov. 12 - 13, 2001, at Swiss Re Rüschlikon (Switzerland), Centre for Global Dialogue
Friday, November 9, 2001, 16.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Thursday, November 8, 2001, 17.15 h (ETHZ, ML E13) (Seminar on Financial and Insurance Mathematics)
Thursday, November 8, 2001, 15.15 h (ETHZ, ML E13) (Seminar on Financial and Insurance Mathematics)
Tuesday, November 6, 2001, 19.00 h (Restaurant Au Premier, Zürich Main Station) (Colloquium of Actuaries)
Tuesday, November 6, 2001, 12.15 - 13.00 (ETHZ, HG G 26.1) (Lunchtime Seminar on Financial and Insurance Mathematics)
Thursday, November 1, 2001, 15.15 h (ETHZ, HG E42) (Seminar on Financial and Insurance Mathematics)
Thursday, October 25, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Announcement: The Risk Day 2001 is planned for Friday, Oct. 19, 2001.
Tuesday, October 16, 2001, 12.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Lunchtime Seminar on Financial and Insurance Mathematics)
Announcement: SVOR/ASRO/RiskLab-Tutorial Current Trends in Financial Modelling, Oct. 11-12, 2001, in Thun, Switzerland.
Thursday, October 11, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Friday, September 28, 2001, 14.55-15.35 (ETHZ, Auditorium Maximum, HG F30) (Latsis-Symposium 2001)
Thursday, September 20, 2001, 15.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Thursday, September 20, 2001, 16.30 - 17:00 (ETHZ, Hermann-Weyl-Zimmer, HG G43) (Seminar on Financial and Insurance Mathematics)
Links to: [Current List of Talks] [Risk Day 2004] [Talks Winter 2003/04] [Risk Day 2003] [Talks Summer 2003] [Talks Winter 2002/03] [Risk Day 2002] [Talks Summer 2002] [Talks Winter 2001/02] [Risk Day 2001] [Talks Summer 2001] [Talks Winter 2000/01] [Risk Day 2000] [Talks Summer 2000] [Talks Winter 1999/2000] [Risk Day 1999] [Talks Summer 1999] [Talks Winter 1998/99] [Risk Day 1998] [Talks Summer 1998] [Talks Winter 1997/98] [RiskLab] [Finance and Insurance] [Master of Advanced Studies in Finance] [Department of Mathematics] [ETH Zürich]
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