Guests

Name/Affiliation Room Phone Period E-mail
Gulisashvili, Archil
Ohio University, Athens

HG G 38.2

+41 44 632 9362 24 Nov. - 23 Dec. 2010
Title and affiliation
Prof. Archil Gulisashvili (Ohio University, Athens)
Fields of interest
Financial Mathematics: Stochastic Volatility Models, Asymptotic Behavior of the Stock Price Density, Implied Volatility in Stochastic Stock Price Models. Schrödinger Semigroups and Feynman-Kac Propagators:Smoothing Properties,Non-Autonomous Kato Classes
Invited by
Josef Teichmann
Stay period
from 24-Nov-2010 until 23-Dec-2010
Skovmand, David
Aarhus School of Business

HG G 39.4

+41 44 632 3590 27 Sep. - 27 Nov. 2010
Title and affiliation
Prof. David Skovmand (Aarhus School of Business)
Fields of interest
Interest Rate Models, Derivatives, Levy Processes, Computational Finance
Invited by
Josef Teichmann
Stay period
from 27-Sep-2010 until 27-Nov-2010
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