Talks at International Conferences and Seminars

2017

Thera Stochastics - A Mathematics Conference in Honor of Ioannis Karatzas, Santorini, A Mass Transport Approach to Value-at-Risk Bounds with Partial Dependence Information (poster).

 

 
2017

Recent Developments in Dependence Modeling with Applications in Finance and Insurance, Aegina, Value-at-Risk Bounds with Two-Sided Dependence Information (talk). 

 

 
2016

Model Uncertainty & Robust Finance, Milan, Value-at-Risk Bounds with Partial Dependence Information (talk).

 

 
2016

Research Seminar: Berliner Kolloquium, Berlin, Value-at-Risk Bounds with Partial Dependence Information (talk).

 

 
2016

Dependence Modelling in Finance, Insurance and Environmental Science, Munich, Value-at-Risk Bounds with Partial Dependence Information (talk).

 

 
2016

German Probability and Statistics Days, Bochum, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

 

 
2016

Actuarial and Financial Mathematics Conference, Brussels, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

 

 
2016

Research Seminar: Stochastic Analysis and Stochastic Finance, Berlin, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

 

 
2015

Modeles Stochastiques en Finances Séminaire, CMAP, Ecole Polytechnique Paris, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

 

 
2015

Methods of Mathematical Finance: a conference in honor of Steve Shreve’s 65th birthday, Pittsburgh, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).

 

 
2015

Dependence and Risk Measures, Milan, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).

 

 
2015

Stochastic Methods in Finance and Physics, Heraklion, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).

 

 
2015

Advanced Modelling in Mathematical Finance, Kiel, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).

 

 
2015 Research Seminar: Berliner Kolloquium, Berlin, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).
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