Presentations

Presentations in 2017

• 28.09.: Utility Maximization with Constant Costs (London School of Economics Joint Risk & Stochastics and Financial Mathematics Seminar, London, United Kingdom)
• 22.06.: Utility Maximization with Constant Costs (8th General AMaMeF Conference, Amsterdam, Netherlands)
• 31.03.: Discussion: Pointwise Arbitrage Pricing Theory in Discrete Time (Byrne Young Researcher Workshop on Mathematical Finance, Ann Arbor, USA)
• 28.03.: Non-Smooth Verification for Impulse Control Problems (Byrne Young Researcher Workshop on Mathematical Finance, Ann Arbor, USA)
• 16.01.: Utility Maximization with Constant Costs (11th Bachelier Colloquium, Métabief, France)

 

Presentations in 2016

• 08.12.: Optimal Stochastic Impulse Control (Mathematical Colloquium, Trier, Germany)
• 29.11.: Backward Nonlinear Expectation Equations (Colloquium on Mathematical Statistics and Stochastic Processes, Hamburg, Germany)
• 14.09.: Utility Maximization with Constant and Proportional Costs (Vienna Congress on Mathematical Finance, Vienna, Austria)
• 15.07.: Pricing Contingent Claims under Jump Uncertainty (9th Bachelier Finance Society World Congress, New York, USA)
• 04.04.: Portfolio Optimization with Transaction Costs (Quantitative Finance QP++ Symposium, Trier, Germany)
• 02.03.: Backward Nonlinear Expectation Equations (12th German Probability and Statistics Days, Bochum, Germany)
• 02.03.: Pricing Contingent Claims under Jump Uncertainty (12th German Probability and Statistics Days, Bochum, Germany)
• 19.01.: Pricing Contingent Claims under Jump Uncertainty (10th Bachelier Colloquium, Métabief, France)

 

Presentations in 2015

• 17.03.: Worst-Case Portfolio Optimization: Transaction Costs and Bubbles (Disputation, Kaiserslautern, Germany)
• 12.01.: Backward Nonlinear Expectation Equations (9th Bachelier Colloquium, Métabief, France)

 

Presentations in 2014

• 11.11.: Worst-Case Portfolio Optimization: Bubbles and Transaction Costs (Colloquium on Mathematical Statistics and Stochastic Processes, Hamburg, Germany)
• 10.10.: Recursive Utility and Stochastic Differential Utility with Nonlinear Expectations (TUK-TUM Research Seminar, Kaiserslautern, Germany)
• 04.03.: Valuation of Contingent Claims under Jump Uncertainty (11th German Probability and Statistics Days, Ulm, Germany)

 

Presentations in 2013

• 23.11.: Worst-Case Portfolio Optimization in a Market with Bubbles (International Workshop on Regime Switching Models in Finance, Kaiserslautern, Germany)
• 16.09.: Worst-Case Portfolio Optimization in a Market with Bubbles (TUK-TUM Research Seminar, Bad Tölz, Germany)
• 26.08.: A Worst-Case Approach to Portfolio Optimization in a Market with Bubbles (6th European Summer School in Financial Mathematics, Vienna, Austria)
• 11.06.: Worst-Case Portfolio Optimization in a Market with Bubbles (6th AMaMeF and Banach Center Conference, Warsaw, Poland)
• 04.06.: Worst-Case Portfolio Optimization in a Market with Bubbles (Frontiers in Financial Mathematics, Dublin, Ireland)
• 14.01.: Uniqueness of Unbounded Viscosity Solutions arising in Portfolio Optimization with Proportional Transaction Costs (7th Bachelier Colloquium, Métabief, France)

 

Presentations in 2012

• 28.08.: Optimal Terminal Wealth with Transaction Costs and Uniqueness of Unbounded Viscosity Solutions (TUK-TUM Research Seminar, Lambrecht, Germany)
• 16.07.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (Optimal Stopping, Control and Finance Workshop, Warwick, England)
• 20.06.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (7th Bachelier Finance Society World Congress, Sydney, Australia)
• 07.03.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (10th German Probability and Statistics Days Mainz, Germany)
• 17.01.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (6th Bachelier Colloquium, Métabief, France)

 

Presentations in 2011

• 18.02.: Optimal Investment: Transaction Costs and Crash Threats (DCU Financial Mathematics Seminar, Dublin, Ireland)