Presentations – Dr. Christoph Belak

Presentations in 2018

26.03.: Utility Maximization with Constant Costs (Probability and Computational Finance Seminar, Carnegie Mellon University, Pittsburgh, USA)
27.02.: Stochastic Perron’s Method (Invited Lecture, Carnegie Mellon University, Pittsburgh, USA)
21.02.: Utility Maximization with Constant Costs (Financial/Actuarial Mathematics Seminar, University of Michigan, Ann Arbor, USA)

18.12.: Non-Smooth Verification for Impulse Control Problems (Workshop on Optimal Stopping in Complex Environments, Bielefeld, Germany)
28.09.: Utility Maximization with Constant Costs (Joint Risk & Stochastics and Financial Mathematics Seminar, London School of Economics, 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)

08.12.: Optimal Stochastic Impulse Control (Mathematical Colloquium, University of Trier, Germany)
29.11.: Backward Nonlinear Expectation Equations (Colloquium on Mathematical Statistics and Stochastic Processes, University of 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)

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

11.11.: Worst-Case Portfolio Optimization: Bubbles and Transaction Costs (Colloquium on Mathematical Statistics and Stochastic Processes, University of 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)

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)

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