Probability & Statistics Group Heidelberg-Mannheim

1st Heidelberg-Mannheim Stochastics Colloquium

Speakers and Titles

  • Denis Belomestny (Duisburg): Uncertainty quantification for optimal stopping problems under coherent risk measures
  • Rama Cont (London): Pathwise Analysis of Hedging Strategies for Path-dependent Options
  • Tilmann Gneiting (Heidelberg): Thinking aloud about the Basel Accords
  • Claudia Klüppelberg (Munich): Systemic risk in a large claims insurance market with bipartite graph structure
  • Dennis Kristensen ( London): Copula-Based Semiparametric Diffusion Models:  Identification and Estimation
  • Eric Moulines (Paris): Subgeometric rates of convergence in Wasserstein distance for Markov chains


09.30-10.00 registration & welcome coffee
10.15-11.15 Rama Cont
11.15-12.15 Denis Belomestny
12.15-13.45 lunch break
13.45-14.45 Dennis Kristensen
14.45-15.45 Eric Moulines
15.45-16.15 coffee break
16.15-17.15 Tilmann Gneiting
17.15-18.15 Claudia Klüppelberg
18.30-20.30 dinner

Practical Information

Date: November 21st, 2014

Venue: Heidelberg, Neuenheimerfeld 145


RTG 1953 in cooperation with the International Laboratory of Stochastic Analysis and its Applications Higher School of Economics (Moscow) and MAThematics Center Heidelberg (MATCH)