Timetable
Tuesdays and Thursdays, 16:30-18:00.
Tu, 15.03.2005 Alexandra Dias (Credit Suisse and ETH Zurich)
16:30, FH 6
Copula change-point detection and dynamic copula models for
multivariate high-frequency data in finance
Vortragsreihe aus Finanz- und Versicherungsmathematik
Th, 17.03.2005 Dmitry Rokhlin (Rostov State University, Russia)
16:30, Seminarraum 107
On some problems of no-arbitrage: constructive criteria in
the case of finite discrete time and the Kreps-Yan theorem
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/