SS  18 : Seminar: "Quantitative Finance"  

Attention: new time/location:

08:30 - 10:00 on Mondays, MA 742 or 721

First meeting: Mon, 16-Apr-2018, focus: Asymptotic option pricing

Additional reading on Large Deviations: Lectures (Robertson), VO (König)

Large Deviations in Finance (Pham), Wentzell–Freidlin theory (Gentz)

Partial material for 7-May: Primer on Rough Paths

Future meetings (always Mondays), 23-Apr / 30-Apr / 7-May / 14-May (TBC)

28-May / 4-Jun (TBC) / 11-Jun / 18-Jun / 25-Jun / 2-Jul (TBC) & blocked talks (dates TBC)

Talks distribution

WS  17 / 18 : Seminar: "Rough Analysis and Quantitative Finance"   Mondays 12:00 - 14:00, MA 742

First meeting: Monday, 23-Oct-2017

If interested, fill out the Seminar participation form and send between 11-Oct and 25-Oct

as 1-Page PDF to Frau Downes, downes@math.tu-berlin.de

Some topics found here:

https://docs.google.com/document/d/136FeGICoeP7jp0ASlVdCDqhYrtOYZ81Jh-Y78SVMkn4/edit?usp=sharing