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Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility...
www.math.uni-kiel.de
Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility estimation for stochastic PDEs using high-frequency observations (joint work with Mathias Trabs)" von 10:15 bis 11:45 LMS 4 - Raum Übungsraum. Abstract: We study the parameter estimation for parabolic, linear, second order, stochastic partial differential equations observing a mild solution on a discrete ...
CREATES seminar: Markus Bibinger, University of Mannheim
econ.au.dk
Title: Nonparametric change-point analysis of volatility
2017 — Mathematisches Seminar
www.math.uni-kiel.de
Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility estimation for stochastic PDEs using high-frequency observations (joint work with Mathias Trabs)" Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility estimation for stochastic PDEs using high-frequency observations (joint work with Mathias Trabs)" - Mehr…
KIT - Department of Mathematics - Volatility dynamics ...
www.math.kit.edu
Prof. Dr. Markus Bibinger, Universität Marburg: Place: Kollegiengebäude MathematikSeminarraum : Time: , 11:30 : Invited by: Prof. Dr. F. Herrlich: Abstract . Volatility is the prevailing concept to describe market risk in price evolutions. Since the volatility process is latent, its recovery is the key ingredient for risk management and risk prediction. We ...
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