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| 2011 | | - MathFinance, Frankfurt, Model-free bounds on bilateral CVA
- Vattenfall Europe AG, Hamburg, Counterparty Value Adjustments
- OR-Kolloqium, Groningen, Costs and benefits of robust programming & Model-free bounds on basket option prices via feasible SIP
- Quant-Kolloqium, Hfb Frankfurt, Model-free bounds on bilateral CVA
| | | | | | 2010 | | - Paraopt X, Karlsruhe, Costs and benefits of robust optimization
- 3rd Pricing Model Validation, London, Floating recovery rates
- Trends in stochastic processes, Liverpool, Model free bounds on counterparty value adjustments
- OR-Kolloqium, Karlsruhe, Neue Resultate aus der robusten Portfoliooptimierung
- PRMIA, Frankfurt, Spieltheoretische Erklärungsansätze zur Finanzkrise
- LANCS, Southampton, Generating multivariate distributions via linear programming
- Allianz Deutschland AG, München, Spieltheoretische Erklärungsansätze zur Finanzkrise
- OR-Kolloqium, Karlsruhe, Modellfreie Bewertung von Kontrahentenausfallrisiken
| | | | | | 2009 | | - BFG 2009, Leuven, A derivative free method for nonlinear SDPs
- ISMP 2009, Chicago, A derivative free method for nonlinear SDPs
- EURO 2009, Bonn, Basket options via semi-infinite programming
- EUROPT 2009, Remagen, A derivative free method for nonlinear SDPs
- Mathematisches Institut - Kolloqium, Düsseldorf, Das 100 Millionen Dollar Spiel
| | | | | | 2008 | | - Bachelier 2008, London, Robustness properties of Markowitz portfolios
- UK OR 2008, York, Consistency of robust portfolio estimates
- SIAM Optimization, Boston, A derivative free method for nonlinear SDPs
- Kolloqium, Birmingham, Calibration of a CDO model via nonlinear SDP
| | | | | | 2007 | | - Optimization in Finance, Coimbra, Consistency of robust portfolio estimates
- Amamef, Wien, Consistency of robust portfolio estimates
- Optimization, Porto, Consistency of robust portfolio estimates
| | | | | | 2006 | | - MathFinance, Frankfurt, Calibration of the Svensson model to yield curves
- ISMP, Rio de Janeiro, Variance reduction in Monte Carlo simulation by QP
- EURO, Island, Continuity properties of robust conic programming
- AG Optimierung, Darmstadt, Costs and benefits of robust programming
| | | | | | 2005 | | - SIOPT, Stockholm, The cascading algorithm in robust programming
- COUCH, Heidelberg, Costs and benefits of robust programming
- AG Optimierung, Erlangen, Costs and benefits of robust programming
| | | | | | 2004 | | - OR 2004, Tilburg, Risk management of sport bets
- Computational Finance, Bologna, Optimal computation of correlation matrices
| | | | | | 2003 | | - OR 2003, Heidelberg, Improving resampling procedures for portfolio optimization
- GOR AG Finanzwirtschaft, Index tracking under transaction cost
- Workshop, Bad Herrenalb, Robust portfolio optimization versus resampled portfolios
| | | | | | 2002 - 1999 | | - 2002 AG Optimierung, Dortmund, Indextracking – Anwendung konvexer Optimierung
- 2000 Workshop, Berlin, Material optimization with a PBM method
- 2000 Workshop, Haifa, Application of SDP to material optimization
- 1999 SIGOPT, Trier, Existence and characterizations of optimal materials
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