Christoph Belak
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Publications
Teaching
Overview
Lecture Notes
Finance C
Machine Learning with Financial Applications
Mathematical Finance I
Mathematical Finance II
Probability Theory I
Probability Theory II
Stochastic Analysis and Mathematical Finance
Stochastic Control and Optimization
Stochastic Processes
Presentations
2022
2021
2020
2019
Archived Talks
2018
2017
2016
2015
2014
2013
2012
2011
Presentations in 2012
Optimal Terminal Wealth with Transaction Costs and Uniqueness of Unbounded Viscosity Solutions - TUK-TUM Research Seminar, Lambrecht, Germany
2012-08-28-OptimalTerminalWealthWithTransactionCosts
Worst-Case Portfolio Optimization with Proportional Transaction Costs - Optimal Stopping, Control and Finance Workshop, Warwick, United Kingdom
2012-07-16-WorstCasePortfolioOptimizationWithProportionalTransactionCosts
Worst-Case Portfolio Optimization with Proportional Transaction Costs - 7th Bachelier Finance Society World Congress, Sydney, Australia
2012-06-20-WorstCasePortfolioOptimizationWithProportionalTransactionCosts
Worst-Case Portfolio Optimization with Proportional Transaction Costs - 10th German Probability and Statistics Days, Mainz, Germany
2012-03-07-WorstCasePortfolioOptimizationWithProportionalTransactionCosts
Worst-Case Portfolio Optimization with Proportional Transaction Costs - 6th Bachelier Colloquium, Métabief, France
2012-01-17-WorstCasePortfolioOptimizationWithProportionalTransactionCosts
