Christoph Belak
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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
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2020
Archived Talks
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2011
Presentations in 2016
Optimal Stochastic Impulse Control - Mathematical Colloquium, University of Trier, Germany
2016-12-08-OptimalStochasticImpulseControl
Backward Nonlinear Expectation Equations - Colloquium on Mathematical Statistics and Stochastic Processes, University of Hamburg, Germany
2016-11-29-BackwardNonlinearExpectationEquations
Utility Maximization with Constant and Proportional Costs - Vienna Congress on Mathematical Finance, Vienna, Austria
2016-09-14-UtilityMaximizationWithConstantAndProportionalCosts
Pricing Contingent Claims under Jump Uncertainty - 9th Bachelier Finance Society World Congress, New York, USA
2016-07-15-PricingContingentClaimsUnderJumpUncertainty
Portfolio Optimization with Transaction Costs - Quantitative Finance QP++ Symposium, Trier, Germany
2016-04-04-PortfolioOptimizationWithTransactionCosts
Backward Nonlinear Expectation Equations - 12th German Probability and Statistics Days, Bochum, Germany
2016-03-02-BackwardNonlinearExpectationEquations
Pricing Contingent Claims under Jump Uncertainty - 12th German Probability and Statistics Days, Bochum, Germany
2016-03-02-PricingContingentClaimsUnderJumpUncertainty
Pricing Contingent Claims under Jump Uncertainty - 10th Bachelier Colloquium, Métabief, France
2016-01-19-PricingContingentClaimsUnderJumpUncertainty
