Christoph Belak
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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 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
