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
2022
2021
2020
2019
Archived Talks
2018
2017
2016
2015
2014
2013
2012
2011
Presentations in 2018
Option Pricing under Jump Uncertainty - Mathematical Finance Seminar, TU Berlin, Germany
2018-12-06-OptionPricingUnderJumpUncertainty
Non-Smooth Verification for Impulse Control Problems - IFIP TC 7 Conference on System Modelling and Optimization, Essen, Germany
2018-07-26-NonSmoothVerificationForImpulseControlProblems
Utility Maximization with Constant Costs - 10th World Congress of the Bachelier Finance Society, Dublin, Ireland
2018-07-19-UtilityMaximizationWithConstantCosts
Utility Maximization with Constant Costs - A Symposium on Optimal Stopping in Memory of Larry Shepp, Houston, USA
2018-06-29-UtilityMaximizationWithConstantCosts
Option Pricing under Jump Uncertainty - Center for Mathematical Economics Seminar, University of Bielefeld, Germany
2018-06-20-OptionPricingUnderJumpUncertainty
Utility Maximization with Constant Costs - Probability and Computational Finance Seminar, Carnegie Mellon University, Pittsburgh, USA
2018-03-26-UtilityMaximizationWithConstantCosts
Utility Maximization with Constant Costs - Financial/Actuarial Mathematics Seminar, University of Michigan, Ann Arbor, USA
2018-02-21-UtilityMaximizationWithConstantCosts
