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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Archived Talks
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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
