PROGRAM
(
Venue: Institute of Mathematics, ul. Janiszewskiego 14a, room P 01)
Friday, October 22th
- 17:15-19:00 Course "Advanced Methods in Finance", part II:
"Nonparametric Models: Nonparametric Density Estimation, Histogram, Kernel Density Estimation, (Univariate, Multivariate)",
prof. Wolfgang Haerdle, Michal Benko (Berlin)
Saturday, October 23th
- 9:30-11:00 Course "Advanced Methods in Finance", part III:
"Nonparametric Regression: Kernel Regression, Local Polynomial, K-nn, Median Smoother",
prof. Wolfgang Haerdle, Michal Benko (Berlin)
- 11:30-13:00 Course "Advanced Methods in Finance", part IV:
"Nonparametric Risk Management with Generalized Hyperbolic Distribution", prof. Wolfgang Haerdle, Michal Benko (Berlin)
- 14:00-15:00 The graduates' meeting
Chair: prof. Aleksander Weron, doc. Janusz Górniak
- 15:30-16:30 Applicationes Mathematicae seminar, part I, Chairman: prof. Aleksander Weron
- 15:30-16:00 "Steinhaus and Hausdorff - two hidden fathers of
probability theory",
prof. H. J. Girlich (Leipzig)
- 16:00-16:30 "Stefan Drobot's Dimensional Analysis",
prof. W. Kasprzak,
prof. M. Rybaczuk (Wroclaw)
- 17:00-18:00 Applicationes Mathematicae seminar, part II, Chair: prof. Wolfgang Haerdle
- 17:00-17:30 "Valuation of a credit risk portfolio",
prof. L. Gajek (Lodz)
- 17:30-18:00 "Problems with volatility modeling",
prof. M. Musiela (London)
- 18-... The graduates' meeting on Rynek
Sunday, October 24th
- 9:30-11:00 Course "Advanced Methods in Finance", part V:
"Spline Smoothing, Orthogonal Series Smoothing
Common Functional IV Surface Analysis",
prof. Wolfgang Haerdle, Michal Benko (Berlin)