Postgraduale Lehrgänge/Summer School | eingeladene_r Sprecher_in | Summer School organized jointly by CAF, DYNSTOCH and MaPhySto, University of Aarhus, Denmark | 08/2002 | 08/2002 | "From Levy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance"; Vortragsreihe, |
Postgraduale Lehrgänge/Summer School | eingeladene_r Sprecher_in | Gastprofessur im Rahmen des Erasmus Teaching Staff Exchange am Dipartimento di Matematica "Francesco Brioschi", Politecnico di Milano, Italy | 11/2014 | 12/2014 | Gastprofessur |
Postgraduale Lehrgänge/Summer School | eingeladene_r Sprecher_in | Summer School in Economics and Finance, Canazei | 01/2013 | 01/2013 | Vortrag |
Postgraduale Lehrgänge/Summer School | eingeladene_r Sprecher_in | SFB Workshop, Stochastic volatility and risk management - temporal and spatial dependence, LMU Munich, Germany, | 12/2002 | 12/2002 | Vortrag: "A zoo of special functions and probability distributions arising in the study and implementation of stochastic volatility models" ; (06.12.2002) |
Postgraduale Lehrgänge/Summer School | eingeladene_r Sprecher_in | Berlin Workshop on Mathematical Finance for Young Researchers, TU & HU Berlin, Germany (30.11.2000) | 11/2000 | 11/2000 | Vortrag: "On option pricing in Ornstein-Uhlenbeck based stochastic volatility models"; |
Postgraduale Lehrgänge/Summer School | eingeladene_r Sprecher_in | University of Jyväskylä, Finland (28.05.2002) | 05/2002 | 05/2002 | Vortrag: "On option pricing with Levy driven Ornstein-Uhlenbeck type volatility and multivariate extensions --- theory and implementation"; Miniworkshop on Stochastic Analysis and Finance, |
Postgraduale Lehrgänge/Summer School | Sonstiges | | 02/2004 | 02/2004 | Vortrag: "Questions and remarks related to the small time behaviour of a Lévy process semigroup"; Workshop on Lévy Processes and Bases: Theory and Applications, University of Aarhus, Denmark (27.02.2004) |
Postgraduale Lehrgänge/Summer School | Sonstiges | | 12/2001 | 12/2001 | Vortrag: "The development of a computational library for Lévy processes and OU based SV"; Workshop on Levy processes, stochastic volatility and realised power variation, Nuffield College, Oxford, UK (05.12.2001) |
Wissenschaftliche Konferenz/Symposium | Sonstiges | | 07/2009 | 07/2009 | Member of Scientific Comitee: "Analysis, Stochastics, and Applications - A Conference in Honour of Walter Schachermayer"; University of Vienna, July 12-16, 2009; http://www.mat.univie.ac.at/anstap10/ |
Wissenschaftliche Konferenz/Symposium | Organisator_in | XV Workshop on Quantitative Finance, Firenze | 01/2014 | 01/2014 | Mitglied des Scientific Commitee |
Wissenschaftliche Konferenz/Symposium | Organisator_in | XIV Workshop on Quantitative Finance, University of Bolgna, Rimnini Campus | 01/2013 | 01/2013 | Mitglied des Scientific Commitee |
Wissenschaftliche Konferenz/Symposium | Organisator_in | 4th Austrian Stochastics Days | 09/2015 | 09/2015 | Organisation |
Wissenschaftliche Konferenz/Symposium | Organisator_in | "The interplay between Financial and Insurance Mathematics, Statistics and Econometrics", Thematic program at the Wolfgan Pauli Institute (WPI) Vienna | 01/2010 | 01/2010 | Organisation |
Wissenschaftliche Konferenz/Symposium | Organisator_in | Conference on Numerical Methods for American and Bermudan Options, Vienna | 10/2008 | 10/2008 | Organisation |
Wissenschaftliche Konferenz/Symposium | Organisator_in | Analysis, Stochastics, and Applications- A conference in Honour of Walter Schachermayer, Vienna | 07/2010 | 07/2010 | Organisation |
Wissenschaftliche Konferenz/Symposium | Organisator_in | Oberwolfbacher-Seminar Stochastic Modelling and Statistics in Finacne; with Applications | 10/2003 | 10/2003 | Organisation |