17 - TrendsInMaths (2024): Local Volatility Estimation in the Presence of Jumps [ID:53255]
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FAU MoD • Trends in Mathematical Sciences 2024

Presenters

Prof. Jorge Zubelli Prof. Jorge Zubelli

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00:36:08 Min

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2024-06-12

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2024-06-13 12:19:03

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Jorge Zubelli. Mathematics Department, Khalifa University, Abu Dhabi (United Arab Emirates)
Lecture: Local Volatility Estimation in the Presence of Jumps
Date: June 12, 2024
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Event: "Trends in Mathematical Sciences" conference (1st. edition)
Date: Mon.-Fri. June 10 – 14, 2024
Location: Erlangen – Bavaria, Germany
https://mod.fau.eu/events/trends-in-mathematical-sciences/
Host: FAU MoD, Research Center for Mathematics of Data at FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg
Hybrid mode (On-site / Online)
 
Support:
• FAU DCN-AvH, Chair for Dynamics, Control, Machine Learning and Numerics – Alexander von Humboldt Professorship
• Alexander von Humboldt Stiftung (Humboldt Foundation)
• São Paulo Research Foundation
 
Opening by Prof. Joachim Hornegger. President of FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg / Lecture: On the role of Mathematics for AI at FAU.
 
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SPEAKERS
• Joachim Hornegger, Friedrich-Alexander-Universität Erlangen-Nürnberg
• Fernanda Andrade da Silva, University of São Paulo
• Maria Soledad Aronna, Getulio Vargas Foundation
• Octavio Arizmendi Echegaray, CIMAT, Centro de Investigación en Matemáticas
• Carlos Conca, University of Chile
• Everaldo de Mello Bonotto, University of São Paulo
• Joaquim Escher, Leibniz University Hannover
• Jaqueline Godoy Mesquita, University of Brasília
• Matthias Hieber, Technical University of Darmstadt
• Ansgar Jüngel, Vienna University of Technology
• Ludmil Katzarkov, University of Miami
• Carlile Lavor, University of Campinas
• Günter Leugering, FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg / FAU MoD, Research Center for Mathematics of Data
• Frauke Liers, FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg / FAU MoD, Research Center for Mathematics of Data
• Juan Límaco, Universidade Federal Fluminense
• Alexander Martin, Technical University of Nürnberg
• Wladimir Neves, Federal University of Rio de Janeiro
• Juan Pablo Ortega, Nanyang Technological University
• Diego Samuel Rodrigues, UNICAMP
• Hermann Schulz-Baldes, FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg
• Yongcun Song, FAU DCN-AvH Friedrich-Alexander-Universität Erlangen-Nürnberg
• Angela Stevens, University of Münster
• Marius Tucsnak, University of Bordeaux
• Karsten Urban, Ulm University
• Yue Wang, FAU MoD, Research Center for Mathematics of Data and FAU DCN-AvH, Chair for Dynamics, Control, Machine Learning and Numerics – Alexander von Humboldt Professorship. Friedrich-Alexander-Universität Erlangen-Nürnberg
• Jorge Zubelli, Khalifa University, Abu Dhabi
 
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SCIENTIFIC COMMITTEE
• Enrique Zuazua. FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg (Germany)
• Jaqueline Godoy Mesquita. University of Brasília. President of the Brazilian Mathematical Society (Brazil)
• Yue Wang. FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg (Germany)
• Everaldo de Mello Bonotto. Coordinator from the University of São Paulo (Brazil)
 
ORGANIZING COMMITTEE
• Sebastián Zamorano Aliaga. University of Santiago of Chile. Humboldt Fellow (Chile)
• Duván Cardona. FWO, Research Foundation – Flanders, Ghent University (Belgium)
• Magaly Roldán Plumey. BAYLAT (Germany)
• Darlis Bracho Tudares. FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg (Germany)
 
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SEE MORE: 
https://mod.fau.eu/events/trends-in-mathematical-sciences/
 
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