Seminarium, Matematisk statistik

Kalenderhändelser saknas för aktuell period.

Kommande kalenderhändelser:

• Anja Janssen: The time change formula for extremes of stationary time series

  29 maj

  Seminarium, Matematisk statistik

  måndag 2017-05-29, 15.15

  Medverkande: Anja Janssen

  Plats: Room 3721, Lindstedtsvägen 25, 7th floor, Department of Mathematics

  2017-05-29T15:15:00.000+02:00 2017-05-29T15:15:00.000+02:00 Anja Janssen: The time change formula for extremes of stationary time series (Seminarium, Matematisk statistik) Room 3721, Lindstedtsvägen 25, 7th floor, Department of Mathematics (KTH, Stockholm, Sweden)Anja Janssen: The time change formula for extremes of stationary time series (Seminarium, Matematisk statistik)

• Daniel Ahlberg: Random coalescing geodesics in first-passage percolation

  31 maj

  Seminarium, Matematisk statistik

  onsdag 2017-05-31, 15.15 - 16.15

  Medverkande: Daniel Ahlberg (SU)

  Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

  2017-05-31T15:15:00.000+02:00 2017-05-31T16:15:00.000+02:00 Daniel Ahlberg: Random coalescing geodesics in first-passage percolation (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Daniel Ahlberg: Random coalescing geodesics in first-passage percolation (Seminarium, Matematisk statistik)

• Hampus Engsner: The value and replicating portfolio of a liability cash flow in discrete time

  14 jun

  Seminarium, Matematisk statistik

  onsdag 2017-06-14, 15.15

  Medverkande: Hampus Engsner (Stockholm University)

  Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

  2017-06-14T15:15:00.000+02:00 2017-06-14T15:15:00.000+02:00 Hampus Engsner: The value and replicating portfolio of a liability cash flow in discrete time (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Hampus Engsner: The value and replicating portfolio of a liability cash flow in discrete time (Seminarium, Matematisk statistik)