Kalender

Kalenderhändelser saknas för aktuell period.

Kommande kalenderhändelser:

• Lior Rosenzweig: Galois groups of random elements of linear groups

  27 jun

  Seminarium, DNA

  onsdag 2012-06-27, 14.15

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

  2012-06-27T14:15:00.489+02:00 2012-06-27T14:15:00.489+02:00 Lior Rosenzweig: Galois groups of random elements of linear groups (Seminarium, DNA) Room 3721, Lindstedtsvägen 25, 7th floor, Department of Mathematics, KTH (KTH, Stockholm, Sweden)Lior Rosenzweig: Galois groups of random elements of linear groups (Seminarium, DNA)

• Frida Bjarnadottir: Implementation of CoVaR, a Measure for Systemic Risk

  7 aug

  Examensarbete

  tisdag 2012-08-07, 12.00 - 12.30

  Plats: Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

  2012-08-07T12:00:00.052+02:00 2012-08-07T12:30:00.052+02:00 Frida Bjarnadottir: Implementation of CoVaR, a Measure for Systemic Risk (Examensarbete) Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Frida Bjarnadottir: Implementation of CoVaR, a Measure for Systemic Risk (Examensarbete)

• Gustav Montgomerie-Neilson: Selecting the Worst-Case Portfolio: A proposed pre-trade risk validation algorithm of SPAN

  7 aug

  Examensarbete

  tisdag 2012-08-07, 12.30 - 13.00

  Plats: Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

  2012-08-07T12:30:00.910+02:00 2012-08-07T13:00:00.910+02:00 Gustav Montgomerie-Neilson: Selecting the Worst-Case Portfolio: A proposed pre-trade risk validation algorithm of SPAN (Examensarbete) Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Gustav Montgomerie-Neilson: Selecting the Worst-Case Portfolio: A proposed pre-trade risk validation algorithm of SPAN (Examensarbete)