For more information about this meeting, contact Victor Nistor, Anna Mazzucato, Manfred Denker.
|Seminar:||Probability and Financial Mathematics Seminar|
|Speaker:||Manfred Denker, Penn State Mathematics|
|This talk repeats shortly the material of my talk on the same subject last semester and then continues with abstract risk measures: Coherent risk measures, convex risk measures and others. Finally I will discuss special risk measures like Tail value at risk, expected shortfall, tail conditional expectation and others. This talk is more tutorial than research oriented.|
Room Reservation Information
|Date:||01 / 17 / 2012|
|Time:||01:20pm - 02:20pm|