Quantitative finance

Statistical Modeling of Financial Extremes and Volatility Dynamics

Junshu Jiang, Ph.D. Student, Statistics

Apr 6, 14:00 - 17:00

B2 R5220

Quantitative finance Statistical Modeling extreme events numerical analysis

This thesis provides comprehensive statistical tools for understanding and modeling extreme risks and volatility dynamics in financial markets.

Christian Bayer

Research Scientist, Weierstrass Institute for Applied Analysis and Stochastics

Quantitative finance stochastic algorithms

Christian Bayer's research focuses on financial mathematics and stochastic numerics, including modelling stock indices and numerical approximation of stochastic optimal control problems.

Junshu Jiang

Ph.D. Student, Statistics

Quantitative finance Statistical Modelling extreme events numerical analysis qualitative research Linux Python