Thursday - Seminar

Coherent Risk Measures on General Probability Spaces

Time.	Thursday, 16.30 - 18.00
Location.	TU, Turm A, 6th floor, Seminarraum 107
Aim.	In our seminar we want to discuss: Freddy Delbaen: Coherent Risk Measures on General Probability Spaces in: K. Sandmann and P. J. Schönbucher (eds.), "Advances in Finance and Stochastics. Essays in Honour of Dieter Sondermann", Springer, 2002, 1--38. Preprint: https://people.math.ethz.ch/~delbaen/

Date	Subject	Speaker
17.10.2002 (Seminarraum 105)	Coherent measures of risk	Tanja Veza
As a preparation, we will start by going through: Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David: Coherent measures of risk. Math. Finance 9, 1999, 203--228.
31.10.2002	Coherent measures of risk	Friedrich Hubalek
07.11.2002	Coherent Risk Measures on General Probability Spaces	Johanna Gaier
We begin with the paper Coherent Risk Measures on General Probability Spaces by Delbaen.
21.11.2002	Coherent Risk Measures on General Probability Spaces	Eva Strasser
05.12.2002	Coherent Risk Measures on General Probability Spaces	Christopher Summer