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Dr. Ales Cerny at martingales.skDr Ales Cerny homepage
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Dr. Ales Cerny at martingales.sk | martingales.sk Reviews
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Ales Cerny talks
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London-Paris Bachelier Workshop, Paris,. Asymptotics of Quadratic Hedging in Lévy Models. Department of Mathematics, University of Leicester,. Asymptotics of Quadratic Hedging in Lévy Models. UK Mathematical Finance Workshop, King's College London,. Good-Deal Prices for a Log Contract. Department of Mathematics, University of Sussex. Admissible Strategies for Semimartingale Portfolio Optimization. Oberseminar: Finanzmathematik und Numerik. Christian-Albrechts Universität, Kiel,. Summer School Bologna, Fr...
Ales Cerny Short Bio
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PhD in Economics,. University of Warwick, 'Arbitrage in Monetary Economics and Finance', ACE Phare Scholarship £45,000. Doctoral programme in Economics,. CERGE, Charles University, Prague. BSc, MSc in Mathematical Engineering (magna cum laude),. Czech Technical University, Prague. Visiting Professor of Mathematics,. Visiting Professor of Mathematics,. PhD Programme Co-Director,. Cass Business School, City University London. Professor of Finance,. Cass Business School, City University London.
MTF book, 2nd edition
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Ales Cerny publications (some available electronically)
http://www.martingales.sk/CernyPublications.htm
268;erný, A. (2009), Mathematical Techniques in Finance: Tools for Incomplete Markets, 2nd ed., Princeton University Press. 268;erný, A. (2004), Mathematical Techniques in Finance: Tools for Incomplete Markets, Princeton University Press. A Tsanakas, M.V. Wüthrich and A. Černý (2013) Market Value Margin via Mean-Variance Hedging,. P Brunovský, A. Černý and M. Winkler (2013), A Singular Differential Equation Stemming from an Optimization Problem in Financial Economics,. Applied Mathematics and Optimization.
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FAM @ TU Vienna: Timetable
https://fam.tuwien.ac.at/events
Financial and Actuarial Mathematics. At Vienna University of Technology. Tuesdays, 16:30 - max. 18:00, seminar room DA grün 06. TU Vienna, Freihaus, green section, 6th floor. Vienna Seminar in Mathematical Finance and Probability. Thursdays, 16:30 - max. 18:00,. Seminar room DA red 07 (TU Wien). Freihaus building, red section, 7th floor. For abstracts and past seminars see: https:/ fam.tuwien.ac.at/vs-mfp/. Hadrien De March (CMAP, École Polytechnique, FR). University of Konstanz, DE). HU Berlin, DE).
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Dr. Ales Cerny at martingales.sk
Homepage of Dr. Aleš Černý. My qualifications include BSc and MSc in Mathematical Engineering from the Czech Technical University in Prague, and a PhD in Economics from the University of Warwick ( more details here. Selected publications (more publications and supplementary materials available here.). With Fabio Maccheroni, Massimo Marinacci and Aldo Rustichini, On the Computation of Optimal Monotone Mean-Variance Portfolios Via Truncated Quadratic Utility,. Journal of Mathematical Economics. Simple EXCE...
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