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Prof. Dr. Erich Walter Farkas
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Talks and paper presentations (since 1. February 2009)
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2021 December 1, Invited speaker, Workshop "Pseudo-differential operators and Markov processes"
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2020 August 28, Invited speaker at the annual meeting of the Swiss Actuarial Association
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2020 November 24, Invited speaker at the SwissRe workshop on Modelling Dependencies
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2018 October 12, Vienna University of Economics and Business (Vienna), "Intrinsic risk measures"
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2018 August 29, iCAIR Workshop (Günzburg), "The mathematics of financial risk measurement"
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2018 July 17, Bachelier Finance Congress (Dublin), "Intrinsic risk measures"
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2018 June 29, EFMA Annual Meeting (Milan), "Intrinsic risk measures"
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2018 March 19, Empowering Risk Management in a Volatile World (Zürich), "Predicting Macro Risks for Improved Corporate Resilience - The frontier of Nat Cat modelling
and other extreme events"
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2017 June 27, 24th Annual Conference of the Multinational Finance Society (Bucharest), "Intrinsic risk measures"
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2017 May 9, Frontiers of Interdisciplinary Mathematics (State College), "The mathematics of financial risk management: approach, challenges and recent developments"
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2017 April 5-7, Innovations in Insurance, Risk- and Asset Management (Munich), "Intrinsic Risk Measures"
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2016 December 1, Departamental Colloquium, Swansea University (Swansea),
"The Mathematics of Financial Risk Management: Challenges and New Developments"
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2016 May 9-13, Global Derivatives Conference (Budapest),
"A New Expansion-Based Approximation For The Risk-Neutral Density"
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2015 June 24-27, European Financial Management Association Congress (Amsterdam),
"A Two-Factor Cointegrated Commodity Price Model and Application to Spread Option Pricing"
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2015 April 21, Finance Seminar at the University of Kent at Canterbury (England),
"A Two-Factor Cointegrated Commodity Price Model: Application to Spread Option Pricing"
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2014 March 27-28, International Finance and Banking Conference - FI BA 2014
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2013 November 23, Conference "Financial risks and related problems", joint symposium Kyoto - Zurich,
"Risk measures with defaultable reference assets"
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2013 November 12, Finance Seminar at the University of Kent at Canterbury,
"Capital requirements and risk measures with defaultable securities"
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2013 September 10, Conference "Risk Management Reloaded" (Technical University of Munich),
"Capital requirements with defaultable securities"
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2013 June 4, (Poster presentation) Conference "Frontiers in Financial Mathematics" (Dublin),
"Beyond cash-additive risk measures: capital adequacy and default risk"
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2013 March 22, ESSEC Business School Paris (France),
"Capital requirements with defaultable securities"
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2012 September 14, ETH Zürich (Switzerland),
"Risk measures with multiple eligible assets"
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2012 August 20, 21st International Symposium on Mathematical Programming (Berlin),
"Acceptability and risk measures: effectivness, robustness and optimality"
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2012 June 5, University of Trier (Germany),
"Risk measures with multiple eligible assets"
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2012 May 17, Morgan Stanley, New York City (USA),
"Local volatility of volatility for the VIX market"
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2012 May 10, Penn State University (USA), Workshop "The Mathematics of Financial Risk Management"
"Risk measures with multiple eligible assets"
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2012 January 25, University of Birmingham (England),
"General acceptance sets, risk measures and optimal capital injections"
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2011 May 5-6, University of Zürich, ETH Zürich, Workshop in honor of Ivar Ekeland
"Mathematical methods and models in finance - from pricing options to quantifying operational risk"
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2010 November 10, University of Birmingham (England),
"Quantitative methods in operational risk: more or less?"
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2010 October 29, University of Göttingen (Germany),
Workshop Wirtschaftsmathematik,
"MSc in Quantitative Finance - a joint degree of the University and of ETH Zurich"
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2010 October 1, Technical University of Vienna (Austria),
Workshop Portfolio Risk Management (PRISMA),
"On option pricing using Levy copula processes - analytical and numerical aspects"
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2009 October 24, Penn State University (USA),
AMS Special Session on Mathematical Finance,
"On modelling and option pricing using Levy copula processes"
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2009 May 14, ETH Zürich,
Public lecture series: Why mathematics?,
"Mathematische Modelle für Aktienkurse"
Selected seminar talks (before 1. February 2009):
- 2004 May 14, University of Coimbra (Portugal),
"Negative definite functions and pseudo-differential operators
generating Markov processes" (60 min.)
- 2003 March 14, University Autonoma of Madrid (Spain),
"On Sobolev spaces of generalised smoothness and pseudo-differential
operators associated to a continuous negative definite function" (60 min.)
- 2003 March 13, University Complutense of Madrid (Spain),
"Pseudo-differential
operators associated to a continuous negative definite function" (60 min.)
- 2001 February 22, University of Wales at Swansea (Wales),
"Sobolev spaces of generalised smoothness as domains of definition
for generators of $L_p$-sub-Markovian semigroups" (60 min.)
- 2001 February 21, Cardiff University (Wales),
"Sobolev spaces on non-smooth domains and Dirichlet forms
related to subordinate reflecting diffusions" (60 min.)
- 2001 February 19, University of Sussex at Brighton (England),
Analysis Seminar of the Centre for Mathematical Analysis and Its Applications,
"Sobolev spaces on non-smooth domains and Dirichlet forms
related to subordinate reflecting diffusions" (60 min.)
- 2000 February 3, The Nottingham Trent University (England),
Seminar of the Department of Mathematics, Statistics and Operational Research,
"Eigenvalue distribution of some fractal semi-elliptic
differential operators" (60 min.)
- 2000 February 2, Cardiff University (Wales),
"Eigenvalue distribution of some fractal semi-elliptic
differential operators" (60 min.)
- 2000 February 1, University of Bristol (England),
Seminar of the Pure Mathematics Group,
"On the domain of definition for the generators of some
L_p-sub-Markovian semigroups" (60 min.)
- 2000 January 31, University of Sussex at Brighton (England),
Analysis Seminar of the Centre for Mathematical Analysis and Its Applications,
"On the generator of some $L_p$-sub-Markovian semigroups" (60 min.)
- 2001 November 30, Friedrich Schiller University of Jena (Germany),
"Some new results on function spaces of generalised smoothness"
(90 min.)
- 1998 April 28, University of Pavia (Italy),
"The distribution of eigenvalues for some fractal
elliptic and semi-elliptic differential operators"
(50 min.)
- 1998 April 22, University La Sapienza of Rome (Italy),
"The distribution of eigenvalues for some fractal
elliptic and semi-elliptic differential operators"
(50 min.)
- 1998 January 16, Friedrich Schiller University of Jena (Germany),
"Eigenvalue distribution of some fractal
semi-elliptic differential operators"
(90 min.)
- 1997 April 25, Friedrich Schiller University of Jena (Germany),
"Traces of anisotropic function spaces
on fractals and related entropy numbers" (90 min.)
- 1997 March 19, Universite Libre de Bruxelles (Belgium),
"Partial differential equations" seminar
(Prof. J.-P. Gossez),
"Some recent results on function spaces related to fractals"
(60 min.)
- 1996 November 7, University of Vienna (Austria),
"Numerical and harmonic analysis" seminar
(Prof. H.-G. Feichtinger):
"Atomic and subatomic decompositions in anisotropic
Besov-Triebel-Lizorkin spaces" (60 min.)
- 1996 June 14, Friedrich Schiller University of Jena (Germany),
"Atomic decompositions in anisotropic function spaces"
(90 min.)
- 1994 July 12, Johannes Gutenberg University of Mainz (Germany),
'Functional analysis' seminar
(Prof. B. Gramsch),
"On the Calderon-Zygmund extension operator for
Orlicz-Sobolev spaces" (90 min.)
- 1994 March 25, Friedrich Schiller University of Jena (Germany),
"An embedding theorem for abstract Sobolev spaces" (90 min.)
Selected conference talks
- Invited conference talks
- 2002 August 29 - September 3, The First Sino-German Conference on Stochastic Analysis,
A Satellite Conference of ICM 2002, Beijing (China),
"On pseudo-differential operators associated to a continuous negative definite function"
(25 min.)
- 2002 August 29 - September 2, Fractal Geometry and Applications, A Satellite Conference of ICM 2002,
Nanjing (China),
"Fractal drums and spectral theory for elliptic and semi-elliptic differential operators"
(40 min.).
- Further conference talks
- 2001 June/July, Teistungen (Germany),
International Conference
"Function Spaces, Differential Operators, and Nonlinear Analysis"
in honour of Hans Triebel on his 65th birthday
"Function spaces of generalised smoothness in
the theory of Markov processes" (20 min.)
- 2001 June, Thurnau (Germany),
Bavarian Mathematical Kolloquium,
"On a problem from the theory of sub-Markovian semigroups
- between functional analysis and stochastics" (50 min.)
- 2001 March, Bielefeld (Germany),
Conference "New Trends in Potential Analysis
and Applications",
"On function spaces of generalised
smoothness in the theory of Markov processes" (20 min.)
- 2000 September, Dresden (Germany),
Annual Meeting of the German Mathematical Union, Functional Analysis Section,
"On sub-Markovian semigroups and the domain of definition of their generator"
(20 min.)
- 2000 July, Barcelona (Spain),
Third European Mathematical Congress, Poster Session,
"The behaviour of the eigenvalues for a
class of operators related to some self-affine fractals in the
plane"
- 1999 December, Bielefeld (Germany),
Workshop "Analysis of jump processes and their
generators",
"On Bessel potential spaces associated to
continuous negative definite functions" (50 min.)
- 1999 February, Muenchen (Germany),
Workshop "Stochastic processes and related topics",
"On Dirichlet forms related to subordinate reflected diffusions in
non-smooth domains" (45 min.)
- 1998 June, Prague (Czech Republic),
Spring School "Nonlinear Analysis, Function Spaces, Differential Operators",
"Eigenvalue distribution of some fractal semi - elliptic differential operators" (20 min.)
- 1997 November, Siegmundsburg (Germany),
Winter School "Stochastic analysis",
"Eigenvalue distribution of anisotropic fractal drums" (30 min.)
- 1997 October, Jena (Germany),
Workshop "Differential Equations,
Spectral Theory, Function Spaces",
"On the distribution of the eigenfrequencies of anisotropic
fractal drums" (30 min.)
- 1996 September, Coimbra (Portugal),
Summer School "Spectral
Analysis and Related Topics",
"Atomic decompositions in anisotropic function spaces" (20 min.)
- 1996 September, Jena (Germany),
Annual Meeting of the German Mathematical Union,
Real analysis section,
"Atomic decompositions in anisotropic function spaces"
(20 min.)
- 1994 August, Zurich (Switzerland),
International Congress of Mathematicians,
Poster Session,
"An embedding theorem for generalized Orlicz-Sobolev spaces"
- 1994 June, Sinaia (Romania),
XV National Meeting
"Topological ordered vector spaces",
"A density result in abstract Sobolev spaces" (20 min.)
- 1993 June, Sinaia (Romania),
XIV National Meeting
"Topological ordered vector spaces",
"Vector valued functions with bounded slope variation" (20 min.)
- 1992 June, Sinaia (Romania),
XIII National Meeting
"Topological ordered vector spaces",
"On functions with (o)-bounded variation" (20 min.)
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