Departement Mathematik

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Talks in financial and insurance mathematics

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Frühjahrssemester 2025

Datum / Zeit Referent:in Titel Ort
6. Februar 2025
17:15-18:00 		Prof. Dr. Andrea Macrina
University College London
Details

Talks in Financial and Insurance Mathematics

Titel From stressed carbon budgets to financial discounting with urgency
Referent:in, Affiliation Prof. Dr. Andrea Macrina, University College London
Datum, Zeit 6. Februar 2025, 17:15-18:00
Ort HG G 43
Abstract If the leading principle is that reducing carbon emissions today is more valuable than reducing emissions tomorrow, how should financial carbon discounting work? Starting from carbon budgets that limit global warming to under a specified level with a given probability, a carbon discount bond system is developed that depends on the stochastic carbon emissions and an associated emissions abatement plan. We show that the sooner and more capital is invested to reduce carbon emissions, the better. The proposed financial design and pricing approach also considers the notion of a carbon budget debt and its financial treatment in a tiered carbon discounting system. Hedge portfolios and carbon budget derivatives emerge that mitigate financial losses if emissions exceed a planned/mandated carbon budget. Initial observations point to a multicurve term structure underlying the constructed carbon discount bond system that is linked to the carbon budgets and emissions abatement urgency.
From stressed carbon budgets to financial discounting with urgencyread_more
HG G 43
20. Februar 2025
17:15-18:00
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 20. Februar 2025, 17:15-18:00
Ort HG G 43
Title T.B.A.
HG G 43
27. Februar 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 27. Februar 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
6. März 2025
17:15-18:15 		Dr. Aleksei Minabutdinov
ETH Zurich
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation Dr. Aleksei Minabutdinov, ETH Zurich
Datum, Zeit 6. März 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
13. März 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 13. März 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
20. März 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 20. März 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
27. März 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 27. März 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
3. April 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 3. April 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
10. April 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 10. April 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
17. April 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 17. April 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
24. April 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 24. April 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
8. Mai 2025
17:15-18:15 		Prof. Dr. Jennifer Alonso-Garcia
Université Libre de Bruxelles
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation Prof. Dr. Jennifer Alonso-Garcia, Université Libre de Bruxelles
Datum, Zeit 8. Mai 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
15. Mai 2025
17:15-18:15
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation
Datum, Zeit 15. Mai 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43
22. Mai 2025
17:15-18:15 		Prof. Dr. Carole Bernard
Vrije Universiteit Brussel
Details

Talks in Financial and Insurance Mathematics

Titel Title T.B.A.
Referent:in, Affiliation Prof. Dr. Carole Bernard, Vrije Universiteit Brussel
Datum, Zeit 22. Mai 2025, 17:15-18:15
Ort HG G 43
Title T.B.A.
HG G 43

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