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Seminarium 27.02.2024
dodano: 24/02/2024
przez: Dariusz Zawisza
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- Referent : Dariusz Zawisza.
- Tytuł referatu : Wycena przedsiębiorstwa metodą zdyskontowanej dywidendy.
- Termin: Wtorek 27.02.2024, 12:15, sala 1093.
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Seminarium 16.01.2024
dodano: 12/01/2024
przez: Dariusz Zawisza
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- Referent : Jarosław Duda.
- Tytuł referatu : Maximal Entropy Random Walk – path ensembles also Langevin-like of smooth paths.
- Opis: Standard diffusion usually only approximates the maximal
entropy principle, required for statistical physics models. Maximal Entropy Random Walk repairs this approximation, using uniform/Boltzmann path ensembles, leading to much stronger localization exactly as in quantum mechanics. I will introduce to this topic and its various application. Also talk about recent arXiv:2401.01239, in which nonphysical nowhere differentiable paths are replaced with ensemble of smooth paths by going to phase space as in Langevin equation, leading to a different type of Schrödinger equation, predicting slightly different behavior.
- Termin: Wtorek 16.01.2024, 12:15, sala 1093.
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Seminarium 09.01.2024
dodano: 05/01/2024
przez: Dariusz Zawisza
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- Referent : Daniel Biernat.
- Tytuł referatu : Wycena opcji z barierą podwójną w modelu Blacka-Scholesa-Mertona.
- Termin: Wtorek 09.01.2024, 12:15, sala 1093.
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