Selected Conferences and Lectures
Random
recursive construction of Salem sets
Presented at the Conference on Harmonic Analysis from the
Pichorides Viewpoint
Anogia Academic Village, Crete, Greece, July 1995
On
the construction of Salem sets and the existence of sets
with given topological, Fourier, and Hausdorff
dimension
Presented at the INTAS Workshop in Analysis
University of Erlangen,
April 1996
Fourier-Asymptotik
für eine Klasse statistisch-selbstähnlicher fraktaler Maße
Presented
at the Annual Meeting of the German Mathematical
Association (DMV)
University of Jena, 1996
Deterministische
Konstruktion von Salem-Mengen
Presented
at the Research Seminar of the Group "Fractal Geometry and
Stochastics"
University of Jena, November 15, 1996
Fourier
asymptotics of statistically self-similar measures
Presented
at the
Southeastern Sectional Meeting
of the
American Mathematical
Society
University of Louisville, Kentucky, USA, March 20-21, 1998
Fourier
asymptotics of statistically self-similar
measures
Presented at the
Münchner Stochastik-Tage
1998
Bundeswehr University, Munich, March 24-27, 1998
Liouville
numbers, Rajchman measures, and small Cantor
sets
Presented at the Conference on Geometric Aspects of Fourier
and Functional Analysis
University of Kiel, August 10-14, 1998
Liouville
numbers, Rajchman measures, and small Cantor
sets
Presented at the International Conference Fractal Geometry
and Stochastics II
Organised by the Universities of Greifswald, Jena and
Passau; August 28 - September 3, 1998
Invited
Participation: Workshop on Differential Equations and
Physics on Fractals
Isaac Newton Institute, University of
Cambridge,
UK, March 21-27, 1999
Mathematical Modeling in Credit Risk
Management
Presented at the
Annual Meeting of the German Mathematical
Association (DMV)
Technical
University of Dresden, September 18-22, 2000
Estimation
of Correlation in Uniform Loan
Portfolios
Presented at the
Conference on Intertemporal
Finance
University of Konstanz,
October 6-7, 2000
In the winter term 2003/2004, I taught a course on
"Credit Risk Modeling"at
the
Munich University of
Technology
Collateralised
Debt Obligations. Analyse und Bewertung
Presented at the Oberseminar Finanz- und
Versicherungsmathematik
Munich University of Technology
and
Ludwig-Maximilian-University of
Munich;
May 8, 2003
Analyse
und Bewertung von Collateralized Debt
Obligations
Presented at the Dresdner Risikotutorium
Technical University of Dresden
(hosted by
Schloss Eckberg,
Dresden), May 15-16, 2003
Collateralized
Debt Obligations: Einsatz und Bewertung
Presented at the
Münchner Forum für Asset- und
Risikomanager
Seminar für Kapitalmarktforschung und
Finanzierung
Ludwig-Maximilian-University of Munich, June 24, 2003
Modeling and Evaluation of Collateralized
Debt Obligations
Presented at the
Autumn School on Risk
Management
Munich University
of Technology (hosted in "Herrsching am Ammersee"),
September 29 - October 2, 2003
Dependence
in Credit Risk. With Applications to Structured Finance in
View
Presented at the Munich University of Technology, November
13, 2003
Semi-analytic
Default Distributions for Portfolios with Low
Granularity
Presented at the
Workshop on Risk Analysis in Finance and
Insurance
Ludwig-Maximilian-University of Technology and Munich
University of Technology; June 17-18, 2004
Die
Kreditpolitik der Credit Suisse
Presented at the Seminar of the
Treuhand-Kammer, Zurich,
September 8, 2004
A Survey on Default Times as a Tool for
Portfolio Management
Presented
at the
Risk Day of the ETH Zurich and the University
of Zurich;
October 15, 2004
Comonotonic Default Quote Paths for Basket
Evaluation
Presented
at the
Seminar on Financial and Insurance
Mathematics, ETH Zurich;
December 9, 2004
Kreditrisikomanagement
Presented at the
Swiss Banking Institute (Prof. Dr. Hans
Geiger)
University of Zurich, December 13, 2004
Kreditportfoliomanagement. Die nächste
Generation
Presented at the Dresdner Risikotutorium
Technical University of
Dresden (hosted
by
Schloss Eckberg,
Dresden), June 2-3, 2005
Risk Measurement and Credit Portfolio
Management. Status Quo and Quo
Vadis
Presented
at the Credit Risk 2005 (organised/hosted by Business
Circle), Vienna, June 20-21, 2005
Applications of Probability Theory in Credit
Portfolio Management
Talk at the “Workshop on Occasion of Professor Dietrich
Kölzow's 75th Birthday”
University of Erlangen, July 16-17, 2005
Value-Adding Active Credit Portfolio
Management
Presented at the MarcusEvans Conference “Effizientes
Kreditportfoliomanagement”
Wiesbaden, September 28-29, 2005
Developments in Credit Portfolio
Management
Presented at the meeting of the „Schmalenbach-Gesellschaft“
Working Group “Strategieentwicklung und Controlling in
Banken; Munich, October 21, 2005
Credit Portfolio Management: Developments and
Model Implications
Closing talk at the BMBF Workshop on Credit Risk Management
Technical University of Munich; Kardinal-Döpfner Haus
Freising, February 27 to March 4, 2006
Evaluation of Portfolio-Referenced Credit
Instruments
Speech at the
European Central Bank,
Financial Stability, Frankfurt, May 26, 2006
Innovative Credit Portfolio
Management
Presented at the Credit Risk 2006 (organised/hosted by
Business Circle), Vienna, June 12-13, 2006
Credit Portfolio Management and Economic Capital: Interplay
of Business and Modeling Aspects
Speech at the Moody‘s KMV Credit Practitioner Conference
2006; San Francisco, September 24-27, 2006
Applications of CDO Modeling Techniques in
Credit Portfolio Management
Presented at RISK's
Quant Congress Europe
2006,
London, October 12, 2006
Calculating Economic Capital for Credit
Risk
Lecture given at RISK's Training
“Practical Approaches to Successfully Implement and Manage
ECONOMIC CAPITAL”
New York, November 28, 2006
Structured Credit Portfolio Analysis
Presentation at the
Quantitative Finance Seminar
(QFS); Humboldt-University Berlin, May 21, 2007
Structured Credit Portfolio Analysis in
Credit Portfolio Management
Presentation at RISK's conference RISK 07; London, June
12-13, 2007
Actively Managing Illiquid Credit
Portfolios
Presented at the
Credit Risk 2007
(organised/hosted by Business Circle), Vienna, June 25-26,
2007
Calculation
of Economic Capital for Credit
Portfolios
Lecture given at RISK's Training “Successfully Implementing
and Managing ECONOMIC CAPITAL”
New York, September 18, 2007
Thoughts on Active Credit Portfolio
Management (ACPM)
Presentation at RISK's Credit Risk Summit Europe, London,
October 11, 2007
The
Current Credit Crisis: Causes, Drivers and
Consequences
Global
Chief Learning Officer Network (GCLON) and Global Executive
Development Network (GEDN)
CREDIT
SUISSE, Bocken Conference Center, April 25, 2008
Opportunities and Risks in Strategic Credit
Cycle Management
Presented at the meeting of the „Schmalenbach-Gesellschaft“
Working Group “Strategieentwicklung und Controlling in
Banken; Frankfurt, March 13, 2008
Presented also at the
Credit Risk 2008
(organised/hosted by Business Circle), Vienna, June 2-3,
2008
What's the Trouble with CDOs from a Modeling Point of
View
Presentation at RISK's Quant Congress USA, New York, July
8, 2008
Calculating
Economic Capital for Credit Portfolios
Lecture at RISK's Training “Successfully Implementing and
Managing ECONOMIC CAPITAL”
New York, July 18, 2008