Stochastic Modelling in Economics and Finance


Welcome to the websites of the seminar Stochastic Modelling in Economics and Finance. There, we study up-to-date problems in the field as well as new theoretical results and methodological approaches. An additional focus is given to presentations and discussions of partial results of participants' dissertations. Although the seminar is primarily projected to doctoral students, everyone, e.g. master students in the area of mathematical statistics, econometrics and optimization, is welcome to take part. You can find schedule of classes in the current academic term below.

Summer Term 2017/2018

  • Important Information
    • Barbora Petrová: Beseda seminar on 2.5.2018

  • 19.2.2018
    • Introductory lecture, seminar programme
  • 5.3.2018
    • Barbora Petrová:
  • 19.3.2018
    • Dr. Stanislav Anatolyev, Ph.D. (CERGE-EI): Factor Models With Many Assets: Strong Factors, Weak Factors, and the Two-pass Procedure
  • 9.4.2018
    • doc. Jan Večeř
  • 23.4.2018
    • Dr. Radek Hendrych
  • 7.5.20183.5.2018
    • Tomáš Rusý
    • Moved to Thursday 3.5.2018, 9am in Praktikum KPMS
  • 21.5.2018
    • doc. Zuzana Prášková