„Es gibt nichts Praktischeres als eine gute Theorie“ (Kurt Lewin)


Wissenschaftliche Vorträge (Auswahl)

  • Rostek, S.: 4th World Congress of the Bachelier Finance Society in Tokyo, “Risk preference based option pricing in a fractional Brownian
  • Rostek, S.: Southwestern Finance Conference in Houston/TX und Eastern Finance Conference in Savannah/GE: : “Equilibrium Pricing in a Fractional Brownian Market”
  • Rostek, S.: Frontiers of Finance in Warwick/GB: „The Valuation of M&A Targets by Relative Indifference Prices“
  • Rostek, S.: Paris December Finance Meeting in Paris/FR: “Option pricing with jumps and serial correlation”
  • Rostek, S.: 8th International Conference on Asia-Pacific Financial Markets (CAFM) in Seoul/KOR: “Explaining the volatility surface: A closed-form solution to option pricing in a Fractional Jump-Diffusion Market”
  • Rostek, S.: 23rd Mathematical Finance Days in Montreal/CAN: “Volatility clustering in a regime-switching multifractional environment”
  • Rostek, S.: 6th IFABS Conference on Alternative Futures for Global Banking in Lissabon/POR: “More than you ever wanted to know about the VIX market”