Tu, 18.12.2001
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Marcel Straka, Indifference Prices and Related Measures (part II)
Th, 20.12.2001
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* NOTE: This talk will start at 15:30 *
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Ioannis Karatzas, Optimal Portfolio/Consumption under Habit-Formation
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
New starting time: 16:00!
Tomorrow our seminar will start at 16:00 with the talk by Eva Strasser,
not at 16:30!
Th, 13.12.2001
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Tomorrow's seminar will consist of two parts, each 45 minutes:
* Eva Strasser will speak about "Working Paper: On A Question Raised By
Schachermayer".
* we will continue our seminar on "Optima and Equilibria" by doing some
exercises
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Th, 13.12.2001
--------------
Tomorrow's seminar will consist of two parts, each 45 minutes:
* we will continue our seminar on "Optima and Equilibria" by doing some
exercises
* Eva Strasser will speak about "Working Paper: On A Question Raised By
Schachermayer".
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Prof. Karatzas (Columbia) will give a public lecture on on Dec 17 (Monday)
at the Institute for Advanced Studies, Vienna from 4 - 5:30 p.m. HS. 2
"Probabilistic Aspects of Portfolio Analysis"
Abstract
We formulate and discuss notions such as growth rate, diversity, and
arbitrage, that arise naturally in the study and analysis of portfolios.
Relations among these notions are discussed, including examples of diverse
markets that lead to arbitrage opportunities; some optimization problems are
posed and solved; and a couple of open questions are suggested. (Joint work
with Robert Fernholz.)
Tu, 4.12.2001
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Rainer Münz, to be announced
Th, 6.12.2001
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Uli Haboeck, Subdifferentials of Convex Functions,
our seminar on "Optima and Equilibira" continues
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at