Tu, 06.11.2001
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Patrick Cheridito, Sensitivity of the Black-Scholes option price to the
local path behaviour of the stochastic process modelling the underlying
asset
Th, 08.11.2001
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Tanja Veza, 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