FAM-news March 2002

fam-news@fam.tuwien.ac.at

1 participants
9 discussions

reminder, this week's seminars
by Christopher Summer 18 Mar '02

18 Mar '02

Tu, 19.03.2002 -------------- Paul Embrechts, Vortragsreihe aus Finanz- und Versicherungsmathematik Attention: this talk takes place at FH HS 6 Th, 21.03.2002 -------------- Michael Kirch, No-arbitrage bounds of option prices if asset prices are piecewise constant 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

1 0

Vorlesung Prof. Bernard Hanzon (2. Versuch)
by Christopher Summer 14 Mar '02

14 Mar '02

---------- Forwarded message ---------- Date: Thu, 14 Mar 2002 15:27:36 +0100 (MET) From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Thu, 14 Mar 2002 15:27:44 +0100 From: Nicole Gruber <oek(a)e119ws1.tuwien.ac.at> Subject: Vorlesung Prof. Bernard Hanzon (2. Versuch) Liebe Kolleg(Inn)en, die Vorlesungen von Prof. Bernard Hanzon sind nun wie folgt angesetzt: Finance Econometrics: beginnend am Montag, 18. 3. 2002 von 13:45 Uhr bis 15:00 Uhr am Institut für Ökonometrie Systems Identification: beginnend am Donnerstag, 21. 3. 2002 von 13:00 Uhr bis 14:00 Uhr am Institut für Ökonometrie Interessenten sind herzlich willkommen

1 0

Institut fuer Industriemathematik, Linz
by Christopher Summer 14 Mar '02

14 Mar '02

---------- Forwarded message ---------- Date: Thu, 14 Mar 2002 15:19:28 +0100 (MET) From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Thu, 14 Mar 2002 11:06:00 +0100 (CET) From: Prof. Heinz W. Engl <engl(a)indmath.uni-linz.ac.at> sehr geehrte kolleg(inn)en, ich suche dringend wissenschaftliche mitarbeiter(inn)en für das neugegründete kompetenzzentrum für industriemathematik. anforderungen: mathematische modellierung mit differentialgleichungen (festkörper-, strömungsmechanik), zugehörige numerik. eine stelle möglicherweise auch im bereich der bildverarbeitung (kooperation mit prof.scherzer, innsbruck). ich bitte sie, geeignete kandidat(inn)en darauf hinzuweisen (möglichst rasche kontaktnahme, möglicher arbeitsbeginn 2.4.). danke und beste grüße heinz engl ------------------------------------------------------------------------------ Prof.Dr.Heinz W. Engl E-Mail: engl(a)indmath.uni-linz.ac.at Institut fuer Industriemathematik secretary: nikolaus(a)indmath.uni-linz.ac.at Johannes-Kepler-Universitaet Phone:+43-(0)732-2468...,ext.9219 or 8693, Altenbergerstrasse 69 secretary: ext.9220 A-4040 Linz Fax:ext. 8855 Oesterreich / Austria home phone: +43-(0)732-245518 World Wide Web: http://www.indmath.uni-linz.ac.at/ Mobile Phone: +43-(0)664-5209029 Mobile Fax: +43-(0)664-5274338 Mobile EMail: heinz.engl(a)a1plus.at (use those only if you want to reach me urgently "on the road") ------------------------------------------------------------------------------

1 0

MINI-WORKSHOP on STOCHASTIC ANALYSIS and FINANCE
by Christopher Summer 14 Mar '02

14 Mar '02

MINI-WORKSHOP on STOCHASTIC ANALYSIS and FINANCE Monday 27 - Tuesday 28, May 2002 Department of Mathematics and Statistics University of Jyvaeskylae The workshop is intended to bring together researchers and graduate students interested in Stochastic Analysis and its applications in Finance. The event is supported by the Department of Mathematics and Statistics of the University of Jyvaeskylae. INVITED SPEAKERS Luis Alvarez (Turku School of Economics and Business Administration) Friedrich Hubalek (Technical University, Vienna) Paavo Salminen (Åbo Academy, Turku) Wolfgang Schmidt (Deutsche Bank, Frankfurt) Nizar Touzi (University Paris I) PROGRAM The scientific program starts at Monday, May 27-th. There is room for talks given by the participants (please contact the organizers). REGISTRATION There is no conference fee. Please register with name, affiliation, expected duration of stay, and e-mail address under: geiss(a)maths.jyu.fi WWW: www.math.jyu.fi/~geiss/workshop.html Stefan Geiss (geiss(a)maths.jyu.fi) Esko Valkeila (Esko.Valkeila(a)helsinki.fi) -------------------------------------------------------

1 0

reminder, this week's seminars
by Christopher Summer 11 Mar '02

11 Mar '02

Tu, 12.03.2002 -------------- Freddy Delbaen, On the Structure of the Set of Risk Neutral Measures Th, 14.03.2002 -------------- no FAM-seminar, but see Research Seminar in Economic Theory at the IHS: ( http://www.ihs.ac.at/index.php3?id=965 ) 17:30 Roger J-B Wets University of California, Davis "Market Equilibrium in a Stochastic Environment" Fr, 15.03.2002 -------------- 10:30, Freihaus HS 7: Hans-Jochen Bartels (Universität Mannheim), Symmetrierelationen für ein inverses Problem der Finanzmathematik 15:00, Freihaus HS 7: Uwe Schmock (Universität Zürich), Modellierung abhängiger Kreditrisiken 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

1 0

Vorlesung (fwd)
by Christopher Summer 08 Mar '02

08 Mar '02

---------- Forwarded message ---------- Date: Fri, 08 Mar 2002 12:47:56 +0100 From: Nicole Gruber <oek(a)e119ws1.tuwien.ac.at> Prof. Bernard Hanzon beginnt seine Vorlesung mit einer augural lecture mit dem Titel "Algebraic optimization techniques for zero-beta CAPM and APT models" am Montag 11.3.02 , 14:00 Uhr am Institut für Ökonometrie, Operations Research und Systemtheorie

1 0

Full faculty position in math finance (fwd)
by Christopher Summer 05 Mar '02

05 Mar '02

---------- Forwarded message ---------- Date: Tue, 5 Mar 2002 15:13:22 -0000 From: Lyons T J Prof <tlyons(a)maths.ox.ac.uk> Subject: Full faculty position in math finance Oxford University has just announced a Lectureship in Mathematical Finance, based in the Mathematical Institute, and I am writing to ask for your help in bringing it to the attention of any strong potential candidates. The post arises out of the success of our part-time Masters course in Mathematical Finance, and the teaching duties will be largely on that programme. The lecturer will also be a Fellow of St Catherine's College and will do a small amount of tutorial teaching there. Finance is an area in which Oxford is increasingly significant, and our aim is to be one of the leading centres for the subject in Europe. We have a strong and diverse group of faculty working in the area, in Mathematics and elsewhere, and we attract excellent graduate students. Details of the post are on <http://www.maths.ox.ac.uk/notices/vacancies/> http://www.maths.ox.ac.uk/notices/vacancies/ . Note that in addition to the advertised university salary, the college will pay a housing allowance; a substantial supervision fee is paid for supervising part-time masters students, and there is the opportunity to undertake up to 30 days of consultancy per year without loss of salary. Either Sam or Terry will be happy to try to answer any other questions you may have. Best regards Jeff Dewynne Sam Howison Terry Lyons

1 0

MaPhySto Newsflash (fwd)
by Christopher Summer 05 Mar '02

05 Mar '02

News-flash from MaPhySto -- Centre for Mathematical Physics and Stochastics ----------------------------------------------------------- Dear Colleague, We would like to draw your attention to the following grants: ------------------------------------------------------ SUMMER STIPENDS 2002 ------------------------------------------------------ Young Researchers Grants for visiting MaPhySto in the summer of 2002 See more at: http://www.maphysto.dk/positions/SummerStipends2002.html --------------------------------------------------------------------- We remind you of the following forthcoming events under the auspices of the Centre. You may find more information on each of the events from our web-site, at http://www.maphysto.dk (select 'Events'): 6-10 May, 2002, University of Copenhagen: Advanced Concentrated Course on Long Range Dependence, Heavy Tails and Rare Events - with Applications to Finance and Telecommunications. 17-21 June, 2002, Sandbjerg Estate: Second MaPhySto and StocLab Summer School on Stereology and Geometric Tomography. 24-28 June, 2002, Sandbjerg Estate: The Third International Conference on High Dimensional Probability. 20-27 August, 2002, University of Aarhus: Summer School organized jointly by DYNSTOCH, CAF and MaPhySto From Levy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance. We would like to draw your attention to the following new publications from MaPhySto: Research Reports: ----------------- 2002-3 (February 2002) Bayesian analysis of log Gaussian Cox processes for disease mapping by Jesper Moeller, Viktor Benes, Karel Bodlak, Rasmus Waagepetersen. 2002-2 (February 2002) Perfect simulation and inference for spatial point processes by Jesper Moeller, Kasper K. Berthelsen. 2002-1 (February 2002) Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in generalised linear mixed models by Jesper Moeller, O.F. Christensen, R.P. Waagepetersen. 2001-46 (December 2001) Maximum Process Problems in Optimal Control Theory by Goran Peskir, The publications may be fetched from MaPhySto's web-site, located at http://www.maphysto.dk (select 'Publications'). Best regards, Oddbjørg Wethelund ---------------------------------------------------------- Oddbjørg Wethelund, Project Manager MaPhySto - Centre for Mathematical Physics and Stochastics Department of Mathematical Sciences University of Aarhus Ny Munkegade Bldg. 530 DK-8000 Aarhus C, Denmark Tel: (+45) 8942 3515 Email: oddbjorg(a)maphysto.dk

1 0

reminder, this week's seminars
by Christopher Summer 04 Mar '02

04 Mar '02

Tu, 05.03.2002 -------------- Irina Penner, On No Arbitrage Criteria for Financial Markets with Proportional Transaction Costs in Discrete Time Th, 07.03.2002 -------------- no seminar Fr, 08.03.2002 -------------- Ludger Rüschendorf, Adaptives Schaetzen mit Schaetzern vom neuronalen Netztyp (11:15-12:30, Seminarraum 107) 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

1 0

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

FAM-news March 2002