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
---------- 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
---------- 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")
------------------------------------------------------------------------------
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)
-------------------------------------------------------
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
---------- 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
---------- 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
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