Thursday, May 2, 2002, 16:30
TU Vienna, Wiedner Hauptstr. 8-10,
Freihaus, 6th floor, green section,
Seminar room 107
Michel Verschuere, Catholic University of Leuven, Belgium
"An Overview on the modelling of Electricity Markets"
Abstract: Recently, national electricity markets have been deregulated
in
several countries in order to make electric power a traded commodity.
We
give an overview of the particular features of electricity markets and
present some recently developed models.
---------- Forwarded message ----------
Date: Tue, 23 Apr 2002 21:27:29 +0200
From: Dr. Rudolf Taschner <Rudolf.Taschner(a)tuwien.ac.at>
To: <Undisclosed-Recipient:@iatms11.iatm.tuwien.ac.at;>
Subject: Wiener Vorlesung am 7. 5. 2002
"Die Frage nach dem Unendlichen hat wie keine andere Frage von jeher so
tief das Gemüt der Menschen bewegt. Das Unendliche hat wie kaum eine
andere Idee auf den Verstand so anregend gewirkt. Das Unendliche ist aber
auch wie kein anderer Begriff der Aufklärung bedürftig."
David Hilbert
Der Bürgermeister der
Bundeshauptstadt Wien
Dr. Michael Häupl
und der amtsführende
Stadtrat für
Kultur und Wissenschaft
Dr. Andreas Mailath-Pokorny
laden ein zu einer
Wiener Vorlesung
Dienstag
7. Mai 2002
19 Uhr
Univ.-Prof. Dr. Rudolf Taschner
spricht zum Thema
"Musil, Gödel, Wittgenstein und das Unendliche"
Lesung
Franz Robert Wagner
Moderation
Dr. Klaus Kastberger
Ort
Österreichische Nationalbibliothek, Prunksaal
Josefsplatz 1, 1010 Wien
Planung und
Koordination:
Univ.-Doz. Dr. H. Ch. Ehalt,
Kulturabteilung der Stadt Wien,
Wissenschafts- und Forschungsförderung,
Friedrich Schmidt-Pl.5
1082 Wien,
Telefon: (01) 4000
DW 88741, 88744
E-Mail.:
str(a)m07.magwien.gv.at
Rudolf Taschner, geb. 1953, 1976 Promotion sub auspiciis Praesidentis an
der Universität Wien. 1979 Gastaufenthalt an der Stanford University in
Kalifornien, 1981 Habilitation an der Technischen Universität Wien, wo er
Mathematik am Institut für Analysis und Technische Mathematik lehrt.
Verfasser einer Reihe von fachmathematischen Aufsätzen in renommierten
österreichischen, deutschen, schweizer und U.S.-amerikanischen
Zeitschriften, Autor mathematischer Sach- und mehrbändiger Lehr- und
Fachbücher, u.a. "Lehrgang der konstruktiven Mathematik", "Das Unendliche.
Mathematiker ringen um einen Begriff"
Franz Robert Wagner, geb. 1944, Schauspielausbildung am Konservatorium der
Stadt Wien, daneben Privatunterricht bei Julia Janssen, Fritz Lehmann, Boy
Gobert; Engagements u.a. bei den Wiener Festwochen, am Theater an der
Wien, am Staatstheater Oldenburg, am Schauspielhaus Düsseldorf, am Theater
in der Josefstadt. Sprechertätigkeit für den WDR, HR, NDR und den ORF
(u.a. "Universum").
2nd CONFERENCE IN ACTUARIAL SCIENCE AND FINANCE IN SAMOS SEPTEMBER 20-22,
2002, GREECE
The Department of Statistics & Actuarial Science of the
University of the Aegean is pleased to host the 2nd
Conference in Actuarial Science and Finance, to be held
in Samos, on September 20-22, 2002.
This event is jointly organized with the Katholieke
Universiteit Leuven (Department of Applied Economics and
Department of Mathematics) and the Universite catholique
de Louvain (Institute of Statistics and Actuarial research
group), Belgium.
The Conference allows the presentation of the latest works
in the area of actuarial science and finance. It is open
to all persons interested in actuarial science and finance,
be they from universities, insurance companies, banks,
consulting firms or regulatory authorities. The conference
aims to facilitate the contact and the communication between
the practicians and the researchers; a special session will
be devoted to different aspects of actuarial practice.
The main topics include
· Life, pension and health insurance
· Collective Risk Models, Dynamic Solvency Testing
· Claims Distributions and Statistics
· Nonlife insurance
· Extreme Value Theory and Applications
· Financial Risk Management
A number of sessions will explore the different aspects of
these areas.
There will 3 pre-conference short courses from
September 16-19, 2002:
· Extremes, with applications in insurance and finance,
by Professor J. Teugels
· Modelling of dependence, by Professor J. Dhaene
· Building projected lifetables to manage the longevity risk,
by Professor M. Denuit
Postgraduate students and young reseachers are specially
welcome.
For further information, please refer to
http://www.stat.ucl.ac.be/Samos2002/
<http://www.stat.ucl.ac.be/Samos2002/>
This tuesday's seminar starts 30 minutes earlier, i.e., it takes places
from 16:00 to 17:30, at the usual place, Seminarraum 107.
Tu, 23.04.2002
--------------
Fred Espen Benth, Merton's portfolio optimization problem and non-Gaussian
stochastic volatility
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
Unfortunately the time of the talk had to be changed slightly:
Mo, 15.04.2002
--------------
Damir Filipovic, Affine Term Structure Models
09:30, HS 18 Czuber ( http://www.wegweiser.ac.at/tuwien/hoersaal/H18.html
)
Tu, 09.04.2002
--------------
Rama Cont, Methods for model calibration
Th, 11.04.2002
--------------
Freddy Delbaen, TBA
Note also: Next week there will be a talk on Monday:
Mo, 15.04.2002
--------------
Damir Filipovic, Affine Term Structure Models
10:00, place to be announced
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
28th Conference on
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Second Call for Papers
The 28th Conference on Stochastic Processes and their Applications.
Organized under the auspices of the Bernoulli Society for Mathematical
Statistics and Probability.
It will be held 1-5 July, 2002 at The University of Melbourne (Parkville
campus), Australia.
PROGRAM
The program consists of fifty-minute lectures delivered by invited
speakers and twenty-minute contributed talks by participants on various
topics related to stochastic processes and their
applications.
- topics include, (but are not limited to):
stochastic analysis, discrete random processes and randomised algorithms,
topics in limit theorems, Markov chain Monte Carlo, Markov processes,
random processes in
random environments, point processes,
- application areas such as:
stochastic processes in finance and insurance, stochastic processes in
physics, applications to telecommunications, time series, modelling in
biology and medicine.
The DEADLINE for receipt of abstracts is 3 May 2002.
Abstracts should be e-mailed as LaTeX source files created using a
template down loadable from the conference web site.
http://www.spa28.ms.unimelb.edu.au/
CONFERENCE
More information about the conference (including a list of confirmed
invited speakers, registration forms/fees, possible travel support [for US
participants only at the moment], accommodation options, sightseeing tours
etc) can be found at the above web site.
SPA28, Secretariat Contact:
Bronwen Hewitt, Conference Management, E-mail: bhewitt(a)unimelb.edu.au
Dominique Azzopardi, Conference Management, E-mail: dazzo(a)unimelb.edu.au
Fiona Mallon, Conference Management, E-mail: f.mallon(a)unimelb.edu.au
Old Physics Building, The University of Melbourne,
VIC 3010, Australia
Fax: (+61-3) 8344 6122
Tph: (+61-3) 8344 6389
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