Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Tu, 25.03.2003 Peter Grandits
Some remarks on asymptotic ruin probabilities and investment
Th, 27.03.2003 Josef Teichmann
Stochastic control problems, viscosity solutions, and applications to
finance (3)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
Th, 20.03.2003 Josef Teichmann
Stochastic control problems, viscosity solutions, and applications to
finance (2)
next week on tuesday:
Tu, 25.03.2003 Peter Grandits
Some remarks on asymptotic probabilities and investment
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
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Tu, 18.03.2003 Josef Teichmann
Generic evolutions of the term structure of interest rates (open abstract)
We provide a hypoellipticity result in the spirit of Paul Malliavin for the
HJM-equation. The result can be interpreted as an argument for the
necessity of finite dimensional realizations in interest rate theory.
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Th, 20.03.2003 Josef Teichmann
Stochastic control problems, viscosity solutions, and applications to
finance (2)
Lecture notes on Nizar Touzi's homepage:
http://www.crest.fr/pageperso/lfa/touzi/pise02.pdfhttp://www.crest.fr/pageperso/lfa/touzi/touzi.htm
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http://www.fam.tuwien.ac.at/events/