Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 25.01.2005 Eva Lütkebohmert
(Department for Probability Theory and
Statistics, University of Bonn)
"Hypoellipticity in Infinite Dimensions for the Jump
Diffusion Case"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 20 Jan 2005 10:45:26 +0100
From: Sylvie Hansbauer <sylvie.hansbauer(a)univie.ac.at>
Subject: 27.1.05 WTFS
siehe attached die Ankündigung
am 27. 1. 05 WTFS
mfg
Sylvie Hansbauer
[attachment converted to plain text by admin
since it contained only text; see below]
Wirtschaftstheoretisches Forschungsseminar
der Universität Wien gemeinsam mit dem
Institut für Höhere Studien
Please notice the venue (Main Building, Lecture Room 28)
and the time (4:15 pm)!
Venue: Hauptgebäude, Universität Wien, Hs. 28
27. 01. 2005
16:15 Reinhard Selten (Universität Bonn)
The Emergence of Simple Languages in an Experimental
Coordination Game
17:45 Herakles Polemarchakis (Brown University)
An Argument for Positive Nominal Interest
Abstracts (soweit vorhanden) befinden sich im Anschluss bzw. umseitig.
Die Papiere (soweit vorhanden) finden Sie auf unserer Internetseite
http://www.univie.ac.at/vwl/Seminars/seminarsindex.html
Das Seminar steht allen Interessierten offen. Insbesondere wird die
Teilnahme von fortgeschrittenen Studierenden begrüßt.
Nächster Termin: 10.3.2005 mit Vorträgen von Aleksander Berentsen
(Universität Basel) und Giacomo Corneo (FU Berlin)
Gerhard Orosel
Abstracts
G. Bloise and H. M. Polemarchakis
"An Argument for Positive Nominal Interest"
In a dynamic economy, such as an economy of overlapping generations,
money provides liquidity and is dominated as a store of value. A
central bank that sets the nominal rate of interest and distributes
its profit to shareholders as dividends is traded on the asset market.
Nominal rates of interest that tend to zero, but do not vanish,
eliminate equilibrium allocations that do not converge to a Pareto
optimal allocation.
FAM-Seminar
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Nicolas Victoir (Oxford University)
A Short Introduction to Rough Paths and Applications to Numerical Analysis
A short introduction to Rough Paths will allow us to present the algorithm
"Cubature on Wiener space", which offers a new way of approximating weakly
SDEs. The method consists of replacing the Wiener measure by a linear
combination of Dirac measures, which means that our solution is approximated
by a weighted average of solution of ordinary differential equations. We
give some applications to Option pricing.
http://www.fam.tuwien.ac.at/events/