---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 19 May 2005 11:44:01 +0200 (CEST)
From: Manfred Deistler
Subject: Oekonometrisches Seminar (fwd)
Sehr geehrte InteressentInnen!
am Montag, 23. Mai 2005 (13:30 bis 15:00 Uhr) findet im Seminarraum
105 A (Argentinierstraße 8, 1. Stock) der Votrag von Prof. Guy Cohen
(Erwin Schrödinger Institut) mit dem Titel "Extensions of the
Menchoff-Rademacher theorem with applications to ergodic theory"
statt. Beiliegend finden Sie das Abstract.
Mit freundlichen Grüßen
Manfred Deistler
[attachment removed and saved to below URL by admin]
URL : http://www.fam.tuwien.ac.at/listsdata/20050519T1650.pdf
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Size: 21540
Nicole Gruber
Institute for Mathematical Methods in Economics
Research Unit: Econometrics and System Theory
Argentinierstrasse 8
1040 Vienna
Tel: +43 1 58801 11911
Fax: +43 1 58801 11999
e-mail: nicole.gruber(a)tuwien.ac.at
---------- Forwarded message ----------
Date: Thu, 12 May 2005 10:40:16 -0400
From: CIA Secretariat de l'ICA <root(a)actuaries.ca>
Subject: Call for Papers for the 2006 Stochastic Modeling Symposium
Call for Papers for the 2006 Stochastic Modeling Symposium
The Canadian Institute of Actuaries (CIA) and its co-sponsors (Actuarial
Foundation of Canada, the Risk Management Section and the Investment Section
of the Society of Actuaries) would like to invite you to submit papers to
the 2006 Symposium on Stochastic Modeling taking place in Toronto on April 3
and 4, 2006. The overall theme for the symposium is "Practical Actuarial
Applications of Stochastic Models" and the Call for Papers focus will be on
the following topics:
1. Use of stochastic models in valuation of assets and liabilities,
2. Use of stochastic models in enterprise risk management, and
3. Use of stochastic models in credit risk management.
The papers submitted in response to the Call for Papers will be considered
for the 2006 Stochastic Modeling Symposium. For more details, please access
the link to the symposium below.
http://www.actuaries.ca/publications/2005/205022e.pdf
For more information, please contact Gilbert Lacoste, Chairperson of the
Stochastic Modeling Organizing Committee at Gilbert.Lacoste(a)sunlife.com
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
seminars within one week
Tu, 03.05.2005 Luciano Campi
A hedging theorem under transaction costs
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/