by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Sat, 22 Dec 2007 02:05:37 +0100
From: David Vyncke <david.vyncke(a)ugent.be>
Subject: Second announcement: Actuarial and Financial Mathematics Conference
(Feb 7-8, 2008)
*Actuarial and Financial Mathematics Conference (AFMathConf 2008)*
*"Interplay between Finance and Insurance"*
(Apologies for cross-posting)
Date: February 7-8, 2008
Registration deadline: January 11, 2008.
Location: Royal Flemish Academy of Belgium for Science and the Arts,
Brussels, Belgium
Main speakers: Laura Ballotta, Pauline Barrieu, Nicole Bäuerle, Freddy
Delbaen, Paul Embrechts, Farshid Jamshidian, Thomas Moeller and Antoon
Pelsser.
All Academics and Practitioners are welcomed to participate in this
Actuarial and Financial Mathematics Conference, please register online
at the AFMathConf website http://www.afmathconf.ugent.be
Participation is free. Note that there are a limited number of places
for lunches (10 Euro charge each) as well as for the conference dinner
(30 Euro charge), and this must be requested upon registration.
Participants are invited to be a discussant for one of the contributed
papers. Please indicate your choice(s) on the online registration form.
In January, the discussants will be contacted and the full papers will
be available.
For any further information we refer to the website
http://www.afmathconf.ugent.be
Best regards,
on behalf of Organizing Committee.
Timetable
Mo, 17.12.2007, 18:00-20:30, Zeichensaal 3
(Freihaus, 7th floor, green section)
Eugen Puschkarski (Treasury Division, ÖNB)
"Ex post risk attribution in a value-at-risk framework"
(Austrian chapter meeting of GARP -
Global Association of Risk Professionals)
Tu, 18.12.2007, 10:15, Sem 107
Christina Ziehaus
"Optimal Consumption and Terminal Wealth"
Th, 20.12.2007, 16:30, Sem 107
Christian Bayer, Josef Teichmann, Richard Warnung,
"Implementation of new hypo-elliptic simulated
annealing algorithms"
(Start Seminar)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 11.12.2007 Bertram Düring (TU Vienna)
"An inverse problem in option pricing and
kinetic models for wealth distribution"
Th, 13.12.2007 Ansgar Jüngel (TU Vienna), Start-Seminar,
"Entropy and entropy dissipation in nonlinear
diffusion equations"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 04.12.2007 Richard Warnung
On the construction of an integrand hiding the drift
of a Brownian motion with drift
Th, 06.12.2007 Florian Leisch, Start-Seminar,
Stochastic Portfolio Theory - How do functionally
generated portfolios perform under real market
conditions?
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/