Timetable
Mo, 24.09.2007, 15:30:
Michel Verschuere (Electrabel Trading and Portfolio Management)
"Hedging Under Uncertainty: Applications to Carbon Emissions Markets"
Freihaus of TU Wien, green area, 6th floor, seminar room 107
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Workshop of the Wolfgang Pauli Institute:
"Optimal transportation structures, gradient flows
and entropy methods for applied PDE's"
http://www.wpi.ac.at/event_view.php?id_activity=87
We, 26.09.2007, 11.30
Josef Teichmann (TU, Vienna)
Stochastic Differential Equations with Values in Wasserstein Spaces
We, 26.09.2007, 12.15
Walter Schachermayer (TU, Vienna)
Optimal and better transport plans
WPI, Nordbergstrasse 15, 1090 Wien, Seminarroom C206 + C207
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Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 11.09.2007 Martin Raic (University of Ljubljana, Slovenia)
Stein's Method and Large Deviations
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 04.09.2007, 16:30
Thomas Cass (University of Cambridge) homepage
Smoothness of density for solutions to stochastic
differential equations with jumps
Fr, 07.09.2007, 10:00
Zehra Eksi (Middle East Technical University, Ankara)
Comparative Study of Risk Measures
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
______________________________________________________________________
+-----------------------------------------------+
| Workshop and Mid-Term Conference on |
| Advanced Mathematical Methods for Finance |
| (AMaMeF), September 17-22, 2007 |
| <http://www.fam.tuwien.ac.at/amamef2007/> |
+-----------------------------------------------+
organized by PRisMa Lab and FAM @ TU Vienna
Sponsored by Bank Austria, ÖBFA, ESF, Christian Doppler Society,
Ernst & Young, Insightful
Location:
Vienna University of Technology
Wiedner Hauptstr. 8-10
1040 Vienna, Austria
Participants:
Close to 200 persons (more than 70 Ph.D. students) registered so far for
the conference. These come from more than 20 countries and four
continents. The list of participants can be found here:
http://www.fam.tuwien.ac.at/events/amamef2007/speaker.php
Registration:
Registration is still possible, details can be found here:
http://www.fam.tuwien.ac.at/events/amamef2007/registration.php
Scientific Program:
Mo, Sep. 17th: Educational workshop
(Speakers: Ernst Eberlein, Dorje C. Brody, Michèle Vanmaele)
Tu, Sep. 18th: Scientific conference
(Speakers: Bernt Øksendal, Chris Rogers, Freddy Delbaen,
Damir Filipovic, Martin Schweizer)
We, Sep. 19th: Scientific conference
(Speakers: Dmitry Kramkov, Mete Soner, Esko Valkeila,
Tomas Björk, Thaleia Zariphopoulou)
Tu, Sep. 20th: Scientific conference
(Speakers: Lukasz Stettner, Christoph Schwab,
Ole E. Barndorff-Nielsen, Ioannis Karatzas, Wolfgang Runggaldier)
Fr, Sep. 21st: Practitioner's day
(Speakers: Marek Musiela, Peter Schaller, Eva Strasser,
Ludger Overbeck)
Sa, Sep. 22nd: Scientific conference (half day)
(Speakers: Damien Lamberton, Bogdan Iftimie, Claudia Klüppelberg,
Giulia Di Nunno)
The detailed program - including contributed talks - can be found here:
http://www.fam.tuwien.ac.at/events/amamef2007/program.php
For abstracts and updates see
http://www.fam.tuwien.ac.at/amamef2007/abstracts.php
Conference Secretary:
Mr. Christian Gawrilowicz (FAM @ TU Vienna)
Phone: +43-1-58801-10511
E-mail: secr(a)fam.tuwien.ac.at
Organizing Committee:
- Peter Grandits
- Friedrich Hubalek
- Reinhold Kainhofer
- Johannes Leitner
- Walter Schachermayer
- Uwe Schmock
For registration details, conference fees, etc., please visit the
conference web site at <http://www.fam.tuwien.ac.at/amamef2007/>,
which will be updated continuously. We are looking forward to welcome
you in Vienna!