Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 28.10.2008 Roman Ivanov (Faculty of Mechanics and Mathematics,
Lomonosov Moscow State University, Russia)
"On calculation of multiple exercise Russian option"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
seminars within one week
Th, 23.10.2008 Jose Fajardo (Economics Research Group, IBMEC
Business School, Rio de Janeiro)
"Symmetry and Option Price Monotonicity with Levy
processes"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 16.10.2008 Michael Schmutz (Institut f. math. Statistik und
Versicherungslehre, Universität Bern)
"Multivariate symmetry properties of asset prices,
derivatives and their relation to convex geometry"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Mo, 06.10.2008 Johannes Leitner (FAM @ TU Wien)
12:00, FH Hörsaal 3
Habilitation Talk: "Robust Martingale Representations
for Marked Point Processes"
Th, 09.10.2008 Peter Spreij (Universiteit van Amsterdam),
Start-Seminar,
16:30, Seminar room 107
On Multivariate Feller conditions in term structure
models
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/