Dear Friends of FAM,
there are no more FAM-talks planned for this year, therefore i send you
two other interesting talks organized by VGSF/VIF and WPI/UniVie.
Seasonal greetings,
Sandra
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Friday, December 19th, 14:00 - 15:30,
1190, Heiligenstädter Strasse 46-48, Seminar Room 1
"VGSF Seminar"
http://www.vgsf.ac.at/activities/seminars.htm
Hansjörg Albrecher (Johannes Kepler University Linz)
"Tax and Dividend Payments in Collective Risk Theory"
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Friday, December 19th, 15:45 - 17:30,
1090, Nordbergstr. 15 /Althanstr., Uni Wien, UZA 2, lecture room HS 3
"7th Pauli Colloquium"
Pierre-Louis Lions (College de France)
"Financial mathematics and/after the crash"
Opening: 15.45 - 16.00 Coffee, Cake & Come Together
16.00 - 16.15 Introduction: Norbert J. Mauser
16.15 - 17.10 Talk of Pierre-Louis Lions
17.10 - 17.30 Public Discussion moderated by Walter Schachermayer
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Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 02.12.2008 Juan-Pablo Ortega (CNRS, France)
"GARCH pricing via local risk minimization"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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| |
| "Conference on small time asymptotics, perturbation |
| theory and heat kernel methods in mathematical finance" |
| |
| February 10-12, 2009: |
| Wolfgang Pauli Institut, Vienna, Austria |
| |
| http://www.math.nyu.edu/~laurence/vienna-Sabr-bis.htm |
| |
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