Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 26.02.2008 Diana Auerswald (University of Oldenburg)
"Valuation of American Style Options - Extension and
Empirical Tests of a Nonparametric Pricing Algorithm"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tu, 19.02.2008, 16:30, Sem 107
Roman Muraviev (Tel-Aviv University)
"Growth Gap vs. Smoothness for Diffeomorphisms
of the Interval"
Fr, 22.02.2008, 11:30, Sem 107
Yuri Kifer (Hebrew University, Jerusalem)
"Game options, shortfall risk and their binomial
approximations"
Sem 107: Freihaus of TU Wien, green area, 6th floor, seminar room 107.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Mon, 11 Feb 2008 15:11:07 +0100 (CET)
From: bouchard(a)ceremade.dauphine.fr
Subject: European Summer School in Mathematical Finance
Dear all,
please find inclosed the announcement of the European Summer School in
Mathematical Finance which will be organized near to Paris in September
2008.
As already mentioned, many you reaserchers and Phd students will be
supported.
More informations will be available soon on the web page:
http://www.ceremade.dauphine.fr/~bouchard/ESCMF
With best regards,
The organizers: Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles
Page`s, Huye^n Pham, Nizar Touzi
[attachment with same content as the web page removed by admin]
Timetable
Tuesday and Wednesday, 16:30,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 05.02.2008 Sergei Kucherenko (Imperial College London)
"Application of Global Sensitivity Analysis and
Quasi Monte Methods in finance"
We, 06.02.2008 Ales Cerny (Cass Business School, City Univ. London)
"Mean-Variance Hedging and Optimal Investment in Heston's
Model with Correlation"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/