Timetable
Tuesday and Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 27.05.2008 Corina Constantinescu (RICAM Linz)
"Risk procesess with stochastic returns on investments"
Th, 29.05.2008 Umut Cetin (London School of Economics, UK),
Insider trading in credit markets with dynamic
information asymmetry"
(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, 20.05.2008, Elisa Nicolato (University of Aarhus)
"Sato Processes in Default Modelling"
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, 15.05.2008 Erik Baurdoux (LSE London), Start-Seminar,
"The McKean stochastic game driven by a spectrally
negative Lévy process"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/