Timetable
Tu, 30.09.2008 Goncalo dos Reis (Humboldt-Universität zu Berlin)
16:30, Seminar room 107
"Differentiability of quadratic growth BSDEs and
applications"
We, 01.10.2008 Philip Dybvig (Washington University, Saint Louis, USA)
16:30, Seminar room 107
"High Hopes and Disappointments: Preference for Timing
of Information without the Recursive Structure"
Mo, 06.10.2008 Johannes Leitner (FAM @ TU Wien)
12:00, Freihaus Hörsaal FH 3
Habilitation Talk: "Robust Martingale Representations
for Marked Point Processes"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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| |
| October, 17th - 18th 2008: |
| Conference on Numerical Methods |
| for American and Bermudan Options |
| http://www.math.nyu.edu/~laurence/vienna-amop1.htm |
| |
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Timetable
Tu, 23.09.2008, 16:30, Sem 107
Denis Belomestny (Weierstrass Institute for
Applied Analysis and Stochastics, Berlin)
"New series representations for the characteristic functions of
affine Feller processes with applications to option pricing"
Th, 25.09.2008, _10:30_, Sem 107
Olaf Menkens (School of Mathematical Sciences, Dublin City University)
"Crash Hedging Strategies and q--Quantile Crash Hedging Strategies"
Th, 25.09.2008, _13:30_, Sem 107
Simone Farinelli (UBS, Zürich)
"Geometric Arbitrage Theory"
Sem 107 = Freihaus of TU Wien, green area, 6th floor
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+-------------------------------------------------------+
| |
| Monday, September 29, 2008, 9.00-19.00: |
| PRisMa 2008 - |
| One-Day Workshop on Portfolio Risk Management |
| http://www.fam.tuwien.ac.at/events/prisma2008/ |
| |
+-------------------------------------------------------+
+-------------------------------------------------------+
| |
| October, 17th - 18th 2008?: |
| Conference on Numerical Methods |
| for American and Bermudan Options |
| http://www.math.nyu.edu/~laurence/vienna-amop1.htm |
| |
+-------------------------------------------------------+
Timetable
Tuesdays and Thursdays, 16:30,
TU Vienna, "Freihaus", green area, 6th floor, seminar room 107.
Tu, 16.09.2008 Matthias Weber (University of Applied Sciences, Dresden)
On Stochasticity of Solutions of Differential Equations
with a Small Delay
Th, 18.09.2008 Mark Freidlin (University of Maryland), Start-Seminar,
Asymptotic Problems for PDE's and Related Stochastic
Processes
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+-------------------------------------------------------+
| |
| Monday, September 29, 2008, 9.00-19.00: |
| PRisMa 2008 - |
| One-Day Workshop on Portfolio Risk Management |
| http://www.fam.tuwien.ac.at/events/prisma2008/ |
| |
+-------------------------------------------------------+