Timetable
Tu, 27.01.2009, 16:30, Zeichensaal 3
(Freihaus, 7th floor, green section)
Angelika May (Universität Oldenburg, Germany)
"CPPI Models for life insurance products with guarantees"
(Vortragsreihe aus Finanz- und Versicherungsmathematik)
Th, 29.01.2009, 16:30, seminar room 107 (FH, 6th floor, green section)
J. Teichmann, A. Papapantoleon, M. Keller-Ressel
(START-Prize Group, Vienna University of Technology)
"A new approach to LIBOR modeling"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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| |
| Peter K. Friz (University of Cambridge, UK) |
| |
| Minicourse on |
| "Stochastic Analysis via Rough Paths" |
| |
+-------------------------------------------------+
Th, 22.01.2009, 16:00, seminar room 107
Th, 05.02.2009, 16:00, seminar room START-Group
(Treitlstrasse 1-3, 5th floor)
Th, 12.02.2009, 16:00, seminar room 107
(Freihaus, green area, 6th floor)
Please find the lecture notes to this minicourse here:
http://www.statslab.cam.ac.uk/~peter/Vienna2009/roughpaths.htm
Homepage of Peter K. Friz:
http://www.statslab.cam.ac.uk/~peter/
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This Minicourse is organised by FAM @ TU with financial support by EU.
For other events of FAM @ TU 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, 15.01.2009 Jose Fajardo (Economics Research Group, IBMEC
Business School, Rio de Janeiro)
Optimal Insider Strategy with Penalties
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 |
| Please register via email to |
| Peter Laurence <laurence(a)mat.uniroma1.it> |
| |
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