Timetable
Tuesday and Thursday (different beginning times)
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 28.04.2009, 16:30:
Vicky Henderson (Oxford-Man Institute of
Quantitative Finance, UK)
"Prospect Theory, Partial Liquidation and the
Disposition Effect"
Th, 30.04.2009, 16:00:
Dejan Veluscek (FAM, TU Vienna)
"Higher order weak approximation schemes for SDEs"
Th, 30.04.2009, 17:00:
Sasa Parad (ETH Zurich, Switzerland)
Long Run Asset Prices with General Utilities"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Time & Location:
Tuesdays and Thursdays, 16:30,
TU Vienna, "Freihaus", green area, 6th floor, seminar room 107.
seminars within one week:
Tu, 21.04.2009 Mia Hinnerich (Aarhus University, Denmark)
"Inflation-indexed swaps and swaptions"
Th, 23.04.2009 Stephan Sturm (TU Berlin, Germany)
"A General Approach to Small-Time Large Deviations for
Sample Paths of Infinite Dimensional Symmetric
Dirichlet Processes with Applications to the
Wasserstein Diffusion"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/