Timetable
Tu, 23.03.2010, 16:30, seminar room 107
TU Wien, 1040 Wien, Wiedner Hauptstr. 8,
Freihaus, 6th floor, green section
Stefan Gerhold (FAM @ TU Wien)
"Refined volatility expansion in the Heston model"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Furthermore we also announce a talk at
University of Vienna, 1090 Wien, Nordbergstr. 15:
Mo, 22.03.2010, 16:30, seminar room D107, UZA 4
Beatrice Acciaio
"An introduction to Risk Measure (part I)"
seminars within one week:
Tu, 09.03.2010, 16:30, Freihaus, green area, 6th floor, seminar room 107
(TU Wien, Wiedner Hauptstr. 8, 1040 Wien)
Katja Krol (Humboldt University, Berlin)
"Minimal Entropy Martingale Measure for Lévy Processes"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Today there is also an interesting talk at Vienna University, Faculty of
Mathematics, Nordbergstr. 15, 1090 Wien:
Mo, 08.03.2010, 16:30 - 18:00 Uhr, Seminarraum D 107, UZA 4
Irene Klein (Vienna University)
"A large financial markets approach to bond markets"