The reminder for next week is sent out earlier as this time wie also
announce an event taking place this Friday at TU Graz.
Tu, 01.06.2010, 9:30, seminar room 101B,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 3rd floor, green section
Markus Zahrnhofer (TU Graz)
"Modeling and pricing of temperature derivatives"
Tu, 01.06.2010, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Stefan Thonhauser (University Lausanne)
"A randomized approach to analyzing the compound Poisson risk model
under periodic observations"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Furthermore this time we also announce ...
Fr, 28.05.2010, 10:45-16:45, HS 009
TU Graz, 8010 Graz, Stremayrgasse 16/EG
Kolloquium Finanz- und Versicherungsmathematik 2010
http://opt.math.tu-graz.ac.at/~mayer/Kolloquium/kolloquium2010
Speakers:
Elisabeth Gassner (RLB, Graz)
Peter Grandits (Technische Universität Wien)
Natalie Packham (Frankfurt School of Finance & Management)
Günther Sieghartsleitner (Uniqa, Wien)
Stefan Thonhauser (Universität Lausanne).
Timetable
Mo, 17.05.2010, 9.30-11.00, Seminar room 101C
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Karl F. Bannör (Lucht Probst Associates, Frankfurt/Main)
"The Longstaff-Schwartz approach to the optimal stopping problem"
Tu, 18.05.2010, 16.30, FH Hörsaal 4
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section
Klaus D. Schmidt (Technische Universität Dresden)
"Lineare Modelle in der Schadenreservierung:
Korrelation, Prognose, und Prognosefehler"
Vortragsreihe aus Finanz- und Versicherungsmathematik
We, 19.05.2010, 12:00, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Klaus D. Schmidt (Technische Universität Dresden)
"Markov-Ketten und Bonus-Malus Systeme"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Furthermore this time we also announce a talk at University of Vienna:
Mo, 17.05.2010, 16:30, seminar room D 107, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Constantin Tudor:
"Selected topics in fractional and sub-fractional Brownian motions"
Timetable
Tu, 11.05.2010, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Dilip Madan (University of Maryland, USA)
"Unlimited Liabilities, Reserve Capital Requirements
and the Taxpayer Put Option"
Tu, 11.05.2010, 18.30-20.00, FH Hörsaal 8 (Nöbauer Hörsaal)
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section
David Millar (Chief Operating Officer PRMIA)
and Stefan Strehle and Christoph Obenhuber (PRM degree holders)
"PRMIA Education and Exam Information"
Furthermore this time we also announce ...
Mo, 10.05.2010, 16:30, seminar room D 107, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Emmanuel Denis (Ceremade, Universite Paris Dauphine)
"Consistent Price Systems and Arbitrage Opportunities
of the Second Kind in Models with Transaction Costs"
Furthermore we remind on the AnStAp10-Conference ...
Analysis, Stochastics, and Applications -
A conference in Honour of Walter Schachermayer
Vienna, July 12-16, 2010
http://www.mat.univie.ac.at/anstap10/
NEW:
Schedule as well as invited & contributed talks are online!
Poster submissions from young researchers are still welcome!