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Announcement of talks organised by FAM @ TU Wien
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Tu, 20.12.2011, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Ramin Okhrati (FAM @ TU Wien)
"Defaultable claims under finite variation Lévy processes"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Merry Christmas and a Happy New Year!
Frohe Weihnachten und ein gutes neues Jahr!
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This time we announce a talk at University of Vienna
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Mo, 28.11.2011, 14:15-15:15, seminar room C 207, UZA 4
(different time and different location!)
University of Vienna, Nordbergstraße 15, 1040 Wien
Tiziano De Angelis (Sapienza Università di Roma)
http://www.memotef.uniroma1.it/newdip/utenti/deangelistiziano/
"Pricing American Bond Options under HJM:
an Infinite Dimensional Variational Inequality"
(Seminar Finanzmathematik)
For abstract see:
http://www.mat.univie.ac.at/finance/seminarWS11.html
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