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Announcement of talks organised by FAM @ TU Wien
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Tu, 31.05.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
4th Blackboard Discussion
on the Abstract Fundamentals
of Financial and Actuarial Mathematics
Planned Themes:
Kahlenberg: "Foundations of Modern Probability", Chapter 6
- Proposition 6.19 (one-sided bounds)
and Corollary 6.20 (extended Borel-Cantelli lemma)
- Theorem 6.21 (uniform integrability and closure)
and Corollary 6.22 (L^p -convergence)
- Theorem 6.23 (limits in conditioning) and Corollary 6.24
http://books.google.com/books?id=TBgFslMy8V4C&lpg=PP1&pg=PA103http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf
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Furthermore we announce talks at other universities
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Mo, 30.05.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Antonis Papantoleon (TU Berlin)
http://www.math.tu-berlin.de/~papapan/
"Efficient and accurate log-Lévy approximations
for the Lévy LIBOR model"
(Seminar Finanzmathematik)
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Announcement of talks & events organised by FAM @ TU Wien
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Tu, 17.05.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
3rd Blackboard Discussion
on the Abstract Fundamentals
of Financial and Actuarial Mathematics
(Topic: Martingales Revisited)
Please find the details here:
http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf
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Furthermore we announce talks at other universities
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Mo, 23.05.2011, 15:10 (!), seminar room D 107 (!), UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Nicolas Juillet (IRMA, University of Strasbourg)
http://www-irma.u-strasbg.fr/~juillet/
"Convexity of the Wasserstein space"
(Seminar Finanzmathematik)
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Tu, 24.05.2011, 11:00-11:40, meetingroom 1,
Vienna Institute of Finance, Heiligenstaedterstrasse 46-48, 1190 Wien
(Take right stairs or right lift and enter WU on third floor. The
meetingroom is on 4th floor and can be reached via internal stairs.)
Pavel V. Shevchenko (CSIRO, Sydney, Australia
http://www.cmis.csiro.au/Pavel.Shevchenko/
"Operational Risk Capital Modelling"
He will talk about his new book: "Modelling Operational Risk
using Bayesian Inference", Springer, Berlin (2011).
The talk will have something for finance undergraduates, and more
technical facts and formulae for postgraduates - everybody is welcome.
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Announcement of talks organised by FAM @ TU Wien
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Tu, 17.05.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
2nd Blackboard Discussion
on the Abstract Fundamentals
of Financial and Actuarial Mathematics
(Topic: Martingales Revisited)
Please find the details here:
http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf
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Furthermore we announce talks at other departments & universities
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Mo, 16.05.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Johannes Muhle-Karbe (ETH Zürich)
http://www.math.ethz.ch/~jmuhleka/
"Transaction Costs made Tractable"
(Seminar Finanzmathematik)
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Th, 19.05.2011, 16:45-17:15, seminar room 101B
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Philipp Dörsek (ETH Zürich)
http://www.math.ethz.ch/people/doersekp
"Weighted spaces and numerical schemes for
stochastic (partial) differential equations"
(seminar of the Doctorate School PDEtech)
Abstract: We consider spaces of functions on separable Hilbert spaces
or, more generally, on dual spaces of separable Banach spaces, endowed
with a weighted supremum norm. A corresponding notion of
differentiability is given. We prove rates of convergence of weak
approximation schemes for stochastic (partial) differential equations
in these spaces.
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Th, 19.05.2011, 18:00, seminar room Argentinierstraße,
1040 Wien, Argentinierstraße 8, ground floor (entry Paniglgasse)
Fritz Breuss (WIFO Wien)
http://fritz.breuss.wifo.ac.at/
"Structural funds, EU enlargement, and the redistribution
of FDI in Europe"
(Public Lecture Series Economic Theory and Policy)
For further details (including abstracts) see
http://www.econ.tuwien.ac.at/events/
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Announcement of events organised by FAM @ TU Wien
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Tu, 10.05.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
1st Blackboard Discussion
on the Abstract Fundamentals
of Financial and Actuarial Mathematics
Please find the details here:
http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf
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Furthermore we announce events at other universities
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Mo, 09.05.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Oleg Reichmann (ETH Zürich)
http://www.sam.math.ethz.ch/~oleg/
"Space-Time Wavelet Methods for degenerate parabolic PDEs
with applications to Fractional Brownian motion models"
(Vortrag im Rahmen des Seminars Finanzmathematik)
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Announcement of talks organised by FAM @ TU Wien
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Tu, 03.05.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Eberhard Mayerhofer (Vienna Institute of Finance)
Part A: "Affine processes on the positive semidefinite d x d
matrices don't jump too wildly"
Part B: "Wishart processes and Wishart distributions:
Relations and Realizations"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Furthermore we announce talks at other universities
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Mo, 02.05.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Joachim Lebovits (Université Pierre et Marie Curie)
"Stochastic Calculus with respect to multifractional Brownian
motion using White Noise Theory"
(Vortrag im Rahmen des Seminars Finanzmathematik)