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Habilitation lecture of Stefan Gerhold
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Tu, 28.06.2011, 16:15 (!)
Freihaus Hörsaal 4 (!)
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section
Stefan Gerhold (FAM @ TU Wien)
http://www.fam.tuwien.ac.at/~sgerhold/
"Special Functions: From Lindelöf Integrals to Volatility Smiles"
(Habilitation lecture / Habilitationskolloquium)
http://www.fam.tuwien.ac.at/events/abstracts/20110628_Gerhold.pdf
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The already announced Blackboard Discussion this week will be postponed.
A new date/time will be announced through this mailinglist.
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Announcement of talks/events organised by FAM @ TU Wien
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Tu, 28.06.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Blackboard Discussion
on the Abstract Fundamentals
of Financial and Actuarial Mathematics
Theme: Zero-One laws
Please find the details here:
http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf
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Announcement of talks organised by FAM @ TU Wien
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Tu, 21.06.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Stefan Gerhold (FAM @ TU Wien)
"Transaction Costs made Tractable"
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, 20.06.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Philipp Deutsch (University of Vienna)
"Optimal investment in mean-reverting instruments
under transaction costs"
(Seminar Finanzmathematik)
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Future events - last reminder
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Vienna International Summer School on
"Stochastic claims reserving methods in insurance"
(Schadensreservierung)
Vienna, Monday, July 4 - Friday, July 8, 2011,
organised by FAM @ TU Wien
http://www.fam.tuwien.ac.at/events/viss2011/
Registration only possible until Friday, June 24!
http://www.fam.tuwien.ac.at/events/viss2011/registration.php
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Announcement of talks organised by FAM @ TU Wien
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Tu, 14.06.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Blackboard Discussion
on the Abstract Fundamentals
of Financial and Actuarial Mathematics
Theme: Discussion of the Borel-Cantelli lemma.
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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Two-Day-Event within the
"Special Year on Financial Engineering for Energy and
Commodity Risk Management and hedging of Commodity Derivatives"
(http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm)
Registration:
^^^^^^^^^^^^^
To register please write an email to:
Peter Laurence <laurenceWPI(a)gmail.com>
Location:
^^^^^^^^^
Wolfgang Pauli Institut / University of Vienna:
1090 Wien, Nordbergstrasse 15, 7th floor, seminar room C 714
Th, 16.06.2011, 10:00-12:30
Antoine Jacquier (TU Berlin)
http://www.math.tu-berlin.de/~jacquier/
"Asymptotics in Finance"
Th, 16.06.2011, 14:30-16:30
Christian Bayer (University of Vienna)
http://www.mat.univie.ac.at/~bayerc2/
"Computational Finance"
Fr, 17.06.2011, 10:00-12:30
Christoph Reisinger (University of Oxford)
http://people.maths.ox.ac.uk/reisinge/
"HJB equations and their numerical treatment" (part I)
Fr, 17.06.2011, 14:00-16:00
Christoph Reisinger (University of Oxford)
http://people.maths.ox.ac.uk/reisinge/
"HJB equations and their numerical treatment" (part II)
Fr, 17.06.2011, 16:30-18:30
Christian Bayer (University of Vienna)
http://www.mat.univie.ac.at/~bayerc2/
"Computational Finance" (part II)
The previously announced mini-course by Peter A. Forsyth (University of
Waterloo) has undergone major changes. Professor Forsyth had to cancel
due to an injury last friday.
The organiseres managed to put together however an excellent new
program: same days, slightly different times. Due to the unforseen
circumstances and enlarged scope of the conference the organisers are
accepting, even at this late stage, new registrations.
To register write an email to: Peter Laurence <laurenceWPI(a)gmail.com>
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Recruitment talks: professorship Mathematics and Finance @ Univ. Wien
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For all details including abstracts see
http://www.fam.tuwien.ac.at/events/abstracts/201106_MathFinance.pdf
(We, 01.06.2011, 14:00, Kostas Kardaras)
(Fr, 10.06.2011, 08:30, Umut Cetin)
Fr, 17.06.2011, 14:00, Joachim Grammig
We, 22.06.2011, 14:00, Miklos Rasonyi
We, 22.06.2011, 16:30, Robert Stelzer
Fr, 24.06.2011, 14:00, Nikolaus Hautsch
Seminar rooom of the Department for Statistics and OR, 3rd floor
University of Vienna, Universitätsstr. 5, 1010 Wien.
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Announcement of talks organised by FAM @ TU Wien
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Tu, 07.06.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Blackboard Discussion
on the Abstract Fundamentals
of Financial and Actuarial Mathematics
Kahlenberg: "Foundations of Modern Probability", 1st edition
- Theorem 2.18
- Theorem 6.23 and Corollary 6.24
- Corollary 6.25
- Law of large numbers
Please find the details here:
http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf
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Announcement of an open position at FAM @ TU Wien
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Professorship in the area of Financial and Actuarial Mathematics /
Professur im Bereich Finanz- und Versicherungsmathematik:
http://www.fam.tuwien.ac.at/jobs/20110601a.php
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Furthermore we announce talks at other universities
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Tu, 07.06.2011, 13:00, seminar room D 101, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Sara Karlsson (University of Vienna)
"Consistent dynamic equity market code-books
from a practical point of view" (Defensio)
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Recruitment talks: professorship Mathematics and Finance @ Univ. Wien
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For all details including abstracts see
http://www.fam.tuwien.ac.at/events/abstracts/201106_MathFinance.pdf
We, 01.06.2011, 14:00, Kostas Kardaras (*)
Fr, 10.06.2011, 08:30, Umut Cetin
Fr, 17.06.2011, 14:00, Joachim Grammig
We, 22.06.2011, 14:00, Miklos Rasonyi
We, 22.06.2011, 16:30, Robert Stelzer
Fr, 24.06.2011, 14:00, Nikolaus Hautsch
Seminar rooom of the Department for Statistics and OR, 3rd floor
University of Vienna, Universitätsstr. 5, 1010 Wien.
(*) I am sorry for the late announcement, but the public announcement of
University of Vienna was just today (Fr, June 3).
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Wiedner Hauptstrasse 8 / E105-1 FAM, 1040 Vienna, Austria (DVR: 0005886)