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Recruitment talks for the open professorship at FAM
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This Friday, 23rd of March, the recruitment talks for the open
professorship at FAM start with 4 talks. The series of talks wil be
continued on Monday, 26th of March:
Fr, 23.03.2012:
^^^^^^^^^^^^^^^^
8:30, Seminar Room 107
Stefan Gerhold (FAM @ TU Wien)
"Portfolio Optimization under Transaction Costs"
10:30, Seminar Room 107
Vicky Fasen (ETH Zürich)
"Limit theory for continuous-time multivariate ARMA models
with applications in econometrics"
14:00, Seminar Room 107
Thorsten Rheinländer (London School of Economics)
"Self-dual stochastic processes and semi-static hedging
for realistic price processes"
16:00, Seminar Room 107
Thorsten Schmidt (Chemnitz University of Technology)
"Kreditrisiken und deren Modellierung"
Mo, 26.03.2012:
^^^^^^^^^^^^^^^^
9:00, Seminarraum 101B ("Freihaus", green section, 3rd floor)
Stefan Weber (Leibniz Universität Hannover)
"Liquidity-Adjusted Risk Measures"
13:00, Seminarraum 101A ("Freihaus", green section, 3rd floor)
Miklos Rasonyi (University of Edinburgh)
"Optimal investment: from risk-averse to behavioural agents
For all details including abstracts see
http://www.fam.tuwien.ac.at/events/
or for a printversion see
http://www.fam.tuwien.ac.at/events/abstracts/2012_Berufungsvortraege.pdf
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This time we announce a talk at University of Vienna
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Do, 15.03.2012, 17:00, seminar room D 103, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Johannes Ruf (University of Oxford)
http://www.oxford-man.ox.ac.uk/~jruf/
"Föllmer's measure, Novikov's condition
and options on exploding exchange rates"
(Seminar on Mathematical Finance)
For further details see:
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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As this week there is no talk at FAM and as far as I know no talk at
UniVie, I announce future events:
- recruitment talks for the open professorship at FAM (March 23/26)
- two-day-event of the WPI (June 22/23).
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Recruitment talks at FAM
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Fr, 23.03.2012 and Mo, 26.03.2012
Stefan Gerhold (FAM @ TU Wien)
Vicky Fasen (ETH Zürich)
Thorsten Rheinländer (London School of Economics)
Thorsten Schmidt (Chemnitz University of Technology)
Stefan Weber (Leibniz Universität Hannover)
Miklos Rasonyi (University of Edinburgh)
For all details including abstracts see
http://www.fam.tuwien.ac.at/events/
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Two-Day-Event of the WPI
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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
see: Mini-Courses, Part III
Friday, June 22 and Saturday, June 23, 2012,
Wolfgang Pauli Institut / University of Vienna:
1090 Wien, Nordbergstrasse 15
Prof. Peter Forsyth (University of Waterloo)
http://www.cs.uwaterloo.ca/~paforsyt/
"Mathematical Models for the commodity markets
(Numerical methods for Hamilton-Jacobi equations
in mathematical finance)"
Registration:
^^^^^^^^^^^^^
Registration is free but mandatory.
To register please write an email to:
Peter Laurence <laurenceWPI(a)gmail.com>
(Please register individually and not in groups.)
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