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Talks at University of Vienna
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Tu, 03.07.2012, 15:00, seminar room C 2.09
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 2nd floor
Bezirgen Veliyev (University of Vienna)
"Stochastic Calculus, Arbitrage Theory and
Optimal Investment with Transaction Cost"
(public defense of doctor's thesis)
For further details see
http://plone.mat.univie.ac.at/events/2012/defensio-bezirgen.pdf
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We, 04.07.2012, 16:00-17:00, seminar room C 2.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 2nd floor
Johannes Muhle-Karbe (ETH Zurich)
http://www.math.ethz.ch/~jmuhleka/
"Optimal Investment with Small Transaction Costs"
For further details see
http://plone.mat.univie.ac.at/events/2012/optimal-investment-with-small-tra…
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To Whom it May Concern:
this week I congratulate our neighbour in Freihaus, Dr. Franz Schuster
from the Department for Discrete Mathematics and Geometry, who was
awarded a START Prize 2012 of the Austrian Science Fund (FWF):
http://www.fwf.ac.at/de/public_relations/press/pa20120612.html .
He will give a talk at Schachermayer's Probability-Seminar - see below.
Furhermore I send you some selected events for the next months.
As in the next weeks I most probably won't send weekly emails
I wish you a relaxed summer :-)
Best regards, Sandra (FAM-office)
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Talk at University of Vienna
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Mo, 25.06.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Franz Schuster (TU Vienna)
http://www.dmg.tuwien.ac.at/schuster/
"Affine Analytic Inequalities"
(Seminar on Probability Theory)
For abstract see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html
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Upcoming Events
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6th European Congress of Mathematics, July 2-7, Krakow, Poland;
http://6ecm.ptm.org.pl/
EPSRC Symposium Workshop - Optimal stopping, optimal control and
finance, July 16-20, 2012, University of Warwick, GB;
http://www2.warwick.ac.uk/fac/sci/maths/research/events/2011-2012/symposium…
25th International Summer School of the Swiss Association of Actuaries,
August 13-17, 2012, University of Lausanne, Switzerland;
http://www.saa-iss.ch/
1st European Actuarial Journal (EAJ) Conference, September 6-7, 2012,
University of Lausanne, Switzerland;
http://www.eaj2012.org/
International Summer Academy 2012 on Advanced Stochastic Methods to
Model Risk, September 9-22, 2012, Ulm University, Ulm, Germany;
http://www.uni-ulm.de/mawi/summer-academy-2012/
ETH Risk Day 2012 - Mini-Conference on Risk Management in Finance and
Insurance, September 14, 2012, ETH Zurich, Switzerland;
http://www.ccfz.ch/events/forthcoming-events/ccfz14092012.html
Second International Conference on Energy and Commodities, September
17-19, 2012, WPI Vienna, Austria;
http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy5N-bis.htm
International Summer Academy 2012 on Advanced Stochastic Methods to
Model Risk, September 9-22, 2012, Ulm University, Germany;
http://www.uni-ulm.de/mawi/summer-academy-2012/
International Conference "Stochastic Optimization and Optimal Stopping",
September 24–28, 2012, Steklov Mathematical Institute, Moscow, Russia;
http://soandos.mi.ras.ru/
Conference in Honour of Professor Freddy Delbaen - Perspectives in
Analysis and Probability, September 24-28, 2012, ETH Zurich, Switzerland;
http://www.fim.math.ethz.ch/conferences/2012/Conference_Delbaen/
4th Berlin Workshop on Mathematical Finance for Young Researchers,
October 11-13, 2012, HU Berlin, Germany;
http://www.qfl-berlin.de/workshop2012
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This time we announce a talk of the Mathematics Finance group at UniVie:
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Mo, 18.06.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Mathias Beiglböck (University of Vienna)
http://www.mat.univie.ac.at/~mathias/
"Concentration of Gaussian Measures"
(Seminar on Probability Theory)
Abstract:
Based on simple properties of the Ornstein-Uhlenbeck semigroup we derive
Poincare and log-Sobolev inequalities for the Gaussian measure. As a
corollary we obtain the Gaussian concentration property.
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html
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... as well as a 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.)
As there might be only a few seats left, please register immediately.
For those who registered earlier but cannot participate: please inform
the organiser Peter Laurence <laurenceWPI(a)gmail.com>.
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Announcement of talks organised by FAM @ TU Wien
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Tu, 12.06.2012, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Peter Eichelsbacher (Ruhr-Universität Bochum)
http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html
"Die Steinsche Methode und Anwendungen" - part 2
If necessary the talk may be given in English language.
Part 1 of this talk was given on Tuesday, 08.05.2012.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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