------------------------------------------------------------------------
Talks at University of Vienna
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Tu, 18.09.2012, 15:00, seminar room D 1.01
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Lavinia Ostafe (University of Vienna)
"Asymptotic Arbitrage under Transaction Costs"
(Public PhD Thesis Defense)
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Tu, 18.09.2012, 17:00, seminar room C 2.09
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 2nd floor
Luciano Campi (University Paris 13)
https://sites.google.com/site/lucianocampi1/
"Explicit constructions of dynamic Brownian and Bessel bridges"
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We, 19.09.2012, 10:30, seminar room C 2.09
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 2nd floor
Bruno Bouchard (Université Paris-Dauphine)
http://www.ceremade.dauphine.fr/~bouchard/bouchard.htm
"Stochastic Target Games and applications in finance"
------------------------------------------------------------------------
We, 19.09.2012, 15:00, seminar room D 1.01
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Johannes Temme (University of Vienna)
http://www.mat.univie.ac.at/~jtemme/
"Aspects of Taking and Avoiding Risk"
(Public PhD Thesis Defense)
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Event at Wolfgang Pauli Institute
------------------------------------------------------------------------
Three-Day-Conference
+-------------------------------------------
| "Financial Engineering for Energy and Commodity
| Risk Management and hedging of Commodity Derivatives"
+----------------------------------------------------------
September 17-19, 2012 (Monday to Wednesday),
registration starting at: 9:00, talks starting at: 10:00
Wolfgang Pauli Institut / University of Vienna,
1090 Wien, Nordbergstrasse 15, UZA 2, Lecture Hall / Hörsaal 3 (HS3)
Program & Abstracts: NEW!
^^^^^^^^^^^^^^^^^^^^
http://www.math.nyu.edu/~laurence/Wpi/program-conference-2012.pdf
Conference web site:
^^^^^^^^^^^^^^^^^^^^
http://www.wpi.ac.at/theme_view.php?id_theme=86
and/or "Conference II" on:
http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm
------------------------------------------------------------------------
Event at Johannes Kepler University Linz
------------------------------------------------------------------------
1st Austrian Stochastics Days
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
September 24-25 (Monday to Tuesday), Johannes Kepler University Linz
http://stochastics-mathematics.uibk.ac.at/stochasticsdays/
General information:
The Austrian Stochastics Days are intended to provide scientists
and young researchers working in Stochastics an opportunity to
meet each other and present there results.
Organizing committee:
Evelyn Buckwar (Universität Linz)
Christel Geiss (Universität Innsbruck)
Erika Hausenblas (Montanuniversitaet Leoben)
Registration (deadline: Sept. 13):
To register, send an e-mail to <austrian.stochasticdays(a)gmail.com>.
Talk (deadline: Sept. 13):
If you would like to give a talk please send an abstract in Latex
to <austrian.stochasticdays(a)gmail.com>.
Accommodation (deadline: Sept. 3):
Regarding accommodation, please make your own reservation at
the Sommerhaus http://www.sommerhaus-hotel.at/en/
------------------------------------------------------------------------
Event organised by FAM @ TU Wien
------------------------------------------------------------------------
PRisMa 2012: One-Day Workshop on Portfolio Risk Management
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Friday, October 5th, 2012, Vienna University of Technology
http://www.fam.tuwien.ac.at/prisma2012/
Organized by:
PRisMa Lab, http://www.prismalab.at/
Prof. Dr. Uwe Schmock (FAM @ TU Wien)
Sponsored by:
Christian Doppler Research Association
Bank Austria
Austrian Federal Financing Agency (ÖBFA)
COR&FJA
Österreichische Kontrollbank (OeKB)
Participation and Registration:
Participation is free, and there is no official registration -
nevertheless for administrative reasons we would be happy if
you write a short email to our secretary (fam(a)fam.tuwien.ac.at)
with your name and university or company.
CPD:
For actuaries, this workshop counts up to 5.5 points for their
continuing professional development. For a corresponding certificate,
please register in advance for the morning and/or afternoon part of
the workshop by sending an email with your name and postal address
to the workshop secretary (see below) and sign up when you actually
attend the workshop.
------------------------------------------------------------------------
------------------------------------------------------------------------
Event organised by FAM @ TU Wien
------------------------------------------------------------------------
PRisMa 2012: One-Day Workshop on Portfolio Risk Management
==========================================================
Friday, October 5th, 2012, Vienna University of Technology
http://www.fam.tuwien.ac.at/prisma2012/
Organized by:
PRisMa Lab, http://www.prismalab.at/
Prof. Dr. Uwe Schmock (FAM @ TU Wien)
Sponsored by:
Christian Doppler Research Association
Bank Austria
Austrian Federal Financing Agency (ÖBFA)
COR&FJA
Österreichische Kontrollbank (OeKB)
Participation and Registration:
Participation is free, and there is no official registration -
nevertheless for administrative reasons we would be happy if
you write a short email to our secretary (fam(a)fam.tuwien.ac.at)
with your name and university or company.
CPD:
For actuaries, this workshop counts up to 5.5 points for their
continuing professional development. For a corresponding certificate,
please register in advance for the morning and/or afternoon part of
the workshop by sending an email with your name and postal address
to the workshop secretary (see below) and sign up when you actually
attend the workshop.
------------------------------------------------------------------------
Event at Wolfgang Pauli Institute
------------------------------------------------------------------------
Three-Day-Conference
+-------------------------------------------
| "Financial Engineering for Energy and Commodity
| Risk Management and hedging of Commodity Derivatives"
+----------------------------------------------------------
September 17-19, 2012 (Monday to Wednesday),
Wolfgang Pauli Institut / University of Vienna:
1090 Wien, Nordbergstrasse 15
Invited Talks:
^^^^^^^^^^^^^^
René Aid, Electricité de France
Ole Barndorff-Nielsen, Aarhus University
Michael Coulon, Princeton University
Matt Davidson, Kyloe Energy & University of Western Ontario
Emanuel Gobet, Ecole Polytechnique, Paris
Ruediger Kiesel, Lehrstuhl, Duisburg
Kevi Kindall, CononoPhilipps
Delphine Lautier, Paris-Dauphine
Brenda-Lopez Cabrera, Humboldt University, Berlin
Esteban Tabak, Courant Institute, New York
Peter Tankov,U. de Paris 7, Paris
Xavier Warin, Electricite de France, Paris
Registration:
^^^^^^^^^^^^^
Registration is free but mandatory up to 2 weeks prior
to the event. To register, send a request to:
Peter Laurence <laurenceWPI(a)gmail.com>
(Please register individually and not in groups.)
Conference web site:
^^^^^^^^^^^^^^^^^^^^
http://www.wpi.ac.at/theme_view.php?id_theme=86
and/or "Conference II" on:
http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm
------------------------------------------------------------------------
Event at Johannes Kepler University Linz
------------------------------------------------------------------------
1st Austrian Stochastics Days
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
September 24-25 (Monday to Tuesday), Johannes Kepler University Linz
http://stochastics-mathematics.uibk.ac.at/stochasticsdays/
General information:
The Austrian Stochastics Days are intended to provide scientists
and young researchers working in Stochastics an opportunity to
meet each other and present there results.
Organizing committee:
Evelyn Buckwar (Universität Linz)
Christel Geiss (Universität Innsbruck)
Erika Hausenblas (Montanuniversitaet Leoben)
Registration (deadline: Sept. 13):
To register, send an e-mail to <austrian.stochasticdays(a)gmail.com>.
Talk (deadline: Sept. 13):
If you would like to give a talk please send an abstract in Latex
to <austrian.stochasticdays(a)gmail.com>.
Accommodation (deadline: Sept. 3):
Regarding accommodation, please make your own reservation at
the Sommerhaus http://www.sommerhaus-hotel.at/en/
------------------------------------------------------------------------