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Announcement of talks organised by FAM @ TU Wien
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Tu, 29.01.2013, 15:15, Dissertantenraum
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 8th floor, green section
Stefan Gerhold (FAM @ TU Wien)
http://www.fam.tuwien.ac.at/~sgerhold/
"Some traces of discrete mathematics in mathematical finance"
(Seminar Arbeitsgemeinschaft Diskrete Mathematik)
For further details (including abstracts) see
http://www.dmg.tuwien.ac.at/nfn/agdm.html
or http://www.fam.tuwien.ac.at/events/
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Talks at University of Vienna, Faculty of Mathematics
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Th, 31.01.2013, 14:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Augusto Teixeira (IMPA, Brazil)
http://w3.impa.br/~augusto/
"Soft local times, and decoupling of random interlacements"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html
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Talks of other departments / research groups @ TU Wien
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Th, 31.01.2013, 15:00, EI 1 Petritsch Hörsaal
1040 Wien, Gußhausstraße 25, Altes EI, Stiege VIII (Hauptstiege), 2. OG
Pasquale Tridico (Università di "Roma Tre")
http://host.uniroma3.it/docenti/tridico/
"Transforming Central Europe.
Repairing a Ship on the Open Sea in Stormy Weather"
(Public Lecture Series Economic Theory and Policy)
For further details (including abstracts) see
http://www.econ.tuwien.ac.at/events/
EI 1 Petritsch Hörsaal (map):
http://www.wegweiser.ac.at/tuwien/hoersaal/E1.html
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Announcement of conferences
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CSASC 2013
Joint Mathematical Conference of the
- Catalan Mathematical Society
- Slovenian Mathematical Society,
- Austrian Mathematical Society,
- Slovak Mathematical Society, and
- Czech Mathematical Society,
Koper, Slovenia, June 9-13, 2013
http://conferences2.imfm.si/conferenceDisplay.py?confId=14
IME 2013
17th International Congress on Insurance Mathematics and Economics
University of Copenhagen, Denmark, July 1-3, 2013
http://www.math.ku.dk/~rsk789/ime2013/
ÖMG-DMV 2013
18th ÖMG Congress and Annual DMV Meeting
University Innsbruck, September 23-27, 2013
http://math-oemg-dmv-2013.uibk.ac.at/
PRisMa 2013
Extended Portfolio Risk Management Conference 2013
Vienna University of Technology, September 26-28, 2013
(details & webpage following soon)
EAJ 2013
2nd European Actuarial Journal Conference 2014
Vienna University of Technology, September 10-12, 2014
(details & webpage following soon)
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University of Vienna, Faculty of Mathematics
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Mo, 21.01.2013, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Alexander Drewitz (ETH Zurich)
http://www.math.ethz.ch/~drewitza/
"A new rearrangement inequality around infinity
and applications to Lévy processes"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html
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We, 23.01.2013, 16:15, Olga Taussky-Todd Raum (C 2.09)
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 2nd floor
Hans Föllmer (HU Berlin)
http://www2.mathematik.hu-berlin.de/~foellmer/
"Risk and Knightian Uncertainty:
On the Role of Probability in Finance"
(Mathematisches Kolloquium)
Abstract:
Over the last decades advanced probabilistic methods have played an
increasing role in Finance, both in Academia and in the financial
industry. In view of the recent financial crisis it has been asked to
which extent the use of such methods has been part of the problem. We
review some of the arguments and then focus on the foundational issue of
model uncertainty, also called "Knightian uncertainty". This will be
illustrated by the interplay between "historical measures" and
"martingale measures" in the standard framework of Mathematical Finance
and also by the problem of quantifying financial risk.
15:45-16:15 coffee & cake, Common Room (C 2.06)
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Th, 24.01.2013, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Hans Föllmer (HU Berlin)
http://www2.mathematik.hu-berlin.de/~foellmer/
"Shifting martingale measures and the birth of a bubble"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12.html
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Announcement of a talk organised by FAM @ TU Wien
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Tu, 15.01.2013, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Andreas Kyprianou (University of Bath)
http://www.maths.bath.ac.uk/~ak257/
"Multi-level Wiener-Hopf Monte-Carlo simulation for Lévy processes"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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