FAM-news June 2014

fam-news@fam.tuwien.ac.at

1 participants
4 discussions

reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Jun '14

29 Jun '14

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reminder for upcoming seminars and talks
by Sandra Trenovatz 21 Jun '14

21 Jun '14

------------------------------------------------------------------------ Wolfgang-Pauli-Institut ------------------------------------------------------------------------ Mo., 23.06.2014, 17:00, WPI seminar room Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 8th floor Juraj Kapasny (Masaryk University Brno & Univ. of Vienna) "Application of PDEs in option pricing: Black Scholes formula and how it failed" (Projektseminar 'Angewandte Analysis', Markowich & Mauser) Juraj will present a short basic explanation of mathematics for pricing options, the Black Scholes formula, and how it nearly triggered a crash when the LTCM fund collapsed in 1999 that was based on Black-Scholes formula and managed by Scholes himself. ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 16 Jun '14

16 Jun '14

------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 17.06.2014, 16:30, seminar room 107, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Lars Rösler(WU Wien) http://www.wu.ac.at/statmath/en/faculty_staff/projects/lroesler "Contagion Effects and Collateralized CVAs for Credit Default Swaps" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------

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reminder for upcoming talk & EAJ Conference
by Sandra Trenovatz 10 Jun '14

10 Jun '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 12.6.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Pingping Zeng (Hong Kong University of Science & Technology, China) "Closed-form partial transform of triple joint density for pricing exotic options and variance derivatives under the 3/2 model" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ======================================================================== +------------------------------------ | | 2nd European Actuarial Journal (EAJ) | Conference & Educational Workshop | | Vienna, September 8-12, 2014 | | http://www.fam.tuwien.ac.at/eaj2014/ | +------------------------------------------------------------------- The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September 10-12, 2014) is an international conference in actuarial science and insurance mathematics. The aim is to bring together practicing actuaries and academics to discuss about challenging and current topics in actuarial science. We invite researchers and practitioners to present their scientific work - the call for contributed talks and posters is open until June 15, 2014. The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a satellite event of the 2nd EAJ Conference, aimed at both academics and practitioners and providing a general overview over the past and current research results and their practical applications. Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/. -------------------------------------------------------------------- EAJ Conference 2014 Wednesday, September 10 - Friday, September 12, 2014 EAJ Educational Workshop Monday, September 8 - Tuesday, September 9, 2014 Conference Website: http://www.fam.tuwien.ac.at/eaj2014/ Location: Vienna University of Technology Wiedner Hauptstr. 8, 1040 Wien, Austria Organized by: Actuarial Association of Austria Vienna University of Technology Sponsored by (alphabetical order): arithmetica Drei-Banken Versicherung fintegral consulting HDI Versicherung Milliman Munich RE - Münchener Rückversicherungs-Gesellschaft Sparkassen Versicherung - Vienna Insurance Group Gen Re - General Reinsurance Springer-Verlag (further sponsors are welcome) http://www.fam.tuwien.ac.at/eaj2014/sponsors.php Invited Speakers and Talks... ... at the EAJ Conference: Hansjörg Albrecher (University of Lausanne, CH) Francesca Biagini (LMU Munich, DE) Andrew Cairns (Heriot-Watt University, Edinburgh, UK) Alexander Dotterweich (KPMG, Munich, DE) Hansjörg Furrer (Swiss Financial Market Supervisory Authority, CH) Stefan Jaschke (Munich Re, DE) Claus Mischler (Standard Life, Frankfurt, DE) Ragnar Norberg (ISFA, Universite Lyon 1, FR) Daniel Ryan (Swiss Re, London, UK) Michael Schlögl (Vienna Insurance Group, AT) Hanspeter Schmidli (University of Cologne, DE) Mogens Steffensen (University of Copenhagen, DK) Nele Vandaele (KBC Group, Brussels, BE) ... at the EAJ Educational Workshop: Carole Bernard (University of Waterloo, CA) Enrico Biffis (Imperial College Business School, London, UK) Claudia Czado (Technische Universität München, DE) Stéphane Loisel (ISFA, Université Lyon 1, FR) Alfred Müller (University of Siegen, DE) http://www.fam.tuwien.ac.at/eaj2014/speakers.php Submission of Contributed Talks & Posters: The call for contributed talks & posters is open until June 15, 2014. Acceptance/rejection letters will be sent by July 7 at the latest. http://www.fam.tuwien.ac.at/eaj2014/contributions.php Participation and Registration: Registration is possible until August 15, 2014. For early registrations until July 15, 2014, a discount of 10% is allowed. http://www.fam.tuwien.ac.at/eaj2014/registration.php CPD: The attendance at EAJ 2014 (full week, Sept. 8-12) may qualify for up to 29 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize EAJ 2014. The EAJ Educational Workshop (Sept. 8-9, 1014) may qualify for up to 13 CPD credits and the EAJ Conference (Sept. 10-12, 1014) may qualify for up to 16 CPD credits. See details on: http://www.fam.tuwien.ac.at/eaj2014/cpd.php

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FAM-news June 2014