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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 30.07.2015, 16:30, seminar room FH grün 04 (former room 101C)
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Lars Rösler (WU Wien)
http://www.wu.ac.at/statmath/faculty-staff/faculty/lroesler/
"Pricing of Contingent Capital Notes in a Structural Credit Risk
Model with Incomplete Information"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 09.07.2015, 16:30, seminar room SR09 (!!!)
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Sigrid Kallblad (École Polytechnique, Paris, FR)
"Model-independent bounds for Asian options:
a dynamic programming principle"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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