Timetable
Tu, 27.01.2009, 16:30, Zeichensaal 3
(Freihaus, 7th floor, green section)
Angelika May (Universität Oldenburg, Germany)
"CPPI Models for life insurance products with guarantees"
(Vortragsreihe aus Finanz- und Versicherungsmathematik)
Th, 29.01.2009, 16:30, seminar room 107 (FH, 6th floor, green section)
J. Teichmann, A. Papapantoleon, M. Keller-Ressel
(START-Prize Group, Vienna University of Technology)
"A new approach to LIBOR modeling"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+-------------------------------------------------+
| |
| Peter K. Friz (University of Cambridge, UK) |
| |
| Minicourse on |
| "Stochastic Analysis via Rough Paths" |
| |
+-------------------------------------------------+
Th, 22.01.2009, 16:00, seminar room 107
Th, 05.02.2009, 16:00, seminar room START-Group
(Treitlstrasse 1-3, 5th floor)
Th, 12.02.2009, 16:00, seminar room 107
(Freihaus, green area, 6th floor)
Please find the lecture notes to this minicourse here:
http://www.statslab.cam.ac.uk/~peter/Vienna2009/roughpaths.htm
Homepage of Peter K. Friz:
http://www.statslab.cam.ac.uk/~peter/
----------------------------------------------------------------------
This Minicourse is organised by FAM @ TU with financial support by EU.
For other events of FAM @ TU see: http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 15.01.2009 Jose Fajardo (Economics Research Group, IBMEC
Business School, Rio de Janeiro)
Optimal Insider Strategy with Penalties
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+------------------------------------------------------------+
| |
| "Conference on small time asymptotics, perturbation |
| theory and heat kernel methods in mathematical finance" |
| |
| February 10-12, 2009: |
| Wolfgang Pauli Institut, Vienna, Austria |
| |
| http://www.math.nyu.edu/~laurence/vienna-Sabr-bis.htm |
| Please register via email to |
| Peter Laurence <laurence(a)mat.uniroma1.it> |
| |
+------------------------------------------------------------+
Dear Friends of FAM,
there are no more FAM-talks planned for this year, therefore i send you
two other interesting talks organized by VGSF/VIF and WPI/UniVie.
Seasonal greetings,
Sandra
-----------------
Friday, December 19th, 14:00 - 15:30,
1190, Heiligenstädter Strasse 46-48, Seminar Room 1
"VGSF Seminar"
http://www.vgsf.ac.at/activities/seminars.htm
Hansjörg Albrecher (Johannes Kepler University Linz)
"Tax and Dividend Payments in Collective Risk Theory"
------------------
Friday, December 19th, 15:45 - 17:30,
1090, Nordbergstr. 15 /Althanstr., Uni Wien, UZA 2, lecture room HS 3
"7th Pauli Colloquium"
Pierre-Louis Lions (College de France)
"Financial mathematics and/after the crash"
Opening: 15.45 - 16.00 Coffee, Cake & Come Together
16.00 - 16.15 Introduction: Norbert J. Mauser
16.15 - 17.10 Talk of Pierre-Louis Lions
17.10 - 17.30 Public Discussion moderated by Walter Schachermayer
------------------
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 02.12.2008 Juan-Pablo Ortega (CNRS, France)
"GARCH pricing via local risk minimization"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+------------------------------------------------------------+
| |
| "Conference on small time asymptotics, perturbation |
| theory and heat kernel methods in mathematical finance" |
| |
| February 10-12, 2009: |
| Wolfgang Pauli Institut, Vienna, Austria |
| |
| http://www.math.nyu.edu/~laurence/vienna-Sabr-bis.htm |
| |
+------------------------------------------------------------+
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 25.11.2008 David Skovmand (Aarhus School of Business, Denmark)
"Alternative Specifications for the Levy Libor
Market Model: An Empirical Investigation"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 20.11.2008 Jan Palczewski
(Faculty of Mathematics, University of Warsaw, Poland)
"Finite Horizon Optimal Stopping of Discontinuous
Functionals with Applications to Impulse Control with
Delay"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 11.11.2008 Michael Kupper und Nicolas Vogelpoth
(Vienna Institute of Finance)
"Seperation and duality in L0-modules"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 28.10.2008 Roman Ivanov (Faculty of Mechanics and Mathematics,
Lomonosov Moscow State University, Russia)
"On calculation of multiple exercise Russian option"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
seminars within one week
Th, 23.10.2008 Jose Fajardo (Economics Research Group, IBMEC
Business School, Rio de Janeiro)
"Symmetry and Option Price Monotonicity with Levy
processes"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/