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reminder, this week's seminars
by Christopher Summer 26 Nov '01

26 Nov '01

Tu, 27.11.2001 -------------- Josef Teichmann, Filtering Problems from the geometric point of view Th, 22.11.2001 -------------- Uli Haboeck, Subdifferentials of Convex Functions, our seminar on "Optima and Equilibira" continues For further details, including abstracts see http://www.fam.tuwien.ac.at/schedule/ -- |christopher summer ||tu vienna, financial and actuarial mathematics |tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer |fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at

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magdeburger stochastik-tage 2002 (fwd)
by Christopher Summer 21 Nov '01

21 Nov '01

---------- Forwarded message ---------- Date: Wed, 21 Nov 2001 09:42:53 +0100 From: Peter Imkeller <imkeller(a)mathematik.hu-berlin.de> Subject: magdeburger stochastik-tage 2002 Dear colleagues, as you might have heard, the Fachgruppe Stochastik organizes its 5th bi-annual meeting "Stochastik-Tage" from Warch 19 to 22, 2002, in Magdeburg. I am co-organizer of the section on "Stochastic Analysis", for which Wendelin Werner (Paris) will be a main speaker. The last meeting in Hamburg has been quite a success, and I think the organizers in Magdeburg will do their best to follow in Hamburg's footsteps. Usually, the "Stochastik-Tage" give a forum especially to younger probabilists, in particular PhD students and postdocs to present their work and get to know the non-local stochastics community. I would like to ask you to spread this message among your students and co-workers, ask them to come to Magdeburg, and not to hesitate to announce a talk. There is still ample space in the section on stochastic analysis, and I would be happy to welcome as many of you and your students as possible. Of course, there is also another reason to wish that a big number of you be present: elections for the Vorstand der Fachgruppe will be held in Magdeburg. And it would be good to be well represented in this directing committee! For more information on the meeting, please consult the web site http://www.math.uni-magdeburg.de/stoch2002/f_second_en.html where you will also see that the deadline for applications is end of January. Looking forward to seeing you in Magdeburg Peter Imkeller. Prof. Dr. Peter Imkeller Institut fuer Mathematik Humboldt-Universitaet zu Berlin Unter den Linden 6 10099 Berlin Germany email: imkeller(a)mathematik.hu-berlin.de URL: http://wws.mathematik.hu-berlin.de/~imkeller phone: ++49-30-2093 5850 fax: ++49-30-2093 5848

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Open Problems, revisited
by Christopher Summer 20 Nov '01

20 Nov '01

Dear FAM-ily! In an effort to reorganize our open problem list Josef suggested the following: Everybody should send me (Christopher) a short report (LaTeX) describing the area and problems she/he is currently working on. Out of these information we will compile a new, up to date open problem list to show what everyone is currently working on. This list should be useful for each of us (future cooperations, how to describe the work at our institute, ...). Josef & Christopher

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reminder, this week's seminars
by Christopher Summer 19 Nov '01

19 Nov '01

Tu, 20.11.2001 -------------- Johanna Gaier, Asymptotic Ruin Probability and Optimal Investment for an Insurance Company with Small Claims Th, 22.11.2001 -------------- Eva Strasser, our seminar on "Optima and Equilibira" continues For further details, including abstracts see http://www.fam.tuwien.ac.at/schedule/ -- |christopher summer ||tu vienna, financial and actuarial mathematics |tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer |fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at

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MathFinance Workshop, April 2002
by Christopher Summer 15 Nov '01

15 Nov '01

---------- Forwarded message ---------- Date: Thu, 15 Nov 2001 09:51:26 +0100 (MET) From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> To: Christopher Summer <csummer(a)fam.tuwien.ac.at> Desweiteren moechte ich auf den Frankfurt MathFinance Workshop, 3.-6. April 2002 hinweisen. Deine Kollegen und Du seid herzlich eingeladen, Eure aktuellen Forschungsergebnisse vorzutragen. Bei Interesse sollten wir Personen, Themen und Termine abstimmen. Viele Gruesse aus Frankfurt, uwe Dr. Uwe Wystup Global FX Options Quantitative Research Commerzbank Treasury and Financial Products Postal Address: ZTD 2.35 60261 Frankfurt am Main Germany Visiting address: Commerzbank Trading Center Mainzer Landstrasse 153 Frankfurt am Main Phone +49 - 69 - 136 - 41067 Fax +49 - 69 - 136 - 40557 Mobile +49 - 177 - 7963182 <mailto:uwe.wystup@commerzbank.com> mailto:uwe.wystup@commerzbank.com Frankfurt MathFinance Institute (Goethe-University) <http://www.institute.mathfinance.org/> http://www.institute.mathfinance.de/ Editor The MathFinance Newlsetter <http://www.mathfinancenews.com/> http://www.mathfinancenews.com/ <http://www.mathfinance.de/> http://www.mathfinance.de/ <mailto:uwe@mathfinance.de> mailto:uwe@mathfinance.de

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reminder, this week's seminars
by Christopher Summer 12 Nov '01

12 Nov '01

Tu, 13.11.2001 -------------- Walter Schachermayer, The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time Th, 15.11.2001 -------------- Eva Strasser, our seminar on "Optima and Equilibira" continues For further details, including abstracts see http://www.fam.tuwien.ac.at/schedule/ -- |christopher summer ||tu vienna, financial and actuarial mathematics |tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer |fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at

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Wissenswertes 12.11.: Langer (fwd)
by Christopher Summer 06 Nov '01

06 Nov '01

---------- Forwarded message ---------- Date: Tue, 6 Nov 2001 14:37:13 +0100 (CET) From: reinhard.winkler(a)oeaw.ac.at To: Abonnenten von `Wissenswertes': ; Subject: Wissenswertes 12.11.: Langer Wissenswertes aus der Mathematik Am Montag, 12.11.2001 um 16.00 Uhr (s.t.) traegt Heinz Langer (TU Wien) unter dem Titel Spektraleigenschaften von Blockoperatormatrizen vor. Ort: Seminarraum 118 (TU Wien, Freihaus, Turm A, gruener Bereich, 5.Stock, fensterlos) Martin.Goldstern(a)tuwien.ac.at, Reinhard.Winkler(a)oeaw.ac.at http://www.tuwien.ac.at/goldstern/wissen.html P.S.: Ab heute schicken wir diese Ankündigungen mit unsichtbarer Adressenliste im mail-Header. Siehe auch http://www.tuwien.ac.at/goldstern/wissenswertes/adressen.html

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reminder, this week's seminars
by Christopher Summer 05 Nov '01

05 Nov '01

Tu, 06.11.2001 -------------- Patrick Cheridito, Sensitivity of the Black-Scholes option price to the local path behaviour of the stochastic process modelling the underlying asset Th, 08.11.2001 -------------- Tanja Veza, our seminar on "Optima and Equilibira" continues For further details, including abstracts see http://www.fam.tuwien.ac.at/schedule/ -- |christopher summer ||tu vienna, financial and actuarial mathematics |tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer |fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at

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The new journal of the Belgian Actuarial Society (fwd)
by Christopher Summer 29 Oct '01

29 Oct '01

Dear Colleagues, It is our great pleasure to announce the new journal of the Belgian Actuarial Society (KVBA-ARAB), the Belgian Actuarial Bulletin (BAB). The BAB is sponsored by KVBA-ARAB and is thus available free of charge from the website of the Belgian Society, at url www.actuaweb.be Click on literature, and then you switch to www.stat.ucl.ac.be/BAB where the BAB is hosted. The aim of the BAB is to publish articles pertaining to the "art" and/or "sciences" involved in contemporary actuarial practice. Papers written from any quantitative point of view - whether actuarial, statistical, financial, mathematical, etc. - attacking relevant theoretical and applied insurance problems are welcome. The BAB welcomes articles providing new ideas or techniques, articles improving existing ones as well as survey papers of pedagogical nature. Useful introduction or reviews of subjects new to many actuaries, or useful descriptions of present practice or possible future practice are appreciated. Such introductions, reviews or descriptions should be couched in language accessible to actuaries. We are eagerly looking forward to the pleasure of receiving your contributions. Yours faithfully, Michel Denuit Institut de Statistique, Université catholique de Louvain Voie du Roman Pays, 20 B-1348 Louvain-la-Neuve, Belgium denuit(a)stat.ucl.ac.be Jan Dhaene Departement Toegepaste Economische Wetenschappen Faculteit Economische and Toegepaste Economische Wetenschappen Katholieke Universiteit Leuven Minderbroedersstraat, 5 B-3000 Leuven, Belgium Jan.Dhaene(a)econ.kuleuven.ac.be **************************************************************************** ****** Michel DENUIT Institut de Statistique Universite Catholique de Louvain Voie du Roman Pays, 20 B-1348 Louvain-la-Neuve BELGIUM E-mail address : denuit(a)stat.ucl.ac.be Phone : +32 10 / 47 28 35 Fax : +32 10 / 47 30 32 Please, visit my homepage on http://www.stat.ucl.ac.be/ISpersonnel/denuit/denuit_eng.html **************************************************************************** ******

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reminder, this week's seminars
by Christopher Summer 22 Oct '01

22 Oct '01

Note, this week we will have THREE seminars!!! Tu, 23.10.2001 -------------- Kerry Back, John M. Olin School of Business, Washington University in St. Louis Information in Securities Markets: Kyle meets Glosten and Milgrom We, 24.10.2001 -------------- this talk starts at 17:00 at the usual place Hansjörg Albrecher, Department of Mathematics, Graz University of Technology On some generalizations of the classical ruin model in risk theory Th, 25.10.2001 -------------- Tanja Veza, our seminar on "Optima and Equilibira" continues For further details, including abstracts see http://www.fam.tuwien.ac.at/schedule/ -- |christopher summer ||tu vienna, financial and actuarial mathematics |tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer |fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at

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