FAM-news

fam-news@fam.tuwien.ac.at

1036 discussions

reminder for upcoming seminars and talks (this friday & next week)

by Sandra Trenovatz

======================================================================== Announcement of Public PhD Thesis Defense at TU Wien - this Friday!!! ------------------------------------------------------------------------ Fr., 19.04.2013, 17:00, seminar room 104, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 5th floor, green section Flroian Leisch (TU Wien / ÖNB) "Stochastic Portfolio Theory from the Point of View of Risk Management" (Public PhD Thesis Defense) For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ Furthermore talks of another research group of our department @ TU Wien ------------------------------------------------------------------------ Tu, 23.04.2013, 17:00, HS 14A Günther Feuerstein 1040 Wien, Karlsplatz 13, Hauptgebäude der TU Wien, Stiege III, 3. OG Hippolyte d´Albis (University Paris 1, Paris School of Economics) http://www.parisschoolofeconomics.eu/en/d-albis-hippolyte/ "Factors explaining retirement age trends: a quantitative assessment" (Public Lecture Series "Economic Theory and Policy") For further details (including abstracts) see http://www.econ.tuwien.ac.at/events/ HS 14A Günther Feuerstein (map): http://www.wegweiser.ac.at/tuwien/hoersaal/H14A.html ------------------------------------------------------------------------ Th, 25.04.2013, 15:00, Hörsaal 14 1040 Wien, Karlsplatz 13, Hauptgebäude der TU Wien, Stiege III, 3. OG Hippolyte d´Albis (University Paris 1, Paris School of Economics) http://www.parisschoolofeconomics.eu/en/d-albis-hippolyte/ "Stability and indeterminacy of the equilibrium with continuous time OLG models" For further details (including abstracts) see http://www.econ.tuwien.ac.at/events/ Hörsaal 14 (map): http://www.wegweiser.ac.at/tuwien/hoersaal/H14.html ------------------------------------------------------------------------

11 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

11 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

11 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

11 years, 3 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

11 years, 3 months

reminder for upcoming events

by Sandra Trenovatz

======================================================================== Announcement of events ------------------------------------------------------------------------ Workshop on Current Topics in Mathematical Finance 2013, Vienna, April 18 and 19, 2013. Confirmed Invited Speakers: Michal Barski, Universität Leipzig Dirk Becherer, HU Berlin Tomas Björk, Stockholm School of Economics Rama Cont, Imperial College London Stephane Crepey, Université d'Evry Martin Larsson EPFL Lausanne Eva Lütkebohmert, Universität Freiburg Andrea Macrina, University College London Michael Monoyios, University of Oxford Agatha Murgoci, Copenhagen Business School Walter Schachermayer, Universität Wien Thorsten Schmidt, TU Chemnitz Location: WU Vienna University of Economics and Business, Department of Finance, Accounting and Statistics, Heiligenstädter Str 46, A-1190 Vienna Conference Chair: Prof. Rüdiger Frey Organisational details: Participation is free but there is a mandatory registration. Interested participants have the opportunity to present a poster. Further information can be found at the workshop homepage: http://mafin2013.wu.ac.at ------------------------------------------------------------------------ 26th International Summer School of the Swiss Association of Actuaries Topic: Enterprise Risk Management Teachers: Prof. Stéphane Loisel and David N Ingram, CERA, FRM, PRM, FSA, MAAA Location: University of Lausanne, Switzerland Dates: June 3-7, 2013 Registration is now open on the web site http://www.saa-iss.ch/ SAA ISS Organizing Director: François Dufresne ------------------------------------------------------------------------ Sixth European Summer School in Financial Mathematics August 26 to 30, 2013 University of Vienna (Campus) Registration is now open. Important deadlines: For financial support applications should be submitted by April 15, 2013. Registration closes on June 30, 2013. All the details are on the web site http://www.mat.univie.ac.at/~finance_hp/summer_school_Vienna_2013/ The organizing committee: Beatrice Acciaio, Mathias Beiglböck, Christa Cuchiero, Christoph Czichowsky, Walter Schachermayer, Pietro Siorpaes ------------------------------------------------------------------------

11 years, 4 months

announcement for upcoming events

by Sandra Trenovatz

------------------------------------------------------------------------ Workshop on Current Topics in Mathematical Finance 2013 Vienna, April 18-19, 2013. Confirmed Invited Speakers: Michal Barski, Universität Leipzig Dirk Becherer, HU Berlin Tomas Björk, Stockholm School of Economics Rama Cont, Imperial College London Stephane Crepey, Université d'Evry Martin Larsson EPFL Lausanne Eva Lütkebohmert, Universität Freiburg Andrea Macrina, University College London Michael Monoyios, University of Oxford Agatha Murgoci, Copenhagen Business School Walter Schachermayer, Universität Wien Thorsten Schmidt, TU Chemnitz Location: WU Vienna University of Economics and Business, Department of Finance, Accounting and Statistics, Heiligenstädter Str 46, A-1190 Vienna Conference Chair: Prof. Rüdiger Frey Organisational details: Participation is free but there is a mandatory registration. Interested participants have the opportunity to present a poster. Further information can be found at the workshop homepage: http://mafin2013.wu.ac.at/ ------------------------------------------------------------------------ 26th International Summer School of the Swiss Association of Actuaries Topic: Enterprise Risk Management Teachers: Prof. Stéphane Loisel and David N. Ingram, CERA, FRM, PRM, FSA, MAAA Location: University of Lausanne, Switzerland Dates: June 3-7, 2013 Registration is now open on the web site: http://www.saa-iss.ch/ With best regards from François Dufresne SAA ISS Organizing Director ------------------------------------------------------------------------

11 years, 4 months

reminder for upcoming seminars, talks and conferences

by Sandra Trenovatz

------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Talks at University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Talks of other departments / research groups @ TU Wien ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ ======================================================================== Announcement of conferences ------------------------------------------------------------------------ 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) ------------------------------------------------------------------------

11 years, 5 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ 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) ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

11 years, 5 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Announcement of a talk organised by FAM @ TU Wien ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

11 years, 5 months

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