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Announcement of talks organised by FAM @ TU Wien
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Tu, 03.05.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Eberhard Mayerhofer (Vienna Institute of Finance)
Part A: "Affine processes on the positive semidefinite d x d
matrices don't jump too wildly"
Part B: "Wishart processes and Wishart distributions:
Relations and Realizations"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Furthermore we announce talks at other universities
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Mo, 02.05.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Joachim Lebovits (Université Pierre et Marie Curie)
"Stochastic Calculus with respect to multifractional Brownian
motion using White Noise Theory"
(Vortrag im Rahmen des Seminars Finanzmathematik)
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Announcement of talks organised by FAM @ TU Wien
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Tu, 12.04.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Jonas Hirz (University of Salzburg)
"Optimizing Investment Strategies
under a General Approach to Cost-Efficiency"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Furthermore we announce talks at other universities
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Mo, 11.04.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Yan Dolinsky (ETH Zürich)
http://www.math.ethz.ch/~yand/
"Hedging of Game Options with the Presence of Transaction Costs"
(Vortrag im Rahmen des Seminars Finanzmathematik)
To Whom It May Concern:
additionally to upcoming seminars and talks (see below) this time I
inform you about a new webpage of FAM where interesting talks and
lectures for practitioners/actuaries will be announced:
http://www.fam.tuwien.ac.at/events/cpd/
Best regards, Sandra (FAM-office)
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Tu, 05.04.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Esther Frostig (University of Haifa, Israel)
http://hevra.haifa.ac.il/stat/newsite/eng/about.php
"A Markov Additive Risk process
with dividend barrier and phase type claims"
We, 06.04.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Umut Cetin (London School of Economics)
http://stats.lse.ac.uk/cetin/
"Explicit construction of a dynamic Bessel bridge of dimension 3"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Furthermore this time we announce two talks at University of Vienna -
unfortunately it is possible to listen to only one these talks:
Fr, 04.04.2011, 16:30, Leopold-Schmetterer-Seminarraum
University of Vienna, 1010 Wien, Universitätsstraße 5, 3rd floor
Ernst Eberlein (University of Freiburg)
http://www.stochastik.uni-freiburg.de/~eberlein/
"Bid and ask: some consequences of a two prices approach"
(ISOR-Kolloquium)
For further details (including abstracts) see
http://www.oegor.at/isdskoll/activities.php?action=Show_Act&ID=173
Mo, 04.04.2011, 17:00, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Pierre Patie (Université Libre de Bruxelles )
http://homepages.ulb.ac.be/~ppatie/
"Exponential Functional of Levy Processes"
(Vortrag im Rahmen des Seminars Finanzmathematik)
Timetable
Mo, 14.03.2011, 9:30, seminar room 101C
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Michael Punz (Munich Re, Germany)
"Volatilitätsderivate"
Tu, 15.03.2011, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Piet Porkert (TU Wien)
"On Weak Solutions to Stochastic Differential Equations
in Finite and Infinite Dimensions"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Furthermore this time we also announce another talk at UniVie ...
Mo, 14.03.2011, 17:00-18:30, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Umut Cetin (London School of Economics)
http://stats.lse.ac.uk/cetin/
"Asymmetric Information in Financial Markets
and Dynamic Markov Bridges"
(Seminar Finanzmathematik)
This time we announce a talk at University of Vienna:
Mo, 31.01.2011, 17:00-18:30, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Ronnie Loeffen (Weierstraß-Institut, Berlin)
http://www.wias-berlin.de/~loeffen/
"Option pricing in affine term structure models
via spectral representations"
(talk within the 'Seminar Finanzmathematik')
This time we also announce a talk at University of Vienna...
Tu, 17.01.2011, 17:00-18:30, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Luciano Campi (CEREMADE, University Paris-Dauphine)
http://sites.google.com/site/lucianocampi1/
"Efficient portfolios in financial markets
with proportional transaction costs"
(Talk within the Seminar Finanzmathematik)
...and an event in german language at Vienna University of Technology:
Mittwoch, 19. Jänner 2011, 8:30-16:00, Theresianumgasse HS 1
TU Wien, 1040 Wien, Theresianumgasse 27, 1. Stock
(http://www.wegweiser.ac.at/tuwien/hoersaal/THE1.html)
Dr. Jürgen Hartinger
"Aktu(ari)elle Steuerungs- und Solvabilitäts-Konzepte
in der Lebensversicherung"
Teilnahmegebühr EUR 50, Anmeldung verpflichtend:
http://www.fam.tuwien.ac.at/events/cpd/20110119.php