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Announcement of talks organised by FAM @ TU Wien
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Tu, 12.06.2012, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Peter Eichelsbacher (Ruhr-Universität Bochum)
http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html
"Die Steinsche Methode und Anwendungen" - part 2
If necessary the talk may be given in English language.
Part 1 of this talk was given on Tuesday, 08.05.2012.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Announcement of talks organised by FAM @ TU Wien
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Tu, 29.05.2012, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Stefano De Marco (TU Berlin)
http://page.math.tu-berlin.de/~demarco/
"Large deviations for diffusions and local volatilities"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Furthermore we announce talks at University of Vienna
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Th, 31.05.2012, 16:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Martin Keller-Ressel (TU Berlin)
http://page.math.tu-berlin.de/~mkeller/
"Large deviations and stochastic volatility with jumps:
asymptotic implied volatility for affine models"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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Th, 31.05.2012, 17:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Alex Hening (University of California, Berkeley)
"Killed Brownian Motion with a Prescribed Lifetime
Distribution and Models of Default"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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This time we announce two talks at University of Vienna
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Mo, 21.05.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Onur Gün (WIAS Berlin)
http://www.wias-berlin.de/~guen/?lang=1
"Multilevel trap models and aging for spin glasses"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html
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Th, 24.05.2012, 17:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Felix Ohswald (University of Vienna)
"Shadow prices in the problem of optimal investment
with transaction costs "
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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This time we announce talks at University of Vienna
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Mo, 14.05.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Jiří Černý (University of Vienna)
http://www.mat.univie.ac.at/~cerny/
"Logarithmic Sobolev inequalities"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html
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We, 16.05.2012, 16:15-17:00, Olga Taussky-Todd Raum (C 2.09)
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 2nd floor
Ivar Ekeland (Université Paris-Dauphine)
http://www.ceremade.dauphine.fr/~ekeland/
"A hard inverse function theorem"
(Mathematisches Kolloquium)
Abstract:
Classically, inverse function theorems are in finite-dimensional spaces,
or in Banach spaces. It is well known that this framework is
insufficient in many important cases, for instance when one deals with
PDEs instead of ODEs. In such cases, one needs an inverse function
theorem in C^/infty, which is a Fréchet space. Such theorems are called
"hard" inverse function theorems; the first one is due to John Nash, and
the method was clarified and extended by Jurgen Moser. There have been
many variants since then, but all rely on the Newton approximation
scheme, where the quadratic convergence overcomes the loss of
derivatives. In this talk, I will review the general framework and
describe a new result due to Éric Séré, Jacques Fejoz and myself, which
does not use the Newton method.
15:45 coffee & cake, Common Room (C 2.06)
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Furthermore we pre-announce of an event in September
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On September 17-19-th, WPI Vienna will host the
second International conference on Energy and Commodities,
The registration is free but mandatory, up to 2 weeks
prior to the event.
Confirmed speakers, so far, include:
Rene' Aid, Electricite' de France
Ole Barndorff-Nielsen, Aarhus University
Matt Davidson, Kyloe Energy
Emanuel Gobet, Ecole Polytechnique, Paris
Ruediger Kiesel, Lehrstuhl, Duisburg
Delphine Lautier, Paris-Dauphine
Brenda-Lopez Cabrera, Humboldt University, Berlin
Peter Tankov, Ecole Polytechnique, Paris
Xavier Warin, Electricite de France, Paris
The organizers are:
Rene Aid, Fred Benth, Valery Kholodnyi,
Peter Laurence, Almut Veraart
The conference is co-funded by WPI, Electricite de France and Verbund
Registration, via email to:
laurenceWPI(a)gmail.com
Updates will be posted at
http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm
(--> Conference II)
The organizers invite the submission of CONTRIBUTED TALKS.
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Announcement of talks organised by FAM @ TU Wien
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Tu, 08.05.2012, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Peter Eichelsbacher (Ruhr-Universität Bochum)
http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html
"Die Steinsche Methode und Anwendungen" - part 1
If necessary the talk may be given in English language.
Part 2 of this talk will be given on Tu, 12.06.2012.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Furthermore we announce talks at University of Vienna
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Fr, 11.05.2012, 11:15-12:15 , seminar room D 1.01
(Attention: Different time and different location)
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Markus Wunsch (ETH Zurich)
http://www.math.ethz.ch/u/wunschm
"Stable models for the captial distribution curve"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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Furthermore we announce a talks of other departments @ TU Wien
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Tu, 08.05.2012, 17:00, HS 14A Günther Feuerstein
1040 Wien, Karlsplatz 13, Hauptgebäude der TU Wien, Stiege III, 3. OG
Dr. Ulrich Schuh, (EcoAustria - Institut für Wirtschaftsforschung)
http://www.ecoaustria.at/index.php/ueberuns/team/9-ulrichschuh
"Auswirkungen der Reform des österreichischen Abfertigungsrechts"
(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
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This time we announce 2 talks at University of Vienna
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Mo, 30.04.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Josef Teichmann (ETH Zurich)
http://www.math.ethz.ch/~jteichma/
"Some general ideas about small time
asymptotics for affine processes "
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html
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Th, 03.05.2012, 17:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Pietro Siorpaes (University of Vienna)
"On the definition of the stochastic integral
and a Theorem by Marc Yor"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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Weiterbildungsveranstaltungen für Aktuare (FAM @ TU Wien)
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Ab Freitag, 27. April 2012 (3 Termine, 20 CPD-Punkte)
"Sozialversicherungsrecht"
http://www.fam.tuwien.ac.at/events/cpd/20120427.php?&print=true
Weitere Veranstaltungen bzw. Info siehe:
CPD-Veranstaltungen: http://www.fam.tuwien.ac.at/events/cpd/
Aktuarsausbildung: http://www.fam.tuwien.ac.at/lehre/aktuar/
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Talks at University of Vienna
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Mo, 23.04.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Jiří Černý (University of Vienna)
http://www.mat.univie.ac.at/~cerny/
"Logarithmic Sobolev inequalities"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html
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Th, 26.04.2012, 17:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Thorsten Schmidt (University of Leipzig)
http://www.math.uni-leipzig.de/~tschmidt/
"Dynamic Term Structure Models with Ratings"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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Talks of other departments @ TU Wien
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Tu, 24.04.2012, 17:00, HS 14A Günther Feuerstein
1040 Wien, Karlsplatz 13, Hauptgebäude der TU Wien, Stiege III, 3. OG
Monika Gehrig-Merz, (Univ. Wien und CEPR)
http://homepage.univie.ac.at/monika.merz/
"Interactions Between Spouses´ Time Allocation"
(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
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This time we announce two talks at University of Vienna
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Mo, 16.04.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Jiří Černý (University of Vienna)
http://www.mat.univie.ac.at/~cerny/
"Isoperimetric and Poincaré inequalities"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html
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Th, 19.04.2012, 17:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Junjian Yang (University of Vienna)
"Arbitrage with fractional Brownian motion"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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Recruitment talks for the open professorship at FAM
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This Friday, 23rd of March, the recruitment talks for the open
professorship at FAM start with 4 talks. The series of talks wil be
continued on Monday, 26th of March:
Fr, 23.03.2012:
^^^^^^^^^^^^^^^^
8:30, Seminar Room 107
Stefan Gerhold (FAM @ TU Wien)
"Portfolio Optimization under Transaction Costs"
10:30, Seminar Room 107
Vicky Fasen (ETH Zürich)
"Limit theory for continuous-time multivariate ARMA models
with applications in econometrics"
14:00, Seminar Room 107
Thorsten Rheinländer (London School of Economics)
"Self-dual stochastic processes and semi-static hedging
for realistic price processes"
16:00, Seminar Room 107
Thorsten Schmidt (Chemnitz University of Technology)
"Kreditrisiken und deren Modellierung"
Mo, 26.03.2012:
^^^^^^^^^^^^^^^^
9:00, Seminarraum 101B ("Freihaus", green section, 3rd floor)
Stefan Weber (Leibniz Universität Hannover)
"Liquidity-Adjusted Risk Measures"
13:00, Seminarraum 101A ("Freihaus", green section, 3rd floor)
Miklos Rasonyi (University of Edinburgh)
"Optimal investment: from risk-averse to behavioural agents
For all details including abstracts see
http://www.fam.tuwien.ac.at/events/
or for a printversion see
http://www.fam.tuwien.ac.at/events/abstracts/2012_Berufungsvortraege.pdf
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This time we announce a talk at University of Vienna
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Do, 15.03.2012, 17:00, seminar room D 103, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Johannes Ruf (University of Oxford)
http://www.oxford-man.ox.ac.uk/~jruf/
"Föllmer's measure, Novikov's condition
and options on exploding exchange rates"
(Seminar on Mathematical Finance)
For further details see:
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
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