Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 16.10.2008 Michael Schmutz (Institut f. math. Statistik und
Versicherungslehre, Universität Bern)
"Multivariate symmetry properties of asset prices,
derivatives and their relation to convex geometry"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Mo, 06.10.2008 Johannes Leitner (FAM @ TU Wien)
12:00, FH Hörsaal 3
Habilitation Talk: "Robust Martingale Representations
for Marked Point Processes"
Th, 09.10.2008 Peter Spreij (Universiteit van Amsterdam),
Start-Seminar,
16:30, Seminar room 107
On Multivariate Feller conditions in term structure
models
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tu, 30.09.2008 Goncalo dos Reis (Humboldt-Universität zu Berlin)
16:30, Seminar room 107
"Differentiability of quadratic growth BSDEs and
applications"
We, 01.10.2008 Philip Dybvig (Washington University, Saint Louis, USA)
16:30, Seminar room 107
"High Hopes and Disappointments: Preference for Timing
of Information without the Recursive Structure"
Mo, 06.10.2008 Johannes Leitner (FAM @ TU Wien)
12:00, Freihaus Hörsaal FH 3
Habilitation Talk: "Robust Martingale Representations
for Marked Point Processes"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+-------------------------------------------------------+
| |
| October, 17th - 18th 2008: |
| Conference on Numerical Methods |
| for American and Bermudan Options |
| http://www.math.nyu.edu/~laurence/vienna-amop1.htm |
| |
+-------------------------------------------------------+
Timetable
Tu, 23.09.2008, 16:30, Sem 107
Denis Belomestny (Weierstrass Institute for
Applied Analysis and Stochastics, Berlin)
"New series representations for the characteristic functions of
affine Feller processes with applications to option pricing"
Th, 25.09.2008, _10:30_, Sem 107
Olaf Menkens (School of Mathematical Sciences, Dublin City University)
"Crash Hedging Strategies and q--Quantile Crash Hedging Strategies"
Th, 25.09.2008, _13:30_, Sem 107
Simone Farinelli (UBS, Zürich)
"Geometric Arbitrage Theory"
Sem 107 = Freihaus of TU Wien, green area, 6th floor
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+-------------------------------------------------------+
| |
| Monday, September 29, 2008, 9.00-19.00: |
| PRisMa 2008 - |
| One-Day Workshop on Portfolio Risk Management |
| http://www.fam.tuwien.ac.at/events/prisma2008/ |
| |
+-------------------------------------------------------+
+-------------------------------------------------------+
| |
| October, 17th - 18th 2008?: |
| Conference on Numerical Methods |
| for American and Bermudan Options |
| http://www.math.nyu.edu/~laurence/vienna-amop1.htm |
| |
+-------------------------------------------------------+
Timetable
Tuesdays and Thursdays, 16:30,
TU Vienna, "Freihaus", green area, 6th floor, seminar room 107.
Tu, 16.09.2008 Matthias Weber (University of Applied Sciences, Dresden)
On Stochasticity of Solutions of Differential Equations
with a Small Delay
Th, 18.09.2008 Mark Freidlin (University of Maryland), Start-Seminar,
Asymptotic Problems for PDE's and Related Stochastic
Processes
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+-------------------------------------------------------+
| |
| Monday, September 29, 2008, 9.00-19.00: |
| PRisMa 2008 - |
| One-Day Workshop on Portfolio Risk Management |
| http://www.fam.tuwien.ac.at/events/prisma2008/ |
| |
+-------------------------------------------------------+
The 6th NoonToNoon Meeting
Insurance and Financial Mathematics - Theory and Practice
is held from noon of October 2 to noon October 3, 2008
at the University of Jyväskylä (Finland)
The aim of the meeting is to bring together researchers, graduate
students, and practitioners interested in statistical and mathematical
problems in finance and insurance.
Invited speakers:
Andreas Kyprianou (University of Bath)
Timo Teräsvirta (University of Aarhus)
Deadline for registration is extended to September 15, 2008.
Your are invited to propose a talk (20-25 min).
* There is no conference fee.
Tickets for the conference dinner on Thursday can be
purchased on arrival.
* http://www.jyu.fi/noontonoon
* Contact: chgeiss(a)maths.jyu.fi.
Organizers:
Stefan Geiss
Jukka Nyblom
Antti Penttinen
Christel Geiss
Dear All
Please note that a conference on the numerical
valuation of american and bermudan options will
take place in Vienna on October 17 and 18.
There is no registration fee but there
is limited space so registrations will
be accepted on a first come first serve basis.
Please see
http://www.math.nyu.edu/~laurence/vienna-amop1.htm
[typo in link fixed by list-admin]
for details.
Best regards
The organizers
Marc Broadie, Friedrich Hubalek, Damien Lamberton and Peter Laurence
laurencepm(a)yahoo.com
web:
http://www.math.nyu.edu/~laurencehttp://www.mat.uniroma1.it/~laurence
Timetable
Tuesday, July 8, 2008, 16:30,
Freihaus of TU Wien, yellow area, 2nd floor, lecture hall FH 2:
Dr. Pavel V. Shevchenko
CSIRO Mathematical and Information Sciences
"Model risk in claims reserving within Tweedie's compound
Poisson models"
This talk is within the lecture series in
financial and actuarial mathematics.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/vr/20080708.php
-----------------------------------------------------------------------
This time we also announce an event within in the framework of the
"Special Semester on Stochastics with Emphasis on Finance"
http://www.ricam.oeaw.ac.at/specsem/sef/events/
organized by the Johann Radon Institute for Computational and Applied
Mathematics (RICAM) in Linz:
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
PRACTITIONER'S DAY
"Practitioners Meet Academics -
topical problems of relevance to the present situation"
http://www.fam.tuwien.ac.at/research/PractitionersDay.pdf
or http://www.ricam.oeaw.ac.at/specsem/sef/events/kickoff/
Monday, September 8, 2008, 9:00-17:00,
Room: HF 9901, Hochschulfonds building, basement,
University of Linz Campus, Altenberger Strasse 69, Linz.
Some of the leading minds of the finance industry will give
presentations of their work to stimulate discussions between
practitioners and academics on mathematical challenges in this field.
Speakers:
Dilip MADAN, Morgan Stanley New York and Univ. of Maryland, USA
Fabio MERCURIO, Bloomberg New York, USA
John GROSBY, Lloyds, TSB Financial Markets and Glasgow University, UK
Stefan FINK, Raiffeisenlandesbank Oberösterreich, Austria
Peter SCHALLER, Bank-Austria, Austria
Andreas WEINGESSEL, Erste Bank, Austria
Everyone is welcome!
There is no registration fee, but please register under
http://www.ricam.oeaw.ac.at/specsem/sef/registration/registration.php
Organizers:
Wim Schoutens, Katholieke Universiteit Leuven, Belgium
Hansjoerg Albrecher, University of Linz & RICAM, Austria
Karl Kunisch, University of Graz & RICAM, Austria
Hanna Pikkarainen, RICAM, Austria
Wolfgang Runggaldier, University of Padova, Italy
Walter Schachermayer, TU Vienna & RICAM, Austria
-----------------------------------------------------------------------
To whom it may concern:
the talk of Angelika May announced for Tuesday (24.6.2008) is
cancelled due to health reasons (http://www.fam.tuwien.ac.at/events/).
Please find below the announcement of the next talk within the
lecture series in financial and actuarial mathematics.
Sorry for possible cross-postings.
Best regards,
Sandra Trenovatz (FAM-office)
-------- Original Message --------
Subject: [fam-vr] Vortragsreihe in Finanz- und Versicherungsmathematik
Date: Mon, 23 Jun 2008 11:52:25 +0200
To: fam-vr(a)fam.tuwien.ac.at
Sehr geehrte Damen und Herren,
im Rahmen der Vortragsreihe "Finanz- und Versicherungsmathematik" dürfen
wir Sie zu folgendem Vortrag einladen:
Dienstag, 8. Juli 2008, 16:30,
Technische Universität Wien, 1040 Wien, Wiedner Hauptstrasse 8,
Freihaus, Hörsaal FH 2:
Dr. Pavel V. Shevchenko
CSIRO Mathematical and Information Sciences
"Model risk in claims reserving within Tweedie's compound
Poisson models"
http://www.fam.tuwien.ac.at/vr/20080708.php
Mit freundlichen Grüßen,
Mag. Dr. Klaus Wegenkittl
Präsident der Aktuarvereinigung Österreichs
Präsident des Österr. Förderungsvereins der Versicherungsmathematik
Dkfm. Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen
o.Univ.-Prof. Walter Schachermayer
Univ.-Prof. Uwe Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
-----------------------------------------------------------------------
VR Finanz- und Versicherungsmathematik, http://www.fam.tuwien.ac.at/vr/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 19.06.2008 Andrea Freiberger (TU Wien), Start-Seminar,
"Distribution properties of digital (0,1)-sequences"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/