Timetable
Thursday, 16:30,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 14.05.2009 Ronnie Loeffen (RICAM, Linz)
"De Finetti's dividend problem with absolutely
continuous controls"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday and Thursday (different beginning times)
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 28.04.2009, 16:30:
Vicky Henderson (Oxford-Man Institute of
Quantitative Finance, UK)
"Prospect Theory, Partial Liquidation and the
Disposition Effect"
Th, 30.04.2009, 16:00:
Dejan Veluscek (FAM, TU Vienna)
"Higher order weak approximation schemes for SDEs"
Th, 30.04.2009, 17:00:
Sasa Parad (ETH Zurich, Switzerland)
Long Run Asset Prices with General Utilities"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Time & Location:
Tuesdays and Thursdays, 16:30,
TU Vienna, "Freihaus", green area, 6th floor, seminar room 107.
seminars within one week:
Tu, 21.04.2009 Mia Hinnerich (Aarhus University, Denmark)
"Inflation-indexed swaps and swaptions"
Th, 23.04.2009 Stephan Sturm (TU Berlin, Germany)
"A General Approach to Small-Time Large Deviations for
Sample Paths of Infinite Dimensional Symmetric
Dirichlet Processes with Applications to the
Wasserstein Diffusion"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 31.03.2009 Gregory Temnov (University College of Dublin, Ireland)
"Analysis of limit distributions in actuarial modelling"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 26.03.2009, Nikos Sfakianakis (Wolfgang Pauli-Institute, Vienna)
"Adaptive mesh reconstruction and TVB for Hyperbolic
Conservation Laws"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Further we refer to interesting talks at University of Vienna:
see http://plone.mat.univie.ac.at/talks/calendar
e.g.: We, 25.03.2009, 15:00, room D103, Nordbergstrasse 15, 1090 Wien:
Ivar Ekeland (University of British Columbia)
"Do utility functions exist? A geometric approach."
http://plone.mat.univie.ac.at/events/2009/do-utility-functions-exist-a-geom…
Sehr geehrte Damen und Herren,
im Rahmen der Vortragsreihe "Finanz- und Versicherungsmathematik"
dürfen wir Sie zu folgendem Vortrag einladen:
Dienstag, 17. März 2009, 16:30,
Technische Universität Wien, 1040 Wien, Wiedner Hauptstrasse 8,
Freihaus, 2. OG, grüner Bereich, Freihaus Hörsaal 5:
Prof. Dr. Hanspeter Schmidli
Universität Köln
"On Optimal Dividends and Capital Injections in Risk Theory"
http://www.fam.tuwien.ac.at/vr/20090317.php
Bei dem letzten Vortrag in der Vortragsreihe von Frau Prof. Angelika May
über "CPPI Models for life insurance products with guarantees" am
27.1.2009 wurden Unterlagen versprochen - leider haben wir diese von
Frau May immer noch nicht bekommen. Sobald wir diese haben, werden wir
einen Link zu den Unterlagen versenden.
Mit freundlichen Grüßen,
Mag. Christoph Krischanitz
Präsident der Aktuarvereinigung Österreichs
Präsident des Österr. Förderungsvereins der Versicherungsmathematik
Dkfm. Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen
Univ.-Prof. Dr. Uwe Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
o.Univ.-Prof. Dr. Walter Schachermayer
Institut für Mathematik, Universität Wien
Univ.-Prof. Dr. Damir Filipovic
Vienna Institute of Finance
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VR Finanz- und Versicherungsmathematik, http://www.fam.tuwien.ac.at/vr/
Timetable
Th, 05.03.2009, 16:30, seminar room 107
Eberhard Mayerhofer
(Vienna Institute of Finance)
"Affine Diffusion Processes: Theory and Applications"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
! Please note, that the time and place of talks changed
! to previous announcements:
Th, 05.02.2009, 14:30, seminar room 107:
Johannes Muhle-Karbe (TU Munich, Germany)
"On asymptotic power utility-based pricing and hedging"
Th, 05.02.2009, 16:00, seminar room 107:
Peter K. Friz (University of Cambridge, UK)
"Minicourse on Stochastic Analysis via Rough Paths
(Second of three parts)
Seminar room 107: Freihaus of TU Wien, green area, 6th floor.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
I am sorry, that this weekly reminder is too late for the tuesday talk
"Matrix valued orthogonal polynomials satisfying differential equations"
from Mirta Castro Smirnova from University of Sevilla, Spain.
If you are interested in meeting Mrs Castro Smirnova, please contact
Josef Teichmann - Mrs Castro Smirnova is his guest until end of this week.
Timetable
Tu, 27.01.2009, 16:30, Zeichensaal 3
(Freihaus, 7th floor, green section)
Angelika May (Universität Oldenburg, Germany)
"CPPI Models for life insurance products with guarantees"
(Vortragsreihe aus Finanz- und Versicherungsmathematik)
Th, 29.01.2009, 16:30, seminar room 107 (FH, 6th floor, green section)
J. Teichmann, A. Papapantoleon, M. Keller-Ressel
(START-Prize Group, Vienna University of Technology)
"A new approach to LIBOR modeling"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/