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
-----------------------------------------------------------------------
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/
+-------------------------------------------------+
| |
| Peter K. Friz (University of Cambridge, UK) |
| |
| Minicourse on |
| "Stochastic Analysis via Rough Paths" |
| |
+-------------------------------------------------+
Th, 22.01.2009, 16:00, seminar room 107
Th, 05.02.2009, 16:00, seminar room START-Group
(Treitlstrasse 1-3, 5th floor)
Th, 12.02.2009, 16:00, seminar room 107
(Freihaus, green area, 6th floor)
Please find the lecture notes to this minicourse here:
http://www.statslab.cam.ac.uk/~peter/Vienna2009/roughpaths.htm
Homepage of Peter K. Friz:
http://www.statslab.cam.ac.uk/~peter/
----------------------------------------------------------------------
This Minicourse is organised by FAM @ TU with financial support by EU.
For other events of FAM @ TU 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, 15.01.2009 Jose Fajardo (Economics Research Group, IBMEC
Business School, Rio de Janeiro)
Optimal Insider Strategy with Penalties
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+------------------------------------------------------------+
| |
| "Conference on small time asymptotics, perturbation |
| theory and heat kernel methods in mathematical finance" |
| |
| February 10-12, 2009: |
| Wolfgang Pauli Institut, Vienna, Austria |
| |
| http://www.math.nyu.edu/~laurence/vienna-Sabr-bis.htm |
| Please register via email to |
| Peter Laurence <laurence(a)mat.uniroma1.it> |
| |
+------------------------------------------------------------+
Dear Friends of FAM,
there are no more FAM-talks planned for this year, therefore i send you
two other interesting talks organized by VGSF/VIF and WPI/UniVie.
Seasonal greetings,
Sandra
-----------------
Friday, December 19th, 14:00 - 15:30,
1190, Heiligenstädter Strasse 46-48, Seminar Room 1
"VGSF Seminar"
http://www.vgsf.ac.at/activities/seminars.htm
Hansjörg Albrecher (Johannes Kepler University Linz)
"Tax and Dividend Payments in Collective Risk Theory"
------------------
Friday, December 19th, 15:45 - 17:30,
1090, Nordbergstr. 15 /Althanstr., Uni Wien, UZA 2, lecture room HS 3
"7th Pauli Colloquium"
Pierre-Louis Lions (College de France)
"Financial mathematics and/after the crash"
Opening: 15.45 - 16.00 Coffee, Cake & Come Together
16.00 - 16.15 Introduction: Norbert J. Mauser
16.15 - 17.10 Talk of Pierre-Louis Lions
17.10 - 17.30 Public Discussion moderated by Walter Schachermayer
------------------
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 02.12.2008 Juan-Pablo Ortega (CNRS, France)
"GARCH pricing via local risk minimization"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+------------------------------------------------------------+
| |
| "Conference on small time asymptotics, perturbation |
| theory and heat kernel methods in mathematical finance" |
| |
| February 10-12, 2009: |
| Wolfgang Pauli Institut, Vienna, Austria |
| |
| http://www.math.nyu.edu/~laurence/vienna-Sabr-bis.htm |
| |
+------------------------------------------------------------+
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 25.11.2008 David Skovmand (Aarhus School of Business, Denmark)
"Alternative Specifications for the Levy Libor
Market Model: An Empirical Investigation"
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, 20.11.2008 Jan Palczewski
(Faculty of Mathematics, University of Warsaw, Poland)
"Finite Horizon Optimal Stopping of Discontinuous
Functionals with Applications to Impulse Control with
Delay"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/