Timetable
Tuesday, 16:30,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 04.03.2008 Paul F.X. Müller (JKU Linz)
Compensated Compactnes, Separately convex Functions, and
Interpolatory Estimates between Riesz Transforms and
Haar Projections
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, 26.02.2008 Diana Auerswald (University of Oldenburg)
"Valuation of American Style Options - Extension and
Empirical Tests of a Nonparametric Pricing Algorithm"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tu, 19.02.2008, 16:30, Sem 107
Roman Muraviev (Tel-Aviv University)
"Growth Gap vs. Smoothness for Diffeomorphisms
of the Interval"
Fr, 22.02.2008, 11:30, Sem 107
Yuri Kifer (Hebrew University, Jerusalem)
"Game options, shortfall risk and their binomial
approximations"
Sem 107: Freihaus of TU Wien, green area, 6th floor, seminar room 107.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Mon, 11 Feb 2008 15:11:07 +0100 (CET)
From: bouchard(a)ceremade.dauphine.fr
Subject: European Summer School in Mathematical Finance
Dear all,
please find inclosed the announcement of the European Summer School in
Mathematical Finance which will be organized near to Paris in September
2008.
As already mentioned, many you reaserchers and Phd students will be
supported.
More informations will be available soon on the web page:
http://www.ceremade.dauphine.fr/~bouchard/ESCMF
With best regards,
The organizers: Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles
Page`s, Huye^n Pham, Nizar Touzi
[attachment with same content as the web page removed by admin]
Timetable
Tuesday and Wednesday, 16:30,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 05.02.2008 Sergei Kucherenko (Imperial College London)
"Application of Global Sensitivity Analysis and
Quasi Monte Methods in finance"
We, 06.02.2008 Ales Cerny (Cass Business School, City Univ. London)
"Mean-Variance Hedging and Optimal Investment in Heston's
Model with Correlation"
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, 29.01.2008 Claudia Czado (TU München, Germany)
Pair-copula constructions of multiple dependence
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Mon, 21 Jan 2008 15:48:12 -0000
From: U.Cetin(a)lse.ac.uk
Subject: Risk and Stochastics Day 2008
And here is the missing registration form!
Apologies,
Umut
[attachment removed and saved to below URL by admin]
URL : http://www.fam.tuwien.ac.at/listsdata/20080121T1707.doc
Type: Microsoft Office Document
Size: 48KB
[full quote of previous message removed by admin]
***
---------- Forwarded message ----------
Date: Mon, 21 Jan 2008 15:39:12 -0000
From: U.Cetin(a)lse.ac.uk
Subject: Risk and Stochastics Day 2008
Dear All,
On March 19th 2008, the Risk and Stochastics Group at the London
School of Economics organises the 2nd Risk and Stochastics Day, aiming
to communicate current advances in stochastic methods for measurement
and management of risk in the areas of finance, insurance and their
interface.
The first Risk and Stochastics Day features the following
invited speakers:
- David Hobson (University of Warwick),
- Ragnar Norberg (LSE),
- Nizar Touzi (Ecole Polytechnique),
- Rafael Schmidt (Bank for International Settlements),
- Erik Baurdoux (LSE)
- Shanle Wu (LSE).
They will present results from their research reflecting the
ongoing merger of finance and insurance into a comprehensive concept of
risk management. They will consider especially the problems of risk
measurement and modelling and the design of exotic products based on
risks at the frontier of finance and insurance.
To attend this event, registration is necessary. To register,
please complete the attached form and return it to the Risk and
Stochastics Group (email: n.l.dawkins(a)lse.ac.uk or fax: +44 (0) 20 955
7416). Queries can be directed to the Chair of the organizing
Committee, Umut Cetin (email: u.cetin(a)lse.ac.uk ).
Do not hesitate to forward this message to anyone who might be
interested.
I am looking forward to seeing you there,
Best wishes,
Umut Cetin.
To learn more about the Risk and Stochastics Group at LSE,
please go to our website
<http://www.lse.ac.uk/collections/riskAndStochastics/>
Please access the attached hyperlink for an important electronic communications
disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm
Timetable
Mo, 21.01.2008, 18:00, Freihaus Hörsaal FH2
Nicolas Bouleau (École Nationale des Ponts et Chaussées)
"What are the philosophical probabilities?"
Abstract and further reading material:
http://www.fam.tuwien.ac.at/events/?showabstract=20080121
Tu, 22.01.2008, 16:30, Sem 107
Andrey Selivanov
"Pricing of Contingent Claims based on Tail VaR"
Th, 24.01.2008, 16:30, Sem 107, Start-Seminar
Nicolas Bouleau (École Nationale des Ponts et Chaussées)
"On Dirichlet forms generated by the arbitrary functions
principle"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Mo, 14.01.2008, 16:15, Seminar room 104, Freihaus, 5th floor, green area
Vortragsreihe: Wissenswertes der Mathematik
Miklos Rasonyi
"Hidden Markov Processes"
Tu, 15.01.2008, 16:30, Seminar room 107, Freihaus, 6th floor, green area
Michel Emery (Université Louis Pasteur, Strasbourg)
"On one-dimensional Brownian motions immersed in a
two-dimensional one"
Th, 17.01.2008, 16:30, Seminar room 107, Freihaus, 6th floor, green area
Start-Seminar,
Ilya Pavlyukevich (Humboldt-Universität, Berlin)
"Exit times of small-noise Lévy-driven diffusions"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/