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/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 11.11.2008 Michael Kupper und Nicolas Vogelpoth
(Vienna Institute of Finance)
"Seperation and duality in L0-modules"
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, 28.10.2008 Roman Ivanov (Faculty of Mechanics and Mathematics,
Lomonosov Moscow State University, Russia)
"On calculation of multiple exercise Russian option"
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.
seminars within one week
Th, 23.10.2008 Jose Fajardo (Economics Research Group, IBMEC
Business School, Rio de Janeiro)
"Symmetry and Option Price Monotonicity with Levy
processes"
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, 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