Dear colleagues,
today's seminar is canncelled since our speaker Antonis Papapantoleon is
unfortunately sick. The seminar talk is postponed to Thursday, November 8.
I shall leave for the talk of Eckhard Platen at VGSF
(see http://www2.wu-wien.ac.at/ccefm/vgsf/activities/seminars.htm )
at 3 pm from my old office. Who wants to join me is invited.
Best regards. Josef
Dr. Josef Teichmann
Institute of mathematical Methods in Economics
Vienna University of Technology
Wiedner Hauptstrasse 8-10
A-1040 Vienna
tel +43-1-5880110514
fax +43-1-5880110599
web http://www.fam.tuwien.ac.at/~jteichma
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Timetable
Tu, 23.10.2007, 16:30, Sem 107
Thorsten Schmidt (University of Leipzig, Germany)
"Pricing and Hedging of Credit Derivatives via
Nonlinear Filtering"
Th, 25.10.2007, !!! 14:00-15:00, meeting point: Sem 105B !!!
!!! (Freihaus, green area, 7th floor) !!!
Antonis Papapantoleon, Start-Seminar,
"The duality principle for multidimensional
semimartingales"
This time we also announce an interesting talk organised
by Vienna Graduate School of Finance
(http://www2.wu-wien.ac.at/ccefm/vgsf/activities/seminars.htm):
Th, 25.10.2007, 15:30-17:00, Lecture hall HS D204, 2nd floor, area D
(Wirtschaftsuni, UZA4, Nordbergstrasse 15, 1090 Wien)
Eckhard Platen (University of Technology Sydney)
"A Benchmark Approach to Finance"
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, 16.10.2007: Elena Shmileva
"Small ball probabilities of some Lévy processes
and their application to the Chung law of
iterated logarithm"
Th, 18.10.2007: Christa Cuchiero, Start-Seminar,
"Affine Interest Rate Models - Theory and Practice"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Tue, 9 Oct 2007 21:53:48 +0200 (CEST)
From: Prof. Heinz W. Engl <heinz.engl(a)univie.ac.at>
Subject: Johann Radon Lectures 2007/08: Vortrag Pierre-Louis Lions am 17.
Oktober 2007 (fwd)
---------------------------------------------------------------------------
Prof.Dr.Heinz W. Engl E-Mail: heinz.engl(a)univie.ac.at
Vice Rector for Research and Career Development
University of Vienna Phone:+43-(0)1-427710050
Lueger-Ring 1
A-1010 Wien Fax:+43-(0)1-427710099
Oesterreich / Austria
and
Johann Radon Institute for Computational and Applied Mathematics (RICAM),
Austrian Academy of Sciences, A-4040 Linz, Austria
Fax: +43-(0)732-24685212
http://www.ricam.oeaw.ac.at
EMail: heinz.engl(a)oeaw.ac.at
Mobile Phone: +43-(0)664-5209029
---------------------------------------------------------------------------
---------- Forwarded message ----------
Date: Tue, 09 Oct 2007 19:15:55 +0200
From: Public Relations <Public.Relations(a)oeaw.ac.at>
To: oeaw-all(a)oeaw.ac.at
Subject: Johann Radon Lectures 2007/08: Vortrag Pierre-Louis Lions am 17.
Oktober 2007
Sehr geehrte Damen und Herren,
Die ÖAW-Vortragsreihe
> > Johann Radon Lectures 2007/2008 <<
widmet sich aktuellen Themen der angewandten Mathematik.
Der erste Vortrag findet am 17. Oktober 2007 im Festsaal der ÖAW, 1010 Wien, Dr.
Ignaz Seipel-Platz 2 statt.
Der französische Mathematiker Pierre-Louis Lions (Collège de France, Paris)
spricht zum Thema
> > Analysis, Models and Simulations <<
Der Vortrag wird sich Anwendungen der Mathematik in der Industrie widmen: Im
Mittelpunkt wird die numerische Simulation komplexer industrieller Systeme
stehen und die Rolle, die Partielle Differentialgleichungen dabei spielen.
Abstract:
In this talk, we shall first present several examples of numerical simulations
of complex industrial systems. All these simulations rely upon some mathematical
models involving Partial Differential Equations and we shall briefly explain the
nature, the history and the role of such equations. Then, some examples showing
the importance of the mathematical analysis (i.e. understanding) of those models
will be presented. And we shall conclude indicating a few trends and
perspectives.
Weitere Informationen zu den Johann Radon Lectures finden Sie unter:
http://www.oeaw.ac.at/shared/news/2007/press_inf_20071005b.html
Folder & Plakat:
http://www.oeaw.ac.at/shared/news/2007/pdf/radon_folder.pdfhttp://www.oeaw.ac.at/shared/news/2007/pdf/radon_plakat.pdf
Sie sind sehr herzlich zu den Johann Radon Lectures eingeladen. Der Eintritt ist
frei.
Mit freundlichen Grüßen
Marianne Baumgart
-------------------------------------------------------------------------------------
Österreichische Akademie der Wissenschaften (ÖAW)
Austrian Academy of Sciences
Öffentlichkeitsarbeit / Public Relations
A-1010 Wien, Dr. Ignaz Seipel-Platz 2
T +43 1 51581 1218, 1219, 1235
F +43 1 51581-1227
email: public.relations(a)oeaw.ac.at
http://www.oeaw.ac.at
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 09.10.2007 Christer Borell
(Chalmers University of Technology, Göteborg, Sweden)
"Topics on quasi-concave measures"
Th, 11.10.2007 Johannes Leitner,
"Pricing and Hedging with Globally and
Instantaneously Vanishing Risk"
(Start-Seminar)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
+--------------------------------------------------+
| |
| Friday, November 16, 2007: |
| |
| One day mini-workshop on |
| Calibration, Lévy processes in finance, |
| FFT, and related issues |
| |
| http://www.fam.tuwien.ac.at/events/levy/ |
| |
+--------------------------------------------------+
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Wed, 3 Oct 2007 22:46:08 +0200 (CEST)
From: Prof. Heinz W. Engl <heinz.engl(a)univie.ac.at>
Subject: Radon Lectures (fwd)
dear colleagues,
i enclose information about the forthcoming radon lectures at the austrian
academy of sciences.
best regards
heinz engl
[3 PDF attachments removed by admin, please see
http://www.oeaw.ac.at/shared/news/2007/info_johann_radon_lectures.html ]
---------------------------------------------------------------------------
Prof.Dr.Heinz W. Engl E-Mail: heinz.engl(a)univie.ac.at
Vice Rector for Research and Career Development
University of Vienna Phone:+43-(0)1-427710050
Lueger-Ring 1
A-1010 Wien Fax:+43-(0)1-427710099
Oesterreich / Austria
and
Johann Radon Institute for Computational and Applied Mathematics (RICAM),
Austrian Academy of Sciences, A-4040 Linz, Austria
Fax: +43-(0)732-24685212
http://www.ricam.oeaw.ac.at
EMail: heinz.engl(a)oeaw.ac.at
Mobile Phone: +43-(0)664-5209029
---------------------------------------------------------------------------
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
THIS WEEK / TOMORROW:
Th, 04.10.2007 Josef Teichmann,
"New Classes of OU-processes and applications to
Optimization procedures"
(Start-Seminar)
NEXT WEEK:
Tu, 09.10.2007 Christer Borell
(Chalmers University of Technology, Göteborg, Sweden)
"Topics on quasi-concave measures"
Th, 11.10.2007 Johannes Leitner,
"Pricing and Hedging with Globally and
Instantaneously Vanishing Risk"
(Start-Seminar)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Mo, 24.09.2007, 15:30:
Michel Verschuere (Electrabel Trading and Portfolio Management)
"Hedging Under Uncertainty: Applications to Carbon Emissions Markets"
Freihaus of TU Wien, green area, 6th floor, seminar room 107
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
-----------------------------------------------------------------------
Workshop of the Wolfgang Pauli Institute:
"Optimal transportation structures, gradient flows
and entropy methods for applied PDE's"
http://www.wpi.ac.at/event_view.php?id_activity=87
We, 26.09.2007, 11.30
Josef Teichmann (TU, Vienna)
Stochastic Differential Equations with Values in Wasserstein Spaces
We, 26.09.2007, 12.15
Walter Schachermayer (TU, Vienna)
Optimal and better transport plans
WPI, Nordbergstrasse 15, 1090 Wien, Seminarroom C206 + C207
-----------------------------------------------------------------------
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 11.09.2007 Martin Raic (University of Ljubljana, Slovenia)
Stein's Method and Large Deviations
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 04.09.2007, 16:30
Thomas Cass (University of Cambridge) homepage
Smoothness of density for solutions to stochastic
differential equations with jumps
Fr, 07.09.2007, 10:00
Zehra Eksi (Middle East Technical University, Ankara)
Comparative Study of Risk Measures
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
______________________________________________________________________
+-----------------------------------------------+
| Workshop and Mid-Term Conference on |
| Advanced Mathematical Methods for Finance |
| (AMaMeF), September 17-22, 2007 |
| <http://www.fam.tuwien.ac.at/amamef2007/> |
+-----------------------------------------------+
organized by PRisMa Lab and FAM @ TU Vienna
Sponsored by Bank Austria, ÖBFA, ESF, Christian Doppler Society,
Ernst & Young, Insightful
Location:
Vienna University of Technology
Wiedner Hauptstr. 8-10
1040 Vienna, Austria
Participants:
Close to 200 persons (more than 70 Ph.D. students) registered so far for
the conference. These come from more than 20 countries and four
continents. The list of participants can be found here:
http://www.fam.tuwien.ac.at/events/amamef2007/speaker.php
Registration:
Registration is still possible, details can be found here:
http://www.fam.tuwien.ac.at/events/amamef2007/registration.php
Scientific Program:
Mo, Sep. 17th: Educational workshop
(Speakers: Ernst Eberlein, Dorje C. Brody, Michèle Vanmaele)
Tu, Sep. 18th: Scientific conference
(Speakers: Bernt Øksendal, Chris Rogers, Freddy Delbaen,
Damir Filipovic, Martin Schweizer)
We, Sep. 19th: Scientific conference
(Speakers: Dmitry Kramkov, Mete Soner, Esko Valkeila,
Tomas Björk, Thaleia Zariphopoulou)
Tu, Sep. 20th: Scientific conference
(Speakers: Lukasz Stettner, Christoph Schwab,
Ole E. Barndorff-Nielsen, Ioannis Karatzas, Wolfgang Runggaldier)
Fr, Sep. 21st: Practitioner's day
(Speakers: Marek Musiela, Peter Schaller, Eva Strasser,
Ludger Overbeck)
Sa, Sep. 22nd: Scientific conference (half day)
(Speakers: Damien Lamberton, Bogdan Iftimie, Claudia Klüppelberg,
Giulia Di Nunno)
The detailed program - including contributed talks - can be found here:
http://www.fam.tuwien.ac.at/events/amamef2007/program.php
For abstracts and updates see
http://www.fam.tuwien.ac.at/amamef2007/abstracts.php
Conference Secretary:
Mr. Christian Gawrilowicz (FAM @ TU Vienna)
Phone: +43-1-58801-10511
E-mail: secr(a)fam.tuwien.ac.at
Organizing Committee:
- Peter Grandits
- Friedrich Hubalek
- Reinhold Kainhofer
- Johannes Leitner
- Walter Schachermayer
- Uwe Schmock
For registration details, conference fees, etc., please visit the
conference web site at <http://www.fam.tuwien.ac.at/amamef2007/>,
which will be updated continuously. We are looking forward to welcome
you in Vienna!