Timetable
seminars within one week
Tu, 19.06.2007 Franz X. Hof (ECON, TU Wien),
14:00, Sem 107,
"The Gains from Pension Reform",
Seminar Ökonomie der Pensionsfonds
Tu, 19.06.2007 Peter Imkeller (Humboldt University at Berlin, Germany),
16:30, FH 2,
"Optimal cross hedging of insurance derivatives",
Vortragsreihe aus Finanz- und Versicherungsmathematik
Th, 21.06.2007 Gerald Teschl,
16:30, Sem107,
"An invitation to random Schrödinger operators IV",
Start-Seminar
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, 12.06.2007, 14:00
Robert Holzmann (The World Bank, Washington, USA)
"Multi-pillar Pension Reforms:
Experience, Lessons, and Challenges"
(Seminar Ökonomie der Pensionsfonds)
Tu, 12.06.2007, 16:30
Pavel Gapeev (WIAS Berlin, Germany)
"Constructing jump analogues of diffusions
and application to finance"
Th, 14.06.2007, 16:30
Josef Teichmann,
"An invitation to random Schrödinger operators III"
(START-Seminar)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Mo, 04.06.2007, 9:30, HS 14:
Monique Jeanblanc (Université d'Evry Val d'Essonne, France)
"Hedging defaultable claims: single default"
Mo, 04.06.2007, 11:15, HS 16:
Monique Jeanblanc (Université d'Evry Val d'Essonne, France)
"CDS prices in a general case - case of several
defaults - hedging strategies"
Tu, 05.06.2007, 14:00, Sem107, Seminar Ökonomie der Pensionsfonds:
Johannes Berger (IHS Wien)
Ten myths about social security reform (J. Stiglitz)
Tu, 05.06.2007, 16:30, Sem107:
Juan Pablo Ortega (Université de Franche-Comté, France)
"Stochastic Hamiltonian dynamical systems"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
As next week there are two talks on monday, the newsletter is send out
earlier then usual. Best regards, Sandra Trenovatz.
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 29.05.2007 Pavel Shevchenko homepage (CSIRO, Sydney, Australia)
Modelling Operational Risk
Th, 31.05.2007 Josef Teichmann, Start-Seminar,
An invitation to random Schrödinger operators II
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tu, 22.05.2007 Norbert Kirchler & René Knapp (TU Wien, Uniqa),
14:00, Sem 107, Seminar Ökonomie der Pensionsfonds,
The cold war against welfare
Th, 24.05.2007 Sonja Konwicsny (Quelle Lebensversicherung AG),
14:00, FH HS 3,
Solvency II
Th, 24.05.2007 Josef Teichmann and/or Gerald Teschl,
16:30, Sem 107, Start-Seminar,
An invitation to random Schrödinger operators
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, 15.05.2007, 14:00, Seminar Ökonomie der Pensionsfonds,
Thomas Url (WIFO)
Makroökonomische Rückwirkungen des Aufbaus
kapitalgedeckter Altersvorsorgesysteme
Tu, 15.05.2007, 16:30
Fred Espen Benth (University of Oslo, Norway)
Options and the stochastic volatility model of
Barndorff-Nielsen and Shephard
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
seminars within one week:
Tu, 08.05.2007 14:00, Seminar Ökonomie der Pensionsfonds,
Rainer Münz (Erste Bank)
Pensionskassen in Österreich - Voraussetzungen,
Struktur, Begünstigte, verwaltetes Kapital
We, 09.05.2007 13:30, HS 7
Stefan Tappe (University of Munich, Germany)
Existence of Levy term structure models and invariance
problems
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
This week there are no talks on tuesday and thursday at 16:30.
As alternative you can visit lectures of the Wolfgang Pauli Institut:
Introductory minicourses on
"Optimal Transportation, gradient flows and entropy methods"
http://www.wpi.ac.at/event_view.php?id_activity=82
Timetable
Tuesday and Thursday,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
seminars within one week
Tu, 24.04.2007, 14:00
Ulrike Loy
t.b.a.
Talk within the Seminar Ökonomie der Pensionsfonds,
Tu, 24.04.2007, 16:30
Pavel Grigoriev (University of Leicester, UK)
Risk measures: law-invariance and time consistency
Th, 26.04.2007, 16:30
Josef Teichmann
A heat kernel approach to Interest Rate Models (Joint work by Jirô
Akahori, Thomas Steiner, Josef Teichmann and Takahiro Tsuchiya)
Talk within the START-seminar,
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Today/Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 19.04.2007 Ilya Pavlyukevich (Humboldt-University Berlin)
"Dynamical systems perturbed by heavy-tailed Lévy noise"
in the framework of the START-seminar.
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, 17.04.2007 Wolfgang Woess (TU Graz)
Random configurations driven by random walks
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/