FAM-news

fam-news@fam.tuwien.ac.at

1 participants
1096 discussions

EVRY RISK MEASURE (fwd)
by Walter Schachermayer by way of Andreas Schamanek 08 Feb '06

08 Feb '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Wed, 08 Feb 2006 12:14:05 +0100 From: Monique JEANBLANC <Monique.Jeanblanc(a)univ-evry.fr> Subject: EVRY RISK MEASURE Une conférence de deux jours (6 et 7 juillet 2006) est organisée par l'université d'EVRY sur le thème MESURES DE RISQUE Les orateurs ayant confirmé leur participation sont Nicole El Karoui, Hans Follmer, Jocelyne Bion Nadal, Freddy Delbaen, Stanislas Uryasev, Michel Crouhy, Fabio Maccheroni, Marco Frittelli Rose Anne Dana Contactez Valérie Picot valerie(a)univ-evry.fr pour vous inscrire. Les frais d'inscription comportent les repas de midi du jeudi et du vendredi. Cette conférence est soutenue par le groupe AMAMEF Les organisateurs Nadiane Bellamy nadine.bellamy(a)univ-evry.fr Laurent Denis laurent.denis(a)univ-evry.fr Stéphane Crépey stephane.crepey(a)univ-evry.fr Monique Jeanblanc monique.jeanblanc(a)univ-evry.fr

1 0

Lectureship at LSE (fwd)
by Walter Schachermayer by way of Andreas Schamanek 07 Feb '06

07 Feb '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Mon, 6 Feb 2006 17:56:12 -0000 From: "Norberg,R" <R.Norberg(a)lse.ac.uk> Subject: Lectureship at LSE Dear Colleague, If you should happen to know a suitable potential applicant then, please, forward this. Lecturer in Statistics Applicants should have a first rate track record in research in statistics or stochastic modelling in any area of statistics but knowledge of computational statistics would be looked upon favourably. Strengths of the Department are: time series, theoretical statistics and probability, actuarial and financial mathematics, social statistics and industrial statistics. The closing date for receipt of applications is 10 March 2006 Further details are at http://www.lse.ac.uk/collections/recruitment/jobsAtLSE/CurrentVacancies.htm… Details about the department are at www.lse.ac.uk/collections/statistics Information about the new MSc Risk and Stochastics and staff teaching and conducting it are at http://www.lse.ac.uk/collections/statistics/study/prospective/MScRiskandSto… Thanks R Norberg Professor Ragnar Norberg Department of Statistics London School of Economics Houghton Street London WC2A 2AE Tel +44 (0) 20 7955 6030 R.Norberg(a)lse.ac.uk http://stats.lse.ac.uk/norberg/

1 0

PIMS-CMM Frontiers in Mathematics and Economics (fwd)
by Walter Schachermayer by way of Andreas Schamanek 07 Feb '06

07 Feb '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Mon, 06 Feb 2006 15:07:08 -0800 From: pims <pims(a)pims.math.ca> Subject: PIMS-CMM Frontiers in Mathematics and Economics The Pacific Institute for the Mathematical Sciences is pleased to announce the Summer School Frontiers in Mathematics and Economics, at the University of British Columbia, July 10-31, 2006 http://www.pims.math.ca/science/2006/06ssfme/ Please also find the attached poster for the summer school. [attachment removed by admin; info available at above URL] The summer school brings together graduate students, postdoctoral fellows and young faculty members from business schools, economics, mathematics and operations research with leading economists and mathematicians. It exposes students in business administration and economics to mathematical models and methods that they will find useful in their research, and graduate students and young researchers in mathematics and operations research to new mathematical problems arising from economic theory. The main focus of the summer school is a set of four courses, each taught by world leaders in the corresponding discipline. All courses are accompanied by introductory tutorials and a series of seminar presentations. 1. Topic: Dynamic Contract Theory and Corporate Finance Lecturer: Jean-Charles Rochet (Professor of Mathematics and Economics, U. Toulouse I) 2. Topic: Equilibrium: Theory and Computation Lecturers: Kenneth L. Judd (Senior Fellow, Hoover Institution on War, Revolution and Peace), R. Tyrrell Rockafellar, (Professor of Mathematics, U. Washington), Roger Wets (Professor of Mathematics, UC, Davis) 3. Topic: Information and Markets Lecturer: William R. Zame (Professor of Mathematics and Economics, UC, Los Angeles) 4. Topic: The mathematical Structure of Quality Pricing Lecturer: Ivar Ekeland (Professor of Mathematics and Economics, UBC) Please forward this message to the members in your Economics Department and Business School if possible.

1 0

FAM-news
by Sandra Trenovatz 06 Feb '06

06 Feb '06

2006-02-06 : RZB - Werkstudent "Alternative Investments" http://www.fam.tuwien.ac.at/jobs/20060206.php

1 1

today's seminars
by Sandra Trenovatz 30 Jan '06

30 Jan '06

Today, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107. Mo, 30.01.2006 Gabriel Maresch (TU Wien) Hartman measurability and unique mean values Mo, 30.01.2006 Henryk Zaehle (Allianz PKV-AG, München) Heat equation with strongly inhomogeneous noise For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

1 0

reminder, this week's seminars
by Sandra Trenovatz 23 Jan '06

23 Jan '06

Timetable Mo, 23.01.2006 Markus Petermann (Converium) 11:00 in seminar room 105 (7th floor) Measures of Risk and Run-off of Portfolios Tu, 24.01.2006 Susanne Klöppel (ETH Zurich) 16:30 in seminar room 107 (6th floor) Utility based good deal bounds We, 25.01.2006 Half-Day Workshop on Credit Risk and Risk Transfer http://www.fam.tuwien.ac.at/events/wwtf2006/ (Freihaus Hörsaal 3, 2pm to 6pm) For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

1 0

Einladung zum Gastvortrag am 19.1.06, 14h (fwd)
by Walter Schachermayer by way of Andreas Schamanek 17 Jan '06

17 Jan '06

---------- Forwarded message ---------- From: Walter Schachermayer Liebe Fam-ily, Mag. Kocher ist Geschaeftsfuehrer der öst. Bundesfinanzierungsagentur, mit der wir ein CD-Modul planen. Ich empfehle allen den Besuch des sicherlich interessanten Vortrags. LG WS ---------- Forwarded message ---------- Date: Tue, 17 Jan 2006 18:19:36 +0100 From: Hardy Hanappi TU Vienna <hanappi(a)econ.tuwien.ac.at> Subject: Einladung zum Gastvortrag am 19.1.06, 14h Liebe Kolleginnen und Kollegen ! Im Rahmen unseres Dissertantenseminar findet demnächst wieder ein interessanter Vortrag statt zu dem ich hiermit herzlichst einlade: Der Vortrag von unserem externen Gast, Dr. Paul Kocher, zum Thema "Das Schuldenmanagement des Staates: Finanzierungsstrategien und Risken für den öffentlichen Haushalt" findet am Donnerstag den 19.1.2006 um 14 h s.t. statt. Details auf der Homepage des Seminars : http://www.vwl.tuwien.ac.at/hanappi/Lehre/L026HH05.html Mit herzlichen Grüßen Hardy Hanappi Univ.-Prof. Dr. Hardy Hanappi Jean Monnet Chair for Political Economy of European Integration Head of Economics, Institute for Mathematical Methods in Economics University of Technology Vienna Argentinierstrasse 8/ 105-3 A-1040 Vienna, Austria http://www.vwl.tuwien.ac.at/hanappi/

1 0

reminder, this week's seminar
by Sandra Trenovatz 16 Jan '06

16 Jan '06

FAM-ily Financial and Actuarial Mathematics at Vienna University of Technology, Austria Timetable Tuesday, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107. Tu, 17.01.2006 Irina Slinko (Stockholm School of Economics) "On Finite Dimensional Realizations of the Two Country Interest Rate Models" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ----------------------------------------------------------------- Further Events of FAM: "Half-Day Workshop on Credit Risk and Risk Transfer" Wednesday, January 25, 2006, 2pm to 6pm http://www.fam.tuwien.ac.at/events/wwtf2006/

1 0

Invitation to apply to VGSF PhD Program - scholarship (fwd)
by Andreas Schamanek 11 Jan '06

11 Jan '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Wed, 11 Jan 2006 12:02:27 +0100 From: VGSF-U.Walser <office(a)vgsf.ac.at> To: Ulli Walser <ulrike.walser(a)vgsf.ac.at> Subject: Invitation to apply to VGSF PhD Program - scholarship Dear Colleague, please find attached an invitation to apply for scholarships and admission to the PhD program of the Vienna Graduate School of Finance (VGSF). We would be very grateful if you could forward this information to students who are looking for an opportunity to obtain a PhD in Finance with financial support allowing them to cover their costs of living in Vienna. Also, I would appreciate if you could post the attached pdf document at your department. The VGSF offers a high-quality PhD program preparing students for an academic career. As a joint venture of three established academic institutions, the VGSF draws on a well-connected local faculty with very diverse research interests. In addition, internationally leading scholars affiliated with other academic institutions are teaching in our program. On our homepage www.vgsf.ac.at you will find the curriculum as well as information about faculty, students and application details. Thank you for your support, Josef Zechner Speaker of the VGSF Professor of Finance at the University of Vienna Contact: VGSF Dorothea Grimm Administrative Manager c/o University of Vienna Bruenner Strasse 72 1210 Wien (Vienna), Austria Phone: +43-1-4277-38186 Fax: +43-1-4277-38074 Mail: vgsf(a)vgsf.ac.at [ attachment VGSF_inv06.pdf removed by admin since information is ] [ available on-line at http://www.vgsf.ac.at ]

1 0

FAM-news 2006
by Sandra Trenovatz 09 Jan '06

09 Jan '06

Dear Friends, the Financial and Actuarial Mathematics Group wishes everyone a prosperous New Year. In 2006 the FAM-group plans 2 workshops and numerous talks within the new Christian Doppler Laboratory: "Half-Day Workshop on Credit Risk and Risk Transfer" Wednesday, January 25, 2006, 2pm to 6pm http://www.fam.tuwien.ac.at/events/wwtf2006/ "Final Workshop of the Research Training Network Evolution Equations for Deterministicand Stochastic Systems" June 5 to June 8, 2006 http://www.fam.tuwien.ac.at/events/rtn-workshop/ 7 talks of young researchers in January 2006: http://www.fam.tuwien.ac.at/events/ Christian Doppler Laboratory "Portfolio Risk Management (PRisMa)" http://prisma.fam.tuwien.ac.at/ For events in 2005 our webpages are updated: "Workshop on Portfolio Risk Management (PRisMa 2005)" http://www.fam.tuwien.ac.at/prisma2005/ Now you can find more information to the talks, e.g. presentation slides, related publications, ... FAM goes public: "Von A wie Aktie bis S wie Sterbewahrscheinlichkeit" http://www.fam.tuwien.ac.at/public/ This pages are in German language: You can find simulations, games, and a lot of interesting information and explanations which were presented on 8 posters at the "Lange Nacht der Forschung" in October 2005. To make all this activities possible, we sincerly thank our sponsors (CDG, WWTF, FWF, ÖNB, EU, BA-CA), all persons collaborating with us, as well as our dedicated colleagues within the research group FAM. Walter Schachermayer Uwe Schmock Head of Department Head of Research Group -- Financial & Actuarial Mathematics Group: http://www.fam.tuwien.ac.at/ FAM @ TU Vienna, Wiedner Hauptstraße 8 / e105, A-1040 Vienna, Austriaaa

1 0

Jump to page:

2026

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

FAM-news