Tuesday, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 29.11.2005 Mesrop Janunts (Institut für Mathematik, TU Berlin)
"Duality methods for portfolio optimization"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Tuesday, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 22.11.2005 Walter Fisher
(IHS Institute for Advanced Studies, Vienna)
Relative Wealth and Endogenous Employment:
A Short- and Long-Run Analysis
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 15.11.2005 Birgit Rudloff (Martin-Luther-Universität Halle-Wittenberg)
Convex Hedging in Incomplete Markets and Generalizations
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
----------------------------------------------------------------------
FAM-jobs:
FAM @ TU Wien has an attractive job opportunity for
** PhD students and PostDocs **
within the first Christian-Doppler-Laboratory
in collaboration with a bank (BA-CA):
http://www.fam.tuwien.ac.at/jobs/20051102.php
----------------------------------------------------------------------
Sehr geehrte Damen und Herren,
im Rahmen der Vortragsreihe "Finanz- und Versicherungsmathematik"
dürfen wir Sie zu folgendem Vortrag einladen:
Dienstag, 8. November 2005, 16:30, TU Wien, Nöbauer Hörsaal (FH 8):
Univ.Prof. Dr. Damir Filipovic
Mathematisches Institut, LMU München
"Equilibrium and optimality for monetary
utility functions under constraints"
http://www.fam.tuwien.ac.at/events/vr/20051108.php
Wir dürfen Sie weiters auf eine eintägige Vortragsveranstaltung am 16.
November an der Universität Wien hinweisen (siehe Anhang unten).
Mit freundlichen Grüßen,
Mag. Dr. Klaus Wegenkittl
Präsident der Aktuarvereinigung Österreichs
Präsident des Österr. Förderungsvereins der Versicherungsmathematik
Gen.-Dir. Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen
o.Univ.-Prof. Dr. W. Schachermayer
Univ.-Prof. Dr. U. Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
----------------------------------------------------------------------
EINLADUNG
---------
Workshop on
OPERATIONAL RISK MANAGEMENT (ORM05)
http://www.univie.ac.at/crm/orm05/
Mittwoch, 16. November 2005
Elise-Richter-Saal der Universität Wien
Programm
--------
Paul Embrechts, ETH Zürich
Quantitative Models for Operational Risk:
Extremes, Dependence and Aggregation
Jack King, Universität Wien
Operational Risk - Organisational Theory or Financial Mathematics
Radoslaw Zwizlo, FMA
Operationales Risiko aus der Sicht der Finanzmarktwirtschaft
Veranstalter
------------
Instituts für Statistik und Decision Support Systems (Universität Wien)
http://www.univie.ac.at/statistics/
Wissenschaftlicher Vereins INFORM
(Insurance, Financial and Operational Risk Management)
http://www.inform.ac.at/
Österreichische Gesellschaft für Operations Research (ÖGOR)
http://www.oegor.at/
---------- Forwarded message ----------
From: Walter Schachermayer + Frank Oertel
---------- Forwarded message ----------
From: "Takis Konstantopoulos"
Date: Tue, October 25, 2005 10:49 am
Dear all, the 'numdam' site ( http://www.numdam.org/ )
has published ALL volumes of the famous
Se'minaire de probabilite's de Strasbourg
from 1967 to 2002. It is a wonderful resource for anyone interested in
Probability.
http://www.numdam.org/numdam-bin/browse?j=SPS&sl=0
Regards,
Takis
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Tue, 25 Oct 2005 09:46:25 +0300
From: mfinance <mfinance(a)cam.wits.ac.za>
Subject: Position in Mathematical Finance
Dear Colleague
We would be very grateful if you would alert potential candidates to
the following position in Mathematical Finance in the School of
Computational & Applied Mathematics at the University of the
Witwatersrand, Johannesburg, described below.
The closing date for applications is 31 December, 2005.
Yours sincerely,
David Taylor
UNIVERSITY OF THE WITWATERSRAND, JOHANNESBURG
School of Computational & Applied Mathematics
Permanent Senior Lecturer/Lecturer/Associate Lecturer Position in
Mathematical Finance
Applications are invited for a permanent position in
MathematicalFinance at the University of the Witwatersrand,
Johannesburg, to betaken up with effect from 1 February 2006 or as
soon as possiblethereafter.
Candidates for the Lecturer or Senior Lecturer position should have
aPhD and, in the case of the Senior Lectureship, an established
trackrecord of research in some area of financial mathematics.
Candidatesfor the Associate Lecturer position should have an MSc and
beengaged in PhD studies. Applications are encouraged from
candidateswith a background in stochastic calculus or numerical
mathematics,but this is not a prerequisite. We are also keen to
attract applicantswho are already established applied mathematicians
and who wish tochange their academic focus.
The appointee to this permanent post in the School of Computational
&Applied Mathematics will be expected to maintain an activeprogramme
of research, and to play a significant role in all aspects ofthe
organisation and teaching of financial mathematics at all levels.
The School of Computational & Applied Mathematics has a history
ofteaching and research in Mathematical Finance dating back to
1989.The Programme in Advanced Mathematics of Finance is the
pre-eminent financial mathematics degree in South Africa. Graduates
areemployed worldwide in leading financial institutions. It has
hadnumerous research collaborations and funding agreements with
localand international investment banks.
The appointment will be made at the appropriate point on theAssociate
Lecturer, Lecturer or Senior Lecturer scale. Furtherparticulars of the
post, including information about remuneration, maybe obtained from
Prof David Taylor at mfinance(a)cam.wits.ac.za +27-11-717-6149 (fax).
More information can be found on our website:
http://www.cam.wits.ac.za/mfinance
Information on living in South Africa can be found on:
http://www.safrica.info
To apply, please submit a covering letter, detailed CV with names
andcontact details of three referees & certified copies of degrees to:
Mrs Kalpana Patel,
Human Resources Manager
Faculty of Science
Wits University
Private Bag 3
Wits 2050
South Africa
The closing date for the receipt of completed applications
is 31stDecember 2005.
Equality of opportunity is University policy
Prof David R Taylor
Co-ordinator, Mathematics of Finance Programme
School of Computational & Applied Mathematics
University of the Witwatersrand
PO WITS, 2050
South Afrika
http://www.cam.wits.ac.za/mfinance/
(+27)-11-717-6110 (tel); (+27)-11-717-6149 (fax)
Timetable
Tu, 25.10.2005 Uwe Schmock (FAM, TU Vienna)
Presentation of the New Christian Doppler Laboratory on
Portfolio Risk Management
Tuesdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
--------------------------------------------------------------------
Vortragsreihe aus Finanz- und Versicherungsmathematik
Tu, 08.11.2005 Damir Filipovic homepage (LMU München)
16:30, FH 8
Equilibrium and optimality for monetary utility functions
under constraints (joint with Michael Kupper)
http://www.fam.tuwien.ac.at/events/vr/20051108.php
--------------------------------------------------------------------
Workshop on
Operational Risk Management (ORM05)
http://www.univie.ac.at/crm/orm05/
--------------------------------------------------------------------
------------------------------------------------------------------------
Tuesday, 18.10.2005
Seminarroom 107, Freihaus TU Wien
Hans Buehler (Deutsche Bank London und TU Berlin)
"Variance Swap Market Models"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------
Thursday's Seminar (winter term 2005/06):
This seminar follows the book:
Cedric Villani: "Topics in Optimal Transportation"
It takes place at the Math-Department of UniVie:
Nordbergstrasse 15, 7th floor, room C 714.
For further information, please write an e-mail to
Josef Teichmann <jteichma(a)fam.tuwien.ac.at>
------------------------------------------------------------------------
The Scientific Association for Insurance, Financial and Operational Risk
Management (INFORM - http://www.inform.ac.at/) invites you to the
Workshop on
Operational Risk Management (ORM05)
http://www.univie.ac.at/crm/orm05/
------------------------------------------------------------------------
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Mon, 10 Oct 2005 12:46:04 -0700 (PDT)
From: Jaksa Cvitanic <cvitanic(a)hss.caltech.edu>
Subject: quantitative economics/finance position at Caltech
(...)
The Division of Humanities and Social Sciences at Caltech has
advertised a tenure-track position in Economics/Finance. The Social
Sciences part of the division consists of faculty members most of
which are involved in multi-disciplinary research with strong
mathematical/statistical components.
For details, see
http://www.hss.caltech.edu/jobs/econad
-----------------------
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
seminars within one week
Tu, 11.10.2005 Miklos Rasonyi (Hungarian Academy of Sciences)
Convergence of utility prices to the superreplication price
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/