Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 28.04.2005 Peter Friz
Statistical Laboratory, University of Cambridge
Levy's Area under Conditioning and Applications
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tu, 12.04.2005, 17:00, Sem 107
^^
Christian Bayer
An elementary proof of Tchakaloff's Theorem
(about a joint work with J. Teichmann)
http://www.fam.tuwien.ac.at/events/
The announced talk of Peter Friz will be held on 28th of April.
This thursday Josef Teichmann will hold a talk about a joint work
with Barbara Forster and Eva Luetkebohmert:
Tu, 07.04.2005, 16:30, Seminarraum 107 (TU FH, Turm A, 6. Stock)
Josef Teichmann (FAM @ TU Vienna)
"Calculation of Greeks with jumps"
(joint work of B. Forster, E. Luetkebohmert, J. Teichmann)
We show partial integration results for jump diffusions in a very
traditional way, i.e. without applying partial integration on Poisson
spaces. The key result is to find a bound for the p-norm of the inverse of
the Malliavin derivative.
Tu, 28.04.2005 Peter Friz (Statistical Laboratory, University of
Cambridge)
16:30, Seminarraum 107 (TU FH, Turm A, 6. Stock)
"Levy's Area under Conditioning and Applications"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 5 Apr 2005 15:14:34 +0200
From: Traore Fanda <Fanda.Traore(a)ensae.fr>
Subject: BOURSE DE RECHERCHE 2005-2006
BOURSES DE THESE
Le CREST (Centre de Recherche en Economie et Statistique) dispose de 7
bourses de recherche. Celles-ci, d'un montant mensuel d'environ 1 326
EUR, peuvent être attribuées soit pour la préparation d'une thèse
(durée de deux ans éventuellement renouvelable un an), ou en vue de
terminer une thèse déjà très avancée (durée d'un an).
Elles concernent :
- soit d' anciens élèves de l'ENSAE et de l'ENSAI qui souhaitent mener
leur recherche au CREST ou dans un organisme extérieur (université,
centre de recherche ou d'études, français ou étranger).
- soit des étudiants d'universités ou d'écoles françaises ou
étrangères, qui souhaitent mener leur recherche dans le cadre d'un
laboratoire du CREST.
Aucune condition de nationalité n'est exigée des candidats.
Les bourses sont attribuées de façon prioritaire à des thèmes de
recherche liés aux orientations des différents laboratoires. Les
dossiers de candidature sont à retirer sur le site du CREST
www.crest.fr <http://www.crest.fr> , où vous trouverez aussi toutes
les informations concernant les divers thèmes de chaque laboratoire.
Les dossiers de candidature doivent parvenir avant le
15 Mai 2005.
<<annonceboursesfrancais.doc>>
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Size: 27648
Timetable
seminars within one week
Tu, 05.04.2005 Dietmar Pfeifer (Carl von Ossietzky Universität
Oldenburg)
16:30, FH 6 (TU FH, Turm A, 2. Stock)
Copula change-point detection and dynamic copula models for
multivariate high-frequency data in finance
(Vortragsreihe aus Finanz- und Versicherungsmathematik)
Tu, 07.04.2005 Peter Friz (Statistical Laboratory, University of
Cambridge)
16:30, Seminarraum 107 (TU FH, Turm A, 6. Stock)
Levy's Area under Conditioning and Applications
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Mon, 04 Apr 2005 10:56:13 +0200
From: Gerhard Hanappi <hanappi(a)pop.tuwien.ac.at>
Subject: Einladung zu einem Vortrag
Liebe Kolleginnen und Kollegen!
Attached eine Einladung zu einem interessanten Vortrag von Professor
Hollingsworth (vom IWM / Ökonomie mitorganisiert) zum Thema
Why Some Research Organizations Make Major Discoveries But Most Make None
am nächsten Freitag.
Mit freundlichen Grüßen
Hardy Hanappi
Univ-Prof.Mag.Dr. Hardy Hanappi
Jean Monnet Professor für Politische Ökonomie der Europäischen Integration
Leiter der Forschungsgruppe Ökonomie, Institut für Wirtschaftsmathematik
Technische Universität Wien
Argentinierstr. 8
A-1040 Wien, Österreich
Tel. +43 1 58801 175 55, Fax. +43 1 58801 175 99
Email: hanappi(a)pop.tuwien.ac.at
http://www.vwl.tuwien.ac.at/hanappi/
[attachment removed by admin since it is available online
at http://www.econ.tuwien.ac.at/AussendungSASE.pdf ]
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 17 Mar 2005 16:59:05 +0100
From: Christine Binder <Christine.Binder(a)univie.ac.at>
Subject: Statistische Kolloquien
Einladung
Kolloquium zum Gedenken an
Prof. Leopold Schmetterer
(1919 - 2004)
Ort: Österreichische Akademie der Wissenschaften, Sitzungssaal,
Ignaz-Seipel Platz 2, 1010 Wien
Montag, 4. April 2005
15:15 - 15:30 Begrüßung
15:30 - 16:15 Klaus Krickeberg:
Neue mathematisch-statistische Anwendungen von
Gesundheitsregistern.
16:15 - 17:00 Johann Pfanzagl:
Was ist ein "optimaler" Schätzer ? *
17:00 - 17:30 Pause
17:30 - 18:15 Herbert Heyer:
Hypergruppen in der Analysis und
Wahrscheinlichkeitstheorie. *
* Vortrag im Rahmen des Arbeitskreises "Statistische Kolloquien" der
ÖSG.
Dienstag, 5. April 2005
15:15 - 15:30 Begrüßung
15:30 - 16:15 Helmut Strasser:
Statistik als Gegenstand mathematischer
Forschung.
16:15 - 17:00 Jean-Baptiste Hiriart-Urruty:
Some open problems in nonlinear analysis and
optimisation.
17:00 - 17:30 Pause
17:30 - 18:15 Walter Schachermayer:
Anwendung der Wahrscheinlichkeitstheorie auf
Finanzmathematik.
Diese Veranstaltung wird durch die Österreichische Akademie der
Wissenschaften, die Gemeinde Wien und das Institut für Statistik der
Universität Wien unterstützt.
I. Bomze
Moderator des Arbeitskreises "Statistische Kolloquien"
Timetable
Tuesdays and Thursdays, 16:30-18:00.
Tu, 15.03.2005 Alexandra Dias (Credit Suisse and ETH Zurich)
16:30, FH 6
Copula change-point detection and dynamic copula models for
multivariate high-frequency data in finance
Vortragsreihe aus Finanz- und Versicherungsmathematik
Th, 17.03.2005 Dmitry Rokhlin (Rostov State University, Russia)
16:30, Seminarraum 107
On some problems of no-arbitrage: constructive criteria in
the case of finite discrete time and the Kreps-Yan theorem
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
Th, 03.03.2005: Daniel Dvorak
An Extension of Panjer's Recursion
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 24 Feb 2005 11:47:33 +0000 (GMT)
From: Josef Hofbauer <jhofb(a)math.ucl.ac.uk>
To: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
Subject: lectureship at UCL
2 Lectureships in
Mathematical Economics/
Mathematical Finance
Because of the overwhelming popularity of the joint courses in Economics,
the Departments of Mathematics and Statistical Science wish to make two
lecturer appointments from October 2005. The appointees will be expected
to teach basic first and second year modules in Economics. Applicants
should also have demonstrated considerable research potential in some
branch of Mathematics/Statistical Science. Salary will be according to
experience on the Lecturer B scale from £30,319 to £38,213 inclusive of
London Allowance.
Please send a full CV and details of three referees and current salary to
Prof D G Larman, Head of the Department of Mathematics, University College
London, Gower Street, London, WC1E 6BT telephone: +44 (0)20 7679 2855; fax
+44 (0)20 7383 5519; e-mail: d.larman(a)ucl.ac.uk. Please also return the
Equal Opportunities Form found on the Further Particulars page of the
Mathematics Department website.
Further particulars (which should be read prior to sending an
application), as well as general information about UCL can be found on our
websites:
http://www.ucl.ac.uk/maths/http://www.ucl.ac.uk/Mathematics/Adverts/MathEconPosts05/MathEconAdvert.html
The closing date for receipt of applications is Friday, 25 February 2005.