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Positions in Statistics, U of Manchester, England (fwd)
by Andreas Schamanek 23 Aug '05

23 Aug '05

---------- Forwarded message ---------- From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Tue, 23 Aug 2005 01:04:14 +0100 (BST) From: Goran Peskir <goran(a)maths.manchester.ac.uk> Subject: Positions in Statistics School of Mathematics, The University of Manchester, England ------------------------------------------------------------ Please bring the following two positions to the attention of anyone who might be interested: --> Chair in Statistics --> Lecturer/Senior Lecturer in Statistics For details see http://www.man.ac.uk/news/vacancies/academic.html#EPS200 ===============

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Konferenzankuendigung
by FAM-operator 13 Jul '05

13 Jul '05

---------- Forwarded message ---------- From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Thu, 07 Jul 2005 15:38:22 +0200 From: Edith Rosta <edith.rosta(a)tuwien.ac.at> Subject: Konferenzankuendigung Sehr geehrte Frau Kollegin! Sehr geehrter Herr Kollege! Vom 20. bis 27. Juli 2005 findet in Wien eine Tagung über „Convex Geometrym and High Dimensional Phenomena“ als 1. Jahrestagung des EU-Programms über hochdimensionale Phänomene in den Räumen der Technischen Universität in den Freihausgründen statt. Details zur Tagung sind der Homepage http://www.dmg.tuwien.ac.at/phd/ zu entnehmen. Das genaue Programm ist eine Woche vor Tagungsbeginn auf der Homepage abrufbar. Besucher zu Vorträgen sind herzlich willkommen. Mit freundlichen Grüßen Peter M. Gruber Monika Ludwig Vitali Milman Matthias Reitzner Carsten Schütt

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reminder, this week's seminars
by Sandra Trenovatz 11 Jul '05

11 Jul '05

Timetable Tuesdays and Thursdays, TU FH, Turm A, 6. Stock, Seminarraum 107 Tu, 12.07.2005, __16:00__ s.t. Peter Grandits Optimal Expected Exponential Utility of Dividend Payments in a Brownian Risk Model (joint work with F. Hubalek, W. Schachermayer and M. Zigo) Tu, 14.07.2005, 16:30 s.t. Pavel Grigoriev t.b.a. For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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reminder, this week's seminars
by Sandra Trenovatz 13 Jun '05

13 Jun '05

Timetable Th, 16.06.2005, 16:30, Seminar room 107 Jürgen Hartinger (Graz University of Technology) Rare Events - Monte Carlo and Quasi-Monte Carlo Methods (joint work with Dominik Kortschak) Recently, there has been much interest in developing Monte Carlo methods for estimating rare event probabilities. The reason seems to be two-fold: The topic is of major interest in areas such as credit and insurance risk or telecommunication networks and presents a challenge from mythological point of view as naive methods lead to ineligible variances for the estimates. After an overview on existing methods in a Monte Carlo setting, in this talk we focus on theoretical and empirical aspects of (randomized) QMC methods in rare event sampling. Mo, 20.06.2005, 16:15 in seminar room 104 Reinhold Kainhofer Quasi-Monte Carlo Methoden -- Am Schnittpunkt von numerischer Analysis, Zahlentheorie und Finanzmathematik Vortragsreihe: Wissenswertes der Mathematik, http://info.tuwien.ac.at/goldstern/wissen/ For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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reminder, this week's seminars
by Sandra Trenovatz 06 Jun '05

06 Jun '05

Timetable Tuesdays and Thursdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107 Tu, 07.06.2005 Grigory Temnov, St. Petersburg State University Risk models with stochastic premium income. For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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Wittgenstein Abschluss hearing
by Walter Schachermayer 02 Jun '05

02 Jun '05

Ich wuerde mich freuen, wenn Ihr zu der folgenden oeffentlichen Präsentation der Ergebnisse meines Wittgensteinpreis-Programms kommen könnt: Hearing/Abschlussevaluierung des Wittgensteinpreises, Donnerstag, 9. Juni 2004, 9:00-11:00, Freihaus Hörsaal 8, gelber Bereich, 2. Obergeschoss, TU Wien, Freihaus, Wiedner Hauptstrasse 8, 1040 Wien. Herliche Gruesse Walter Schachermayer

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Oekonometrisches Seminar (fwd)
by Andreas Schamanek 19 May '05

19 May '05

---------- Forwarded message ---------- From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Thu, 19 May 2005 11:44:01 +0200 (CEST) From: Manfred Deistler Subject: Oekonometrisches Seminar (fwd) Sehr geehrte InteressentInnen! am Montag, 23. Mai 2005 (13:30 bis 15:00 Uhr) findet im Seminarraum 105 A (Argentinierstraße 8, 1. Stock) der Votrag von Prof. Guy Cohen (Erwin Schrödinger Institut) mit dem Titel "Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory" statt. Beiliegend finden Sie das Abstract. Mit freundlichen Grüßen Manfred Deistler [attachment removed and saved to below URL by admin] URL : http://www.fam.tuwien.ac.at/listsdata/20050519T1650.pdf Type: PDF document, version 1.2 Size: 21540 Nicole Gruber Institute for Mathematical Methods in Economics Research Unit: Econometrics and System Theory Argentinierstrasse 8 1040 Vienna Tel: +43 1 58801 11911 Fax: +43 1 58801 11999 e-mail: nicole.gruber(a)tuwien.ac.at

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Call for Papers for the 2006 Stochastic Modeling Symposium (fwd)
by Andreas Schamanek 12 May '05

12 May '05

---------- Forwarded message ---------- Date: Thu, 12 May 2005 10:40:16 -0400 From: CIA Secretariat de l'ICA <root(a)actuaries.ca> Subject: Call for Papers for the 2006 Stochastic Modeling Symposium Call for Papers for the 2006 Stochastic Modeling Symposium The Canadian Institute of Actuaries (CIA) and its co-sponsors (Actuarial Foundation of Canada, the Risk Management Section and the Investment Section of the Society of Actuaries) would like to invite you to submit papers to the 2006 Symposium on Stochastic Modeling taking place in Toronto on April 3 and 4, 2006. The overall theme for the symposium is "Practical Actuarial Applications of Stochastic Models" and the Call for Papers focus will be on the following topics: 1. Use of stochastic models in valuation of assets and liabilities, 2. Use of stochastic models in enterprise risk management, and 3. Use of stochastic models in credit risk management. The papers submitted in response to the Call for Papers will be considered for the 2006 Stochastic Modeling Symposium. For more details, please access the link to the symposium below. http://www.actuaries.ca/publications/2005/205022e.pdf For more information, please contact Gilbert Lacoste, Chairperson of the Stochastic Modeling Organizing Committee at Gilbert.Lacoste(a)sunlife.com

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reminder, this week's seminars
by Sandra Trenovatz 03 May '05

03 May '05

Tuesdays and Thursdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107. seminars within one week Tu, 03.05.2005 Luciano Campi A hedging theorem under transaction costs For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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reminder, this week's seminars
by Sandra Trenovatz 25 Apr '05

25 Apr '05

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/

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