Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
Tu, 24.06.2003 Fabrice Baudoin, Josef Teichmann, Michel Verschuere
Stochastic control problems, viscosity solutions, and
applications to finance (7)
Th, 26.06.2003 Christoph Hummel (Converium, CH)
(Attention: this talk takes place at FH 3)
Tarifierung in der Kredit(rück-)versicherung
Vortragsreihe aus Finanz- und Versicherungsmathematik
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
The above seminars are also announced via the FAM-news mailing list, one of
the public mailing lists maintained by FAM.
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
seminars within one week
Tu, 10.06.2003 Michel Verschuere
Pricing Power Derivatives
We, 11.06.2003 Software-Firma SAS Austria 16:30-18:00, FH 2
Statistische Methoden und deren Umsetzung in der
Sachversicherung
Vortrag im Rahmen der Vorlesung
Schadensversicherungsmathematik 2
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable - Changes
The Talk announced on Thursday will be held on Friday at 9:45 in the
morning in the seminarroom 105 (in our department, Freihaus, 7th floor,
green area):
Fr, 16.05.2003
9:45-11:15
Sem 105
Martin Schaden (New York University)
The Distributions of Historic Stock Returns and Quantum Theory
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
seminars within one
week
Tu, 13.05.2003 Umut Cetin (Cornell
University)
Liquidity Risk and Arbitrage pricing Theory (open
abstract)
Th, 15.05.2003 Martin Schaden (New York
University)
The Distributions of Historic Stock Returns and
Quantum
Theory (open abstract)
http://www.fam.tuwien.ac.at/events/
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Tu, 25.03.2003 Peter Grandits
Some remarks on asymptotic ruin probabilities and investment
Th, 27.03.2003 Josef Teichmann
Stochastic control problems, viscosity solutions, and applications to
finance (3)
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 (map).
Th, 20.03.2003 Josef Teichmann
Stochastic control problems, viscosity solutions, and applications to
finance (2)
next week on tuesday:
Tu, 25.03.2003 Peter Grandits
Some remarks on asymptotic probabilities and investment
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
-----------------
Tu, 18.03.2003 Josef Teichmann
Generic evolutions of the term structure of interest rates (open abstract)
We provide a hypoellipticity result in the spirit of Paul Malliavin for the
HJM-equation. The result can be interpreted as an argument for the
necessity of finite dimensional realizations in interest rate theory.
-----------------
Th, 20.03.2003 Josef Teichmann
Stochastic control problems, viscosity solutions, and applications to
finance (2)
Lecture notes on Nizar Touzi's homepage:
http://www.crest.fr/pageperso/lfa/touzi/pise02.pdfhttp://www.crest.fr/pageperso/lfa/touzi/touzi.htm
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http://www.fam.tuwien.ac.at/events/