Unfortunately the time of the talk had to be changed slightly:
Mo, 15.04.2002
--------------
Damir Filipovic, Affine Term Structure Models
09:30, HS 18 Czuber ( http://www.wegweiser.ac.at/tuwien/hoersaal/H18.html
)
Tu, 09.04.2002
--------------
Rama Cont, Methods for model calibration
Th, 11.04.2002
--------------
Freddy Delbaen, TBA
Note also: Next week there will be a talk on Monday:
Mo, 15.04.2002
--------------
Damir Filipovic, Affine Term Structure Models
10:00, place to be announced
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
28th Conference on
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Second Call for Papers
The 28th Conference on Stochastic Processes and their Applications.
Organized under the auspices of the Bernoulli Society for Mathematical
Statistics and Probability.
It will be held 1-5 July, 2002 at The University of Melbourne (Parkville
campus), Australia.
PROGRAM
The program consists of fifty-minute lectures delivered by invited
speakers and twenty-minute contributed talks by participants on various
topics related to stochastic processes and their
applications.
- topics include, (but are not limited to):
stochastic analysis, discrete random processes and randomised algorithms,
topics in limit theorems, Markov chain Monte Carlo, Markov processes,
random processes in
random environments, point processes,
- application areas such as:
stochastic processes in finance and insurance, stochastic processes in
physics, applications to telecommunications, time series, modelling in
biology and medicine.
The DEADLINE for receipt of abstracts is 3 May 2002.
Abstracts should be e-mailed as LaTeX source files created using a
template down loadable from the conference web site.
http://www.spa28.ms.unimelb.edu.au/
CONFERENCE
More information about the conference (including a list of confirmed
invited speakers, registration forms/fees, possible travel support [for US
participants only at the moment], accommodation options, sightseeing tours
etc) can be found at the above web site.
SPA28, Secretariat Contact:
Bronwen Hewitt, Conference Management, E-mail: bhewitt(a)unimelb.edu.au
Dominique Azzopardi, Conference Management, E-mail: dazzo(a)unimelb.edu.au
Fiona Mallon, Conference Management, E-mail: f.mallon(a)unimelb.edu.au
Old Physics Building, The University of Melbourne,
VIC 3010, Australia
Fax: (+61-3) 8344 6122
Tph: (+61-3) 8344 6389
This email message (including any file attachments transmitted with it) is
for the sole use of the individual or entity to whom it is addressed and
may contain confidential and privileged information. Any unauthorised
review, use, alteration, disclosure or distribution is prohibited. If you
have received this email in error, please notify the sender by return
email and destroy all copies of the original message.
Any confidentiality or legal professional privilege is not waived or lost
by any mistaken delivery of the email.
Opinions, conclusions and other information in this message that do not
relate to the official business of the company shall be understood as
neither given nor endorsed by it.
Tu, 19.03.2002
--------------
Paul Embrechts, Vortragsreihe aus Finanz- und Versicherungsmathematik
Attention: this talk takes place at FH HS 6
Th, 21.03.2002
--------------
Michael Kirch, No-arbitrage bounds of option prices if asset prices are
piecewise constant
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
---------- Forwarded message ----------
Date: Thu, 14 Mar 2002 15:27:36 +0100 (MET)
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 14 Mar 2002 15:27:44 +0100
From: Nicole Gruber <oek(a)e119ws1.tuwien.ac.at>
Subject: Vorlesung Prof. Bernard Hanzon (2. Versuch)
Liebe Kolleg(Inn)en,
die Vorlesungen von Prof. Bernard Hanzon sind nun wie folgt angesetzt:
Finance Econometrics: beginnend am Montag, 18. 3. 2002 von 13:45 Uhr bis
15:00 Uhr am Institut für Ökonometrie
Systems Identification: beginnend am Donnerstag, 21. 3. 2002 von 13:00 Uhr
bis 14:00 Uhr am Institut für Ökonometrie
Interessenten sind herzlich willkommen
---------- Forwarded message ----------
Date: Thu, 14 Mar 2002 15:19:28 +0100 (MET)
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 14 Mar 2002 11:06:00 +0100 (CET)
From: Prof. Heinz W. Engl <engl(a)indmath.uni-linz.ac.at>
sehr geehrte kolleg(inn)en,
ich suche dringend wissenschaftliche mitarbeiter(inn)en für das
neugegründete kompetenzzentrum für industriemathematik. anforderungen:
mathematische modellierung mit differentialgleichungen (festkörper-,
strömungsmechanik), zugehörige numerik. eine stelle möglicherweise auch im
bereich der bildverarbeitung (kooperation mit prof.scherzer, innsbruck).
ich bitte sie, geeignete kandidat(inn)en darauf hinzuweisen (möglichst
rasche kontaktnahme, möglicher arbeitsbeginn 2.4.).
danke und beste grüße
heinz engl
------------------------------------------------------------------------------
Prof.Dr.Heinz W. Engl E-Mail: engl(a)indmath.uni-linz.ac.at
Institut fuer Industriemathematik secretary: nikolaus(a)indmath.uni-linz.ac.at
Johannes-Kepler-Universitaet Phone:+43-(0)732-2468...,ext.9219 or 8693,
Altenbergerstrasse 69 secretary: ext.9220
A-4040 Linz Fax:ext. 8855
Oesterreich / Austria home phone: +43-(0)732-245518
World Wide Web: http://www.indmath.uni-linz.ac.at/
Mobile Phone: +43-(0)664-5209029 Mobile Fax: +43-(0)664-5274338
Mobile EMail: heinz.engl(a)a1plus.at (use those only if you want to
reach me urgently "on the road")
------------------------------------------------------------------------------
MINI-WORKSHOP on STOCHASTIC ANALYSIS and FINANCE
Monday 27 - Tuesday 28, May 2002
Department of Mathematics and Statistics
University of Jyvaeskylae
The workshop is intended to bring together researchers and
graduate students interested in Stochastic Analysis and its
applications in Finance.
The event is supported by the Department of Mathematics and
Statistics of the University of Jyvaeskylae.
INVITED SPEAKERS
Luis Alvarez (Turku School of Economics and Business Administration)
Friedrich Hubalek (Technical University, Vienna)
Paavo Salminen (Åbo Academy, Turku)
Wolfgang Schmidt (Deutsche Bank, Frankfurt)
Nizar Touzi (University Paris I)
PROGRAM
The scientific program starts at Monday, May 27-th. There is room
for talks given by the participants (please contact the organizers).
REGISTRATION
There is no conference fee. Please register with name,
affiliation, expected duration of stay, and e-mail address
under: geiss(a)maths.jyu.fi
WWW: www.math.jyu.fi/~geiss/workshop.html
Stefan Geiss (geiss(a)maths.jyu.fi)
Esko Valkeila (Esko.Valkeila(a)helsinki.fi)
-------------------------------------------------------
Tu, 12.03.2002
--------------
Freddy Delbaen, On the Structure of the Set of Risk Neutral Measures
Th, 14.03.2002
--------------
no FAM-seminar, but see Research Seminar in Economic Theory at the
IHS: ( http://www.ihs.ac.at/index.php3?id=965 )
17:30 Roger J-B Wets
University of California, Davis
"Market Equilibrium in a Stochastic Environment"
Fr, 15.03.2002
--------------
10:30, Freihaus HS 7:
Hans-Jochen Bartels (Universität Mannheim), Symmetrierelationen für ein
inverses Problem der Finanzmathematik
15:00, Freihaus HS 7:
Uwe Schmock (Universität Zürich), Modellierung abhängiger Kreditrisiken
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at