Tu, 20.11.2001
--------------
Johanna Gaier, Asymptotic Ruin Probability and Optimal Investment for an
Insurance Company with Small Claims
Th, 22.11.2001
--------------
Eva Strasser, our seminar on "Optima and Equilibira" continues
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, 15 Nov 2001 09:51:26 +0100 (MET)
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
To: Christopher Summer <csummer(a)fam.tuwien.ac.at>
Desweiteren moechte ich auf den Frankfurt MathFinance Workshop, 3.-6.
April 2002 hinweisen. Deine Kollegen und Du seid herzlich eingeladen,
Eure aktuellen Forschungsergebnisse vorzutragen. Bei Interesse sollten
wir Personen, Themen und Termine abstimmen.
Viele Gruesse aus Frankfurt,
uwe
Dr. Uwe Wystup
Global FX Options Quantitative Research
Commerzbank Treasury and Financial Products
Postal Address:
ZTD 2.35
60261 Frankfurt am Main
Germany
Visiting address:
Commerzbank Trading Center
Mainzer Landstrasse 153
Frankfurt am Main
Phone +49 - 69 - 136 - 41067
Fax +49 - 69 - 136 - 40557
Mobile +49 - 177 - 7963182
<mailto:uwe.wystup@commerzbank.com> mailto:uwe.wystup@commerzbank.com
Frankfurt MathFinance Institute (Goethe-University)
<http://www.institute.mathfinance.org/>
http://www.institute.mathfinance.de/
Editor
The MathFinance Newlsetter
<http://www.mathfinancenews.com/> http://www.mathfinancenews.com/
<http://www.mathfinance.de/> http://www.mathfinance.de/
<mailto:uwe@mathfinance.de> mailto:uwe@mathfinance.de
Tu, 13.11.2001
--------------
Walter Schachermayer, The Fundamental Theorem of Asset Pricing under
Proportional Transaction Costs in Finite Discrete Time
Th, 15.11.2001
--------------
Eva Strasser, our seminar on "Optima and Equilibira" continues
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: Tue, 6 Nov 2001 14:37:13 +0100 (CET)
From: reinhard.winkler(a)oeaw.ac.at
To: Abonnenten von `Wissenswertes': ;
Subject: Wissenswertes 12.11.: Langer
Wissenswertes aus der Mathematik
Am Montag, 12.11.2001 um 16.00 Uhr (s.t.)
traegt
Heinz Langer (TU Wien)
unter dem Titel
Spektraleigenschaften von Blockoperatormatrizen
vor.
Ort: Seminarraum 118
(TU Wien, Freihaus,
Turm A, gruener Bereich,
5.Stock, fensterlos)
Martin.Goldstern(a)tuwien.ac.at, Reinhard.Winkler(a)oeaw.ac.at
http://www.tuwien.ac.at/goldstern/wissen.html
P.S.: Ab heute schicken wir diese Ankündigungen mit unsichtbarer
Adressenliste im mail-Header. Siehe auch
http://www.tuwien.ac.at/goldstern/wissenswertes/adressen.html
Tu, 06.11.2001
--------------
Patrick Cheridito, Sensitivity of the Black-Scholes option price to the
local path behaviour of the stochastic process modelling the underlying
asset
Th, 08.11.2001
--------------
Tanja Veza, our seminar on "Optima and Equilibira" continues
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
Dear Colleagues,
It is our great pleasure to announce the new journal of the Belgian
Actuarial Society (KVBA-ARAB), the Belgian Actuarial Bulletin (BAB).
The BAB is sponsored by KVBA-ARAB and is thus available free of charge
from the website of the Belgian Society, at url
www.actuaweb.be
Click on literature, and then you switch to
www.stat.ucl.ac.be/BAB
where the BAB is hosted.
The aim of the BAB is to publish articles pertaining to the "art" and/or
"sciences" involved in contemporary actuarial practice. Papers written
from any quantitative point of view - whether actuarial,
statistical, financial, mathematical, etc. - attacking relevant
theoretical and applied insurance problems are welcome.
The BAB welcomes articles providing new ideas or techniques, articles
improving existing ones as well as survey papers of pedagogical nature.
Useful introduction or reviews of subjects new to many actuaries, or
useful descriptions of present practice or possible future
practice are appreciated. Such introductions, reviews or descriptions
should be couched in language accessible to actuaries.
We are eagerly looking forward to the pleasure of receiving your
contributions.
Yours faithfully,
Michel Denuit
Institut de Statistique,
Université catholique de Louvain
Voie du Roman Pays, 20
B-1348 Louvain-la-Neuve, Belgium
denuit(a)stat.ucl.ac.be
Jan Dhaene
Departement Toegepaste Economische Wetenschappen
Faculteit Economische and Toegepaste Economische Wetenschappen
Katholieke Universiteit Leuven
Minderbroedersstraat, 5
B-3000 Leuven, Belgium
Jan.Dhaene(a)econ.kuleuven.ac.be
****************************************************************************
******
Michel DENUIT
Institut de Statistique
Universite Catholique de Louvain
Voie du Roman Pays, 20
B-1348 Louvain-la-Neuve
BELGIUM
E-mail address : denuit(a)stat.ucl.ac.be
Phone : +32 10 / 47 28 35
Fax : +32 10 / 47 30 32
Please, visit my homepage on
http://www.stat.ucl.ac.be/ISpersonnel/denuit/denuit_eng.html
****************************************************************************
******
Note, this week we will have THREE seminars!!!
Tu, 23.10.2001
--------------
Kerry Back, John M. Olin School of Business, Washington University in St.
Louis Information in Securities Markets: Kyle meets Glosten and Milgrom
We, 24.10.2001
--------------
this talk starts at 17:00 at the usual place
Hansjörg Albrecher, Department of Mathematics, Graz University of
Technology On some generalizations of the classical ruin model in risk
theory
Th, 25.10.2001
--------------
Tanja Veza, our seminar on "Optima and Equilibira" continues
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
Tu, 16.10.2001
--------------
!!!ATTENTION: this talk starts at 17:30!!!
Robert Tompkins, The relation between implied and realised probability
density functions
Th, 18.10.2001
--------------
Christopher Summer, our seminar on "Optima and Equilibira" continues
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
Tu, 9.10.2001
-------------
Friedrich Hubalek, Long forward rates never fall - A general proof of the
Dybvig-Ingersoll-Ross Theorem
Th, 11.10.2001
--------------
Christopher Summer, our seminar on "Optima and Equilibira" starts
For further details 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: Fri, 5 Oct 2001 10:46:07 -0500 (CDT)
From: Thaleia Zariphopoulou <zariphop(a)mail.ma.utexas.edu>
To: wschach(a)fam.tuwien.ac.at
Dear Friends,
I would like to bring to your attention that the Department of Mathematics
of the University of Texas at Austin will have a tenure track Assistant
Professor and a visiting three year position in Financial Mathematics,
beginning in the fall of 2002.
Although the positions will be in the Mathematics Department, there is a
strong interaction and collaboration between the Mathematics Department
with the Business School, the Texas Institute of Computational and Applied
Mathematics and the local industry.
I would appreciate if you could bring this to the attention of your
students and postdocs, as well as any recommendation you may have for
suitable candidates.
Looking forward to hearing from you.
Best regards,
Thaleia Zariphopoulou