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UPDATE, tuesday's seminar
by Christopher Summer 22 Apr '02

22 Apr '02

This tuesday's seminar starts 30 minutes earlier, i.e., it takes places from 16:00 to 17:30, at the usual place, Seminarraum 107. Tu, 23.04.2002 -------------- Fred Espen Benth, Merton's portfolio optimization problem and non-Gaussian stochastic volatility 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

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reminder, this week's seminars
by Christopher Summer 22 Apr '02

22 Apr '02

Tu, 23.04.2002 -------------- Fred Espen Benth, Merton's portfolio optimization problem and non-Gaussian stochastic volatility Th, 25.04.2002 -------------- Eva Strasser, Several Remarks on Arbitrage-Free Markets 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

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reminder, this week's seminars
by Christopher Summer 15 Apr '02

15 Apr '02

Mo, 15.04.2002 -------------- Damir Filipovic, Stochastische Zinsmodelle 9:30, HS 18 Czuber Tu, 16.04.2002 -------------- Georg Pflug, Vortragsreihe aus Finanz- und Versicherungsmathematik: Wie misst man das Risiko mehrperiodischer Zahlungsverpflichtungen? FH HS 6 Th, 18.04.2002 -------------- Friedrich Hubalek, TBA 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

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Update, Talk Damir Filipovic, 15.04.2002
by Christopher Summer 08 Apr '02

08 Apr '02

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 )

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reminder, this week's seminars
by Christopher Summer 08 Apr '02

08 Apr '02

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

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SPA28 Conference: Stochastic Processes & their Applications (fwd)
by Christopher Summer 02 Apr '02

02 Apr '02

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.

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reminder, this week's seminar
by Christopher Summer 02 Apr '02

02 Apr '02

Th, 04.04.2002 -------------- Tanja Veza, our seminar on "Optima and Equilibria" 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

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reminder, this week's seminars
by Christopher Summer 18 Mar '02

18 Mar '02

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

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Vorlesung Prof. Bernard Hanzon (2. Versuch)
by Christopher Summer 14 Mar '02

14 Mar '02

---------- 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

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Institut fuer Industriemathematik, Linz
by Christopher Summer 14 Mar '02

14 Mar '02

---------- 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") ------------------------------------------------------------------------------

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