Tuesdays and Thursdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 30.08.2005 Mihai Sirbu (Columbia University, NY) Risk-Tolerance Wealth Processes and Sensitivity Analysis of of Utility Based Prices (joint work with D. Kramkov)
Th, 01.09.2005 Beatrice Acciaio (University of Perugia, Italy) Optimal Risk Sharing and Mean-Variance Principle
For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/