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Recruitment talks for the open professorship at FAM
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This Friday, 23rd of March, the recruitment talks for the open
professorship at FAM start with 4 talks. The series of talks wil be
continued on Monday, 26th of March:
Fr, 23.03.2012:
^^^^^^^^^^^^^^^^
8:30, Seminar Room 107
Stefan Gerhold (FAM @ TU Wien)
"Portfolio Optimization under Transaction Costs"
10:30, Seminar Room 107
Vicky Fasen (ETH Zürich)
"Limit theory for continuous-time multivariate ARMA models
with applications in econometrics"
14:00, Seminar Room 107
Thorsten Rheinländer (London School of Economics)
"Self-dual stochastic processes and semi-static hedging
for realistic price processes"
16:00, Seminar Room 107
Thorsten Schmidt (Chemnitz University of Technology)
"Kreditrisiken und deren Modellierung"
Mo, 26.03.2012:
^^^^^^^^^^^^^^^^
9:00, Seminarraum 101B ("Freihaus", green section, 3rd floor)
Stefan Weber (Leibniz Universität Hannover)
"Liquidity-Adjusted Risk Measures"
13:00, Seminarraum 101A ("Freihaus", green section, 3rd floor)
Miklos Rasonyi (University of Edinburgh)
"Optimal investment: from risk-averse to behavioural agents
For all details including abstracts see
http://www.fam.tuwien.ac.at/events/
or for a printversion see
http://www.fam.tuwien.ac.at/events/abstracts/2012_Berufungsvortraege.pdf
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