This and next week there are recruitment talks for the professorship
Stochastic Methods in Economics (focusing on problems in mathematical
finance and risk management):
Wednesday, November 11, 2009,
Seminarraum 107,
(Wiedner Hauptstraße 8-10, Freihaus, grüner Bereich, 6th floor)
10:30: Rüdiger Frey (Universität Leipzig)
http://www.math.uni-leipzig.de/~frey/
"Innovation: Pricing and Hedging of Credit Derivatives via
the Innovations Approach to Nonlinear Filtering"
14:00: Jan Kallsen (Universität Kiel)
http://www.numerik.uni-kiel.de/~jk/personen/kallsen.html
"Zur Modellierung von Optionspreisflächen"
16:15: Syliva Frühwirth-Schnatter (Universität Linz)
http://www.ifas.jku.at/e3126/e2571/e2626/index_ger.html
"Modellierung multivariater Finanzzeitreihen mittels
multidimensionaler zeitstetiger Markov Switching Modelle"
Thursday, November 12, 2009,
Böcklsaal,
(Karlsplatz 13, main building of TU, stair case I, 1st floor)
10:00: Thorsten Schmidt (TU Chemnitz)
http://www.tu-chemnitz.de/mathematik/fima/
"Die Modellierung von Portfolio-Kreditrisiken"
13:30: Mark Podolskij (ETH Zürich)
http://www.math.ethz.ch/~podolski/
"Statistische Methoden für hochfrequente Beobachtungen
von Semimartingalen"
Wednesday, November 18, 2009,
Seminarraum 107,
(Wiedner Hauptstraße 8-10, Freihaus, grüner Bereich, 6th floor)
12:00: Paolo Guasoni (Boston University and Dublin City University)
http://www.guasoni.com/
"The Incentives of Hedge Fund Fees and High-Water Marks"
Here you can find a printfile (PDF) including Abstracts:
http://www.fam.tuwien.ac.at/events/abstracts/200911_Berufungsvortraege.pdf