Dear Friends,
the Financial and Actuarial Mathematics Group
wishes everyone a prosperous New Year.
In 2006 the FAM-group plans 2 workshops and
numerous talks within the new Christian Doppler Laboratory:
"Half-Day Workshop
on Credit Risk and Risk Transfer"
Wednesday, January 25, 2006, 2pm to 6pm
http://www.fam.tuwien.ac.at/events/wwtf2006/
"Final Workshop
of the Research Training Network
Evolution Equations for Deterministicand Stochastic Systems"
June 5 to June 8, 2006
http://www.fam.tuwien.ac.at/events/rtn-workshop/
7 talks of young researchers in January 2006:
http://www.fam.tuwien.ac.at/events/
Christian Doppler Laboratory
"Portfolio Risk Management (PRisMa)"
http://prisma.fam.tuwien.ac.at/
For events in 2005 our webpages are updated:
"Workshop on Portfolio Risk Management (PRisMa 2005)"
http://www.fam.tuwien.ac.at/prisma2005/
Now you can find more information to the talks,
e.g. presentation slides, related publications, ...
FAM goes public:
"Von A wie Aktie bis S wie Sterbewahrscheinlichkeit"
http://www.fam.tuwien.ac.at/public/
This pages are in German language:
You can find simulations, games, and a lot of interesting
information and explanations which were presented on 8 posters
at the "Lange Nacht der Forschung" in October 2005.
To make all this activities possible, we sincerly thank our sponsors
(CDG, WWTF, FWF, ÖNB, EU, BA-CA), all persons collaborating with us, as well
as our dedicated colleagues within the research group FAM.
Walter Schachermayer Uwe Schmock
Head of Department Head of Research Group
--
Financial & Actuarial Mathematics Group:
http://www.fam.tuwien.ac.at/
FAM @ TU Vienna, Wiedner Hauptstraße 8 / e105, A-1040 Vienna, Austriaaa