----------------------------------------------------------------------- Announcement of talks organised by FAM @ TU Wien -----------------------------------------------------------------------
Tu, 17.05.2011, 16:30, seminar room 107 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
2nd Blackboard Discussion on the Abstract Fundamentals of Financial and Actuarial Mathematics (Topic: Martingales Revisited)
Please find the details here: http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf
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Mo, 16.05.2011, 17:00, seminar room C 209, UZA 4 University of Vienna, Nordbergstraße 15, 1040 Wien
Johannes Muhle-Karbe (ETH Zürich) http://www.math.ethz.ch/~jmuhleka/ "Transaction Costs made Tractable" (Seminar Finanzmathematik)
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Th, 19.05.2011, 16:45-17:15, seminar room 101B 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Philipp Dörsek (ETH Zürich) http://www.math.ethz.ch/people/doersekp "Weighted spaces and numerical schemes for stochastic (partial) differential equations" (seminar of the Doctorate School PDEtech)
Abstract: We consider spaces of functions on separable Hilbert spaces or, more generally, on dual spaces of separable Banach spaces, endowed with a weighted supremum norm. A corresponding notion of differentiability is given. We prove rates of convergence of weak approximation schemes for stochastic (partial) differential equations in these spaces.
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Th, 19.05.2011, 18:00, seminar room Argentinierstraße, 1040 Wien, Argentinierstraße 8, ground floor (entry Paniglgasse)
Fritz Breuss (WIFO Wien) http://fritz.breuss.wifo.ac.at/ "Structural funds, EU enlargement, and the redistribution of FDI in Europe" (Public Lecture Series Economic Theory and Policy)
For further details (including abstracts) see http://www.econ.tuwien.ac.at/events/
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