Financial and Actuarial Mathematics Time Table
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TOMORROW, 13.03.2001, 16.30-18.30
Tomas Bjoerk - Finite dimensional realization of stochastic
volatility models (work in progress, joint with L.Svensson)
Thursday, 15.03.2001, 16.30-18.30
Friedrich Hubalek - Poissonian white noise calculus and
applications to hedging in a Poissonian market
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Location: TU FH, Turm A, 6.Stock, Seminarraum 107
Web-page:
http://www.fam.tuwien.ac.at/schedule/