Note: the talk originally planned for this Thursday has be rescheduled!
Tu, 12.11.2002 Igor Melichercik
Multi Stage Bond Portfolio Optimization under Model Risk
Th, 14.11.2002 Zoran Vondracek
Levy Processes and Pollaczek-Khintchin formula
Tu, 19.11.2002 Josef Teichmann
Cubature on Wiener Space
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at