To Whom it May Concern,
this time you will first find information about the new lecture "Hedging
in New Financial Markets" starting on Thursday, October 18th, and
then/below you find - as usual - a few interesting talks.
With best regards, Sandra
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New lecture at Vienna University of Technology
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Thursdays, starting on 18.10.2012 (planned end: 24.01.2013),
15:00 - (about) 17:00, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Jenny Sexton (FAM @ TU Wien):
"Hedging in New Financial Markets"
Homepage of the lecture:
https://tiss.tuwien.ac.at/course/courseDetails.xhtml?locale=en&courseNr…
Abstract:
In recent years a wide range of new derivatives have emerged to manage
and transfer risk resulting from industries not classically active in
financial markets. The course is an introduction to new markets inc:
electricity, weather and carbon credits. The aim of this course is to
provide an overview of the unique economic and mathematical challenges
posed by new markets.
This course is directed towards researchers, PhD-students, master
students as well as practitioners wishing to explore recent progress in
this field.
German abstract:
In den letzten Jahren ist eine Anzahl von Derivaten entstanden, die zum
Risikomanagement und -transfer benutzt werden, das in Industrien
entsteht, die klassisch nicht auf Finanzmärkten aktiv waren.
Insbesondere wird eine Einführung in neue Märkte gegeben, wie etwa
Elektrizität, Wetter, und CO2 Emissionen. Diese Vorlesung bietet einen
Überblick über die einzigartigen Herausforderungen, die in diesen neuen
Märkten entstehen.
Zielpublikum sind ForscherInnen, DoktorandInnen, MasterstudententInnen,
sowie PraktikerInnen, welche sich über die aktuelle Entwicklung in
diesem Gebiet informieren möchten.
Course texts:
Rheinländer, T. & Sexton J. (2011) Hedging Derivatives. World Scientific.
Benth, F.E., Benth, J.S. & Koekebakker, S. (2008) Stochastic modelling
in electricity and related markets. World Scientific.
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Overview about all courses by FAM @ TU Wien:
http://www.fam.tuwien.ac.at/lehre/lva/
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Announcement of talks organised by FAM @ TU Wien
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Tu, 16.10.2012, 16:30, lecture hall: Freihaus Hörsaal 3
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section
Irene Schreiber (LMU Munich)
http://www.fm.mathematik.uni-muenchen.de/personen/phd_postdoc/schreiber/
"Risk-Minimization for Life Insurance Liabilities"
(Lecture Series Financial and Actuarial Mathematics)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/vr/
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Talks at University of Vienna, Faculty of Mathematics
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Mo, 15.10.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Christoph Temmel (Graz University of Technology)
http://www.math.tugraz.at/~temmel/
"Shearer's measure and stochastic domination of
Bernoulli product fields"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html
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Th, 18.10.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Nicolas Perkowski (HU Berlin)
http://www2.mathematik.hu-berlin.de/~perkowsk/
"The existence of dominating local martingale measures"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12.html
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Talks at WU Wien, Institute for Statistics and Mathematics
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Fr, 19.10.2012, 17:00, seminar room of 'Statistics and Mathematics'
1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415
Ludger Rüschendorf (University of Freiburg)
http://www.stochastik.uni-freiburg.de/~rueschendorf/
"Risk bounds, worst case dependence and optimal claims and contracts"
(Research seminar - Statistics and Mathematics)
For further details see
http://www.wu.ac.at/statmath/en/resseminar
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