----------------------------------------------------------------------- Announcement of talks/events organised by FAM @ TU Wien ----------------------------------------------------------------------- Workshop "Praxis der Finanz- und Versicherungsmathematik 2012" Technische Universität Wien, 1. und 2. März Bitte beachten Sie, dass eine Anmeldung erforderlich ist! http://www.fam.tuwien.ac.at/events/praxisFVM2012/ ----------------------------------------------------------------------- Furthermore we announce talks at University of Vienna ----------------------------------------------------------------------- Sessions of Research Talks of members of the Mathematical Finance Group at University of Vienna Mo., 27.02.2012 - We, 29.02.2012, seminar room D107, UZA 4 University of Vienna, Nordbergstraße 15, 1040 Wien Monday, 27.02.2012: 11:00-12:00: Junjian Yang: "A high-order weak approximation scheme for SPDEs with applications" 14:00-15:00: Fernando Cordero: "Arbitrage opportunities for binary markets under transaction costs" Tuesday, 28.02.2012: 11:00-12:00: Johannes Morgenbesser: "Volatility smile & rational base number systems" 13:15-14:15: Pietro Siorpaes: "t.b.a." Wednesday, 29.02.2012: 11:00-12:00: Christa Cuchiero: "t.b.a." 14:00-15:00: Bezirgen Veliyev: "t.b.a." 15:00-16:00: Christoph Czichowsky: "Constructing the log optimal portfolio for a geometric Ornstein-Uhlenbeck process under proportional transaction costs with the shadow price" Hopefully the missing titles of talks will be announced soon on: http://plone.mat.univie.ac.at/events/2012/session-of-research-talks/view Mathematical Finance Group at University of Vienna: http://plone.mat.univie.ac.at/research/groups/mathematical-finance -----------------------------------------------------------------------