----------------------------------------------------------------------- Announcement of talks organised by FAM @ TU Wien ----------------------------------------------------------------------- Tu, 31.05.2011, 16:30, seminar room 107 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section 4th Blackboard Discussion on the Abstract Fundamentals of Financial and Actuarial Mathematics Planned Themes: Kahlenberg: "Foundations of Modern Probability", Chapter 6 - Proposition 6.19 (one-sided bounds) and Corollary 6.20 (extended Borel-Cantelli lemma) - Theorem 6.21 (uniform integrability and closure) and Corollary 6.22 (L^p -convergence) - Theorem 6.23 (limits in conditioning) and Corollary 6.24 http://books.google.com/books?id=TBgFslMy8V4C&lpg=PP1&pg=PA103 http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf ----------------------------------------------------------------------- Furthermore we announce talks at other universities ----------------------------------------------------------------------- Mo, 30.05.2011, 17:00, seminar room C 209, UZA 4 University of Vienna, Nordbergstraße 15, 1040 Wien Antonis Papantoleon (TU Berlin) http://www.math.tu-berlin.de/~papapan/ "Efficient and accurate log-Lévy approximations for the Lévy LIBOR model" (Seminar Finanzmathematik) -----------------------------------------------------------------------