Financial and Actuarial Mathematics: Time Table ------------------------------------------------------------------------ TOMORROW: SE Schachermayer (Thursday 16:30-18:00) We start to discuss the book "Derivatives in Financial Markets with Stochastic Volatility" by Fouque, Papanicolaou, and Sircar. For details, see http://www.fam.tuwien.ac.at/~gaier/seminar/ 22.03.2001 - Friedrich Hubalek: Introduction to Stochastic Volatility Models ------------------------------------------------------------------------ NEXT WEEK: PV Schachermayer (Tuesday 16:30-18:00) 27.03.2001 - Marcel Straka: Optimal hedging using surrogate assets in incomplete markets with transaction costs - open problems SE Schachermayer (Thursday 16:30-18:00) "Derivatives in Financial Markets with Stochastic Volatility" 29.03.2001 - Christopher Summer: Scales in Mean-Reverting Stochastic Volatility, Tools for Estimating the Rate of Mean Reversion ------------------------------------------------------------------------ Location: TU FH, Turm A, 6. Stock, SR 107 Web page: http://www.fam.tuwien.ac.at/schedule/ See also: http://www.fam.tuwien.ac.at/~vit/conf.html