------------------------------------------------------------------------ Recruitment talks for the open professorship at FAM ------------------------------------------------------------------------
This Friday, 23rd of March, the recruitment talks for the open professorship at FAM start with 4 talks. The series of talks wil be continued on Monday, 26th of March:
Fr, 23.03.2012: ^^^^^^^^^^^^^^^^
8:30, Seminar Room 107
Stefan Gerhold (FAM @ TU Wien) "Portfolio Optimization under Transaction Costs"
10:30, Seminar Room 107
Vicky Fasen (ETH Zürich) "Limit theory for continuous-time multivariate ARMA models with applications in econometrics"
14:00, Seminar Room 107
Thorsten Rheinländer (London School of Economics) "Self-dual stochastic processes and semi-static hedging for realistic price processes"
16:00, Seminar Room 107
Thorsten Schmidt (Chemnitz University of Technology) "Kreditrisiken und deren Modellierung"
Mo, 26.03.2012: ^^^^^^^^^^^^^^^^
9:00, Seminarraum 101B ("Freihaus", green section, 3rd floor)
Stefan Weber (Leibniz Universität Hannover) "Liquidity-Adjusted Risk Measures"
13:00, Seminarraum 101A ("Freihaus", green section, 3rd floor)
Miklos Rasonyi (University of Edinburgh) "Optimal investment: from risk-averse to behavioural agents
For all details including abstracts see http://www.fam.tuwien.ac.at/events/ or for a printversion see http://www.fam.tuwien.ac.at/events/abstracts/2012_Berufungsvortraege.pdf
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------------------------------------------------------------------------ Recruitment talks for the open professorship at FAM: March 23/26, 2012 ------------------------------------------------------------------------
!!! The talk of Ms Vicky Fasen is cancelled !!!
Please find an updated version of the detailed announcement here: http://www.fam.tuwien.ac.at/events/abstracts/2012_recruitment_talks.pdf
Fr, 23.03.2012, Seminar Room 107 (Freihaus, green section, 6th floor)
08:30 Stefan Gerhold (FAM @ TU Wien) "Portfolio Optimization under Transaction Costs" 14:00 Thorsten Rheinländer (London School of Economics) "Self-dual stochastic processes and semi-static hedging for realistic price processes" 16:00 Thorsten Schmidt (Chemnitz University of Technology) "Kreditrisiken und deren Modellierung"
Mo, 26.03.2012, Seminar Room 101B (Freihaus, green section, 3rd floor)
09:00 Stefan Weber (Leibniz Universität Hannover) "Liquidity-Adjusted Risk Measures"
Mo, 26.03.2012, Seminar Room 101A (Freihaus, green section, 3rd floor)
13:00 Miklos Rasonyi (University of Edinburgh) "Optimal investment: from risk-averse to behavioural agents"
The duration of the talks and public questions will last about one hour.
------------------------------------------------------------------------ For next week we announce a talk at University of Vienna ------------------------------------------------------------------------
Do, 29.03.2012, 17:00, seminar room D 103, UZA 4 University of Vienna, Nordbergstraße 15, 1040 Wien
Rainer Haidinger and Richard Warnung (Raiffeisen Capital Management) "Modeling asset returns in a hidden Markov chain framework" (Seminar on Mathematical Finance)
For further details see: http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html (There is no talk today - the talk of F. Cordero is cancelled!)
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