------------------------------------------------------------------------ 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!) ------------------------------------------------------------------------