Financial and Actuarial Mathematics: Time Table ------------------------------------------------------------------------ TOMORROW: PV Schachermayer (Tuesday 16:30-18:00) 06.03.2001 - Christopher Summer: Optimal solutions to utility maximization and to the dual problem (the paper by Marco Frittelli) ------------------------------------------------------------------------ THURSDAY: SE Schachermayer (Thursday 16:30-18:00) 08.03.2001 - Irene Klein: No-arbitrage criteria for financial markets with efficient friction (the paper by Kabanov-Rasonyi-Stricker) ------------------------------------------------------------------------ NEXT WEEK: PV Schachermayer (Tuesday 16:30-18:00) 13.03.2001 - Tomas Bjoerk: Finite dimensional realization of stochastic volatility models (work in progress, joint with L.Svensson). SE Schachermayer (Thursday 16:30-18:00) 15.03.2001 - Friedrich Hubalek: Poissonian white noise calculus and applications to hedging in a Poissonian market ------------------------------------------------------------------------ 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