------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu, 29.05.2012, 16:30, seminar room 107, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Stefano De Marco (TU Berlin) http://page.math.tu-berlin.de/~demarco/ "Large deviations for diffusions and local volatilities" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ Furthermore we announce talks at University of Vienna ------------------------------------------------------------------------ Th, 31.05.2012, 16:00, seminar room D 1.03 1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor Martin Keller-Ressel (TU Berlin) http://page.math.tu-berlin.de/~mkeller/ "Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models" (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html ------------------------------------------------------------------------ Th, 31.05.2012, 17:00, seminar room D 1.03 1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor Alex Hening (University of California, Berkeley) "Killed Brownian Motion with a Prescribed Lifetime Distribution and Models of Default" (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html ------------------------------------------------------------------------