Timetable Tu, 23.09.2008, 16:30, Sem 107 Denis Belomestny (Weierstrass Institute for Applied Analysis and Stochastics, Berlin) "New series representations for the characteristic functions of affine Feller processes with applications to option pricing" Th, 25.09.2008, _10:30_, Sem 107 Olaf Menkens (School of Mathematical Sciences, Dublin City University) "Crash Hedging Strategies and q--Quantile Crash Hedging Strategies" Th, 25.09.2008, _13:30_, Sem 107 Simone Farinelli (UBS, Zürich) "Geometric Arbitrage Theory" Sem 107 = Freihaus of TU Wien, green area, 6th floor For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ +-------------------------------------------------------+ | | | Monday, September 29, 2008, 9.00-19.00: | | PRisMa 2008 - | | One-Day Workshop on Portfolio Risk Management | | http://www.fam.tuwien.ac.at/events/prisma2008/ | | | +-------------------------------------------------------+ +-------------------------------------------------------+ | | | October, 17th - 18th 2008?: | | Conference on Numerical Methods | | for American and Bermudan Options | | http://www.math.nyu.edu/~laurence/vienna-amop1.htm | | | +-------------------------------------------------------+