Timetable Tuesday, 16:30-18:00, Freihaus of TU Wien, green area, 6th floor, seminar room 107. Tu, 02.12.2008 Juan-Pablo Ortega (CNRS, France) "GARCH pricing via local risk minimization" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ +------------------------------------------------------------+ | | | "Conference on small time asymptotics, perturbation | | theory and heat kernel methods in mathematical finance" | | | | February 10-12, 2009: | | Wolfgang Pauli Institut, Vienna, Austria | | | | http://www.math.nyu.edu/~laurence/vienna-Sabr-bis.htm | | | +------------------------------------------------------------+