Financial and Actuarial Mathematics: Time Table ------------------------------------------------------------------------ TOMORROW:

PV Schachermayer (Tuesday 16:30-18:00)

27.03.2001 - Marcel Straka: Optimal hedging using surrogate assets in incomplete markets with transaction costs - open problems

Thursday:

SE Schachermayer (Thursday 16:30-18:00) "Derivatives in Financial Markets with Stochastic Volatility" (For details, see http://www.fam.tuwien.ac.at/~gaier/seminar)

29.03.2001 - Christopher Summer: Scales in Mean-Reverting Stochastic Volatility, Tools for Estimating the Rate of Mean Reversion

------------------------------------------------------------------------ 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