This week there are no talks at FAM (TU Vienna), but we refer to talks at University of Vienna (Nordbergstrasse 15, 1090 Wien):
- Monday, Nov. 2, 2009, 13:30-15:00, D103, UZA 4 Aldo Pratelli (Universita di Pavia, Italy) "On a conjecture by Auerbach" (Seminar Finanzmathematik, W. Schachermayer)
- Thursday, Nov. 5, 2009, 15:15-16:30, C 207, UZA 4 Stephan Sturm "Large Deviations and Dirichlet Forms"
Furthermore we inform about recruitment talks for the professorship Stochastic Methods in Economics (focusing on problems in mathematical finance and risk management):
We, 11.11.2009, 10:30, Rüdiger Frey (Universität Leipzig) We, 11.11.2009, 14:00, Jan Kallsen (Universität Kiel) We, 11.11.2009, 16:15, Syliva Frühwirth-Schnatter (Universität Linz) Th, 12.11.2009, 10:00, Thorsten Schmidt (TU Chemnitz) Th, 12.11.2009, 13:30, Mark Podolskij (ETH Zürich) We, 18.11.2009, 12:00, Paolo Guasoni (Dublin City University)
More details will be announced next week. You can find the details on: http://www.fam.tuwien.ac.at/events/
This and next week there are recruitment talks for the professorship Stochastic Methods in Economics (focusing on problems in mathematical finance and risk management):
Wednesday, November 11, 2009, Seminarraum 107, (Wiedner Hauptstraße 8-10, Freihaus, grüner Bereich, 6th floor)
10:30: Rüdiger Frey (Universität Leipzig) http://www.math.uni-leipzig.de/~frey/ "Innovation: Pricing and Hedging of Credit Derivatives via the Innovations Approach to Nonlinear Filtering"
14:00: Jan Kallsen (Universität Kiel) http://www.numerik.uni-kiel.de/~jk/personen/kallsen.html "Zur Modellierung von Optionspreisflächen"
16:15: Syliva Frühwirth-Schnatter (Universität Linz) http://www.ifas.jku.at/e3126/e2571/e2626/index_ger.html "Modellierung multivariater Finanzzeitreihen mittels multidimensionaler zeitstetiger Markov Switching Modelle"
Thursday, November 12, 2009, Böcklsaal, (Karlsplatz 13, main building of TU, stair case I, 1st floor)
10:00: Thorsten Schmidt (TU Chemnitz) http://www.tu-chemnitz.de/mathematik/fima/ "Die Modellierung von Portfolio-Kreditrisiken"
13:30: Mark Podolskij (ETH Zürich) http://www.math.ethz.ch/~podolski/ "Statistische Methoden für hochfrequente Beobachtungen von Semimartingalen"
Wednesday, November 18, 2009, Seminarraum 107, (Wiedner Hauptstraße 8-10, Freihaus, grüner Bereich, 6th floor)
12:00: Paolo Guasoni (Boston University and Dublin City University) http://www.guasoni.com/ "The Incentives of Hedge Fund Fees and High-Water Marks"
Here you can find a printfile (PDF) including Abstracts: http://www.fam.tuwien.ac.at/events/abstracts/200911_Berufungsvortraege.pdf