Timetable
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 04.09.2007, 16:30 Thomas Cass (University of Cambridge) homepage Smoothness of density for solutions to stochastic differential equations with jumps
Fr, 07.09.2007, 10:00 Zehra Eksi (Middle East Technical University, Ankara) Comparative Study of Risk Measures
For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/
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+-----------------------------------------------+ | Workshop and Mid-Term Conference on | | Advanced Mathematical Methods for Finance | | (AMaMeF), September 17-22, 2007 | | http://www.fam.tuwien.ac.at/amamef2007/ | +-----------------------------------------------+
organized by PRisMa Lab and FAM @ TU Vienna
Sponsored by Bank Austria, ÖBFA, ESF, Christian Doppler Society, Ernst & Young, Insightful
Location: Vienna University of Technology Wiedner Hauptstr. 8-10 1040 Vienna, Austria
Participants: Close to 200 persons (more than 70 Ph.D. students) registered so far for the conference. These come from more than 20 countries and four continents. The list of participants can be found here: http://www.fam.tuwien.ac.at/events/amamef2007/speaker.php
Registration: Registration is still possible, details can be found here: http://www.fam.tuwien.ac.at/events/amamef2007/registration.php
Scientific Program: Mo, Sep. 17th: Educational workshop (Speakers: Ernst Eberlein, Dorje C. Brody, Michèle Vanmaele) Tu, Sep. 18th: Scientific conference (Speakers: Bernt Øksendal, Chris Rogers, Freddy Delbaen, Damir Filipovic, Martin Schweizer) We, Sep. 19th: Scientific conference (Speakers: Dmitry Kramkov, Mete Soner, Esko Valkeila, Tomas Björk, Thaleia Zariphopoulou) Tu, Sep. 20th: Scientific conference (Speakers: Lukasz Stettner, Christoph Schwab, Ole E. Barndorff-Nielsen, Ioannis Karatzas, Wolfgang Runggaldier) Fr, Sep. 21st: Practitioner's day (Speakers: Marek Musiela, Peter Schaller, Eva Strasser, Ludger Overbeck) Sa, Sep. 22nd: Scientific conference (half day) (Speakers: Damien Lamberton, Bogdan Iftimie, Claudia Klüppelberg, Giulia Di Nunno)
The detailed program - including contributed talks - can be found here: http://www.fam.tuwien.ac.at/events/amamef2007/program.php
For abstracts and updates see http://www.fam.tuwien.ac.at/amamef2007/abstracts.php
Conference Secretary: Mr. Christian Gawrilowicz (FAM @ TU Vienna) Phone: +43-1-58801-10511 E-mail: secr@fam.tuwien.ac.at
Organizing Committee: - Peter Grandits - Friedrich Hubalek - Reinhold Kainhofer - Johannes Leitner - Walter Schachermayer - Uwe Schmock
For registration details, conference fees, etc., please visit the conference web site at http://www.fam.tuwien.ac.at/amamef2007/, which will be updated continuously. We are looking forward to welcome you in Vienna!