------------------------------------------------------------------------ This time we announce a talk of the Mathematics Finance group at UniVie: ------------------------------------------------------------------------ Mo, 18.06.2012, 17:00, seminar room D 1.07 1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor Mathias Beiglböck (University of Vienna) http://www.mat.univie.ac.at/~mathias/ "Concentration of Gaussian Measures" (Seminar on Probability Theory) Abstract: Based on simple properties of the Ornstein-Uhlenbeck semigroup we derive Poincare and log-Sobolev inequalities for the Gaussian measure. As a corollary we obtain the Gaussian concentration property. For further details see http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html ------------------------------------------------------------------------ ... as well as a Two-Day-Event of the WPI: ------------------------------------------------------------------------ Two-Day-Event within the "Special Year on Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives" http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm see: Mini-Courses, Part III Friday, June 22 and Saturday, June 23, 2012, Wolfgang Pauli Institut / University of Vienna: 1090 Wien, Nordbergstrasse 15 Prof. Peter Forsyth (University of Waterloo) http://www.cs.uwaterloo.ca/~paforsyt/ "Mathematical Models for the commodity markets (Numerical methods for Hamilton-Jacobi equations in mathematical finance)" Registration: ^^^^^^^^^^^^^ Registration is free but mandatory. To register please write an email to Peter Laurence <laurenceWPI(a)gmail.com> (Please register individually and not in groups.) As there might be only a few seats left, please register immediately. For those who registered earlier but cannot participate: please inform the organiser Peter Laurence <laurenceWPI(a)gmail.com>om>. ------------------------------------------------------------------------