Timetable
Tu, 14.12.2010, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Antoine Jacquier (TU Berlin)
"Implied volatility asymptotics in affine stochastic
volatility models with jumps"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Furthermore this time we also announce ...
Mo, 13.11.2010, 17:00-18:30, seminar room C 209, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien
Hannes Oud: "Optimal Transport and two geometric inequalities"
(in the framework of the "Seminar Finanzmathematik")