To Whom it May Concern, this time you will first find information about the new lecture "Hedging in New Financial Markets" starting on Thursday, October 18th, and then/below you find - as usual - a few interesting talks. With best regards, Sandra ------------------------------------------------------------------------ New lecture at Vienna University of Technology ------------------------------------------------------------------------ Thursdays, starting on 18.10.2012 (planned end: 24.01.2013), 15:00 - (about) 17:00, seminar room 107, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Jenny Sexton (FAM @ TU Wien): "Hedging in New Financial Markets" Homepage of the lecture: https://tiss.tuwien.ac.at/course/courseDetails.xhtml?locale=en&courseNr… Abstract: In recent years a wide range of new derivatives have emerged to manage and transfer risk resulting from industries not classically active in financial markets. The course is an introduction to new markets inc: electricity, weather and carbon credits. The aim of this course is to provide an overview of the unique economic and mathematical challenges posed by new markets. This course is directed towards researchers, PhD-students, master students as well as practitioners wishing to explore recent progress in this field. German abstract: In den letzten Jahren ist eine Anzahl von Derivaten entstanden, die zum Risikomanagement und -transfer benutzt werden, das in Industrien entsteht, die klassisch nicht auf Finanzmärkten aktiv waren. Insbesondere wird eine Einführung in neue Märkte gegeben, wie etwa Elektrizität, Wetter, und CO2 Emissionen. Diese Vorlesung bietet einen Überblick über die einzigartigen Herausforderungen, die in diesen neuen Märkten entstehen. Zielpublikum sind ForscherInnen, DoktorandInnen, MasterstudententInnen, sowie PraktikerInnen, welche sich über die aktuelle Entwicklung in diesem Gebiet informieren möchten. Course texts: Rheinländer, T. & Sexton J. (2011) Hedging Derivatives. World Scientific. Benth, F.E., Benth, J.S. & Koekebakker, S. (2008) Stochastic modelling in electricity and related markets. World Scientific. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Overview about all courses by FAM @ TU Wien: http://www.fam.tuwien.ac.at/lehre/lva/ ------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu, 16.10.2012, 16:30, lecture hall: Freihaus Hörsaal 3 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section Irene Schreiber (LMU Munich) http://www.fm.mathematik.uni-muenchen.de/personen/phd_postdoc/schreiber/ "Risk-Minimization for Life Insurance Liabilities" (Lecture Series Financial and Actuarial Mathematics) For further details (including abstracts) see http://www.fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ Talks at University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Mo, 15.10.2012, 17:00, seminar room D 1.01 1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor Christoph Temmel (Graz University of Technology) http://www.math.tugraz.at/~temmel/ "Shearer's measure and stochastic domination of Bernoulli product fields" (Seminar on Probability Theory) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html ------------------------------------------------------------------------ Th, 18.10.2012, 17:00, seminar room D 1.01 1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor Nicolas Perkowski (HU Berlin) http://www2.mathematik.hu-berlin.de/~perkowsk/ "The existence of dominating local martingale measures" (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS12.html ------------------------------------------------------------------------ Talks at WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr, 19.10.2012, 17:00, seminar room of 'Statistics and Mathematics' 1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415 Ludger Rüschendorf (University of Freiburg) http://www.stochastik.uni-freiburg.de/~rueschendorf/ "Risk bounds, worst case dependence and optimal claims and contracts" (Research seminar - Statistics and Mathematics) For further details see http://www.wu.ac.at/statmath/en/resseminar ------------------------------------------------------------------------