------------ Forwarded message ----------
From: Financial and Actuarial Mathematics <fam(a)fam.tuwien.ac.at>
Date: today
Adaptive Friday of the SFB - Adaptive Modelling and Information Systems in
Economics and Management Science
Friday April 14, 2000
Begin 15:00 (not 16:00!).
For more information about the talks see
http://www.wu-wien.ac.at/am/friday.htm
_______________________________
PROGRAM
Viennay University of Technology,
Freihaus - 1040 Vienna, Wiedner Hauptstr. 8-10
Zeichensaal 3, Institut fuer Geometrie, 7th floor, green area
15:00 - 16:00 Uwe Wystup (Commerzbank Treasury and Financial Products)
Computational Aspects of Option Valuation in
Practice of Daily Trading
16:00 - 16:30 Coffee break
16:30 - 17:30 Robert Tompkins (SFB 010, Initiative 2)
The Sampling Properties of Volatility Cones
18:00 - 19:00 Round Table Discussion: Joint Work on Stochastic Volatility
________________________________________
SFB - Adaptive Modelling and Information Systems
in Economics and Management Science
Tel. + 43-1-313 36-4587
Fax + 43-1-317 12 05
More Information:
http://www.wu-wien.ac.at/am/
Sponsored by FWF:
http://www.fwf.ac.at/