First Announcement

+--------------------------------------------------+ | Workshop and Mid-Term Conference on | | Advanced Mathematical Methods for Finance | | September 17-22, 2007 | | http://www.fam.tuwien.ac.at/amamef2007/ | +--------------------------------------------------+

organized by PRisMa Lab and FAM @ TU Vienna

Location:

Vienna University of Technology Wiedner Hauptstr. 8-10 1040 Vienna, Austria

Scientific Program:

Mo, Sep. 17th: Educational workshop for Ph.D. students and young postdocs Tu, Sep. 18th: Scientific conference We, Sep. 19th: Scientific conference Tu, Sep. 20th: Scientific conference Fr, Sep. 21st: Practitioner's day Sa, Sep. 22nd: Scientific conference (half day)

Invited Speakers (confirmed):

Prof. Tomas Björk (Stockholm School of Economics) Prof. Freddy Delbaen (ETH Zürich) Prof. Ernst Eberlein (Universität Freiburg) Prof. Damir Filipovic (LMU München) Prof. Ioannis Karatzas (Columbia University) Prof. Dmitry Kramkov (Carnegie Mellon University) Prof. Damien Lamberton (Université de Marne-la-Vallée) Dr. Marek Musiela (BNP Paribas, London) Prof. Chris Rogers (University of Cambridge) Prof. Wolfgang Runggaldier (Università degli Studi di Padova) Dr. Peter Schaller (Bank Austria Creditanstalt) Dr. Eva Strasser (JP Morgan) Prof. Martin Schweizer (ETH Zürich) Prof. Thaleia Zariphopoulou (University of Texas)

Invited Speakers (confirmed) from the AMaMeF Steering Committee: (See http://150.146.2.4/amamef/ for details of the AMaMeF program)

Prof. Ole E. Barndorff-Nielsen (University of Aarhus) Prof. Lane P. Hughston (King's College London) Prof. Claudia Klüppelberg (TU München) Prof. Giulia Di Nunno (University of Oslo) Prof. Bernt Øksendal (University of Oslo) Dr. Benedetto Piccoli (Consiglio Nazionale delle Ricerche, Rome) Prof. Christoph Schwab (ETH Zürich) Prof. Lukasz Stettner (Polish Academy of Sciences) Prof. Esko Valkeila (Helsinki University of Technology) Prof. Michèle Vanmaele (Universiteit Gent) Prof. Constantin Varsan (Romanian Academy, Bucharest)

Organizing Committee:

Prof. Peter Grandits Dr. Friedrich Hubalek Dr. Reinhold Kainhofer Dr. Johannes Leitner Prof. Walter Schachermayer Prof. Uwe Schmock

Conference Secretary:

Mr. Christian Gawrilowicz (FAM @ TU Vienna) Phone: +43-1-58801-10511 E-mail: secr@fam.tuwien.ac.at

For registration details, conference fees, contributed talks, 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!

On behalf of the Organizing Committee,

Uwe Schmock

P.S.: I apologize for any cross-postings.

Prof. Dr. Uwe Schmock Institute for Mathematical Methods in Economics Research Unit: Financial and Actuarial Mathematics Vienna University of Technology Wiedner Hauptstrasse 8-10/105-1 A-1040 Vienna Austria

Personal Home Page: http://www.fam.tuwien.ac.at/~schmock/

Financial and Actuarial Mathematics (FAM) at TU Vienna http://www.fam.tuwien.ac.at/

CD-Laboratory for Portfolio Risk Management (PRisMa Lab) http://www.prismalab.at/