------------ Forwarded message ---------- From: Financial and Actuarial Mathematics fam@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/