[FAM-news] FAM Seminar Time Table

Victor Olevskii vit@fam.tuwien.ac.at
Mon, 5 Mar 2001 14:19:12 +0100


Financial and Actuarial Mathematics: Time Table
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TOMORROW:

PV Schachermayer (Tuesday 16:30-18:00)

06.03.2001 - Christopher Summer: Optimal solutions to utility
    maximization and to the dual problem (the paper by Marco Frittelli)

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THURSDAY:

SE Schachermayer (Thursday 16:30-18:00)

08.03.2001 - Irene Klein: No-arbitrage criteria for financial markets
        with efficient friction (the paper by Kabanov-Rasonyi-Stricker)

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NEXT WEEK:

PV Schachermayer (Tuesday 16:30-18:00)

13.03.2001 - Tomas Bjoerk: Finite dimensional realization of stochastic
           volatility models (work in progress, joint with L.Svensson).

SE Schachermayer (Thursday 16:30-18:00)

15.03.2001 - Friedrich Hubalek: Poissonian white noise calculus and
           applications to hedging in a Poissonian market

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Location: TU FH, Turm A, 6. Stock, SR 107
Web page: http://www.fam.tuwien.ac.at/schedule/
See also: http://www.fam.tuwien.ac.at/~vit/conf.html