[FAM-news] FAM Seminar Reminder

Victor Olevskii vit@fam.tuwien.ac.at
Wed, 21 Mar 2001 14:29:23 +0100


Financial and Actuarial Mathematics: Time Table
------------------------------------------------------------------------
TOMORROW:

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

We start to discuss the book "Derivatives in Financial Markets
with Stochastic Volatility" by Fouque, Papanicolaou, and Sircar.
For details, see http://www.fam.tuwien.ac.at/~gaier/seminar/

22.03.2001 - Friedrich Hubalek:
             Introduction to Stochastic Volatility Models
------------------------------------------------------------------------
NEXT WEEK:

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

27.03.2001 - Marcel Straka: Optimal hedging using surrogate assets in
             incomplete markets with transaction costs - open problems

SE Schachermayer (Thursday 16:30-18:00)
"Derivatives in Financial Markets with Stochastic Volatility"

29.03.2001 - Christopher Summer: Scales in Mean-Reverting Stochastic
            Volatility, Tools for Estimating the Rate of Mean Reversion

------------------------------------------------------------------------
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