[FAM-news] FAM Seminar Reminder: This Week

Victor Olevskii vit@fam.tuwien.ac.at
Mon, 26 Mar 2001 11:54:46 +0200

Financial and Actuarial Mathematics: Time Table

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"
(For details, see http://www.fam.tuwien.ac.at/~gaier/seminar)

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