[FAM-news] reminder, this week's seminars

Christopher Summer csummer@fam.tuwien.ac.at
Mon, 20 Jan 2003 08:46:02 +0100 (MET)


 Tu, 21.01.2003 Josef Teichmann
                Non-affine Term Structure Models
 Th, 23.01.2003 Fabrice Baudoin,
		!!! 15:00-16:30, FH HS 3 !!!
		On the Markov property of radial motions
		on a Riemannian manifold

For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/


Also note the lectures on Computational Finance this week, organized by
the Institut fuer Angewandte und Numerische Mathematik, TU Wien:

               ==========================================
                VIENNA LECTURES ON COMPUTATIONAL FINANCE
               ==========================================
                          am 20. und 21.01.2003


                         von Prof. Peter Kloeden

             (J. W. Goethe Universitaet, Frankfurt am Main)

Titel: What are Stochastic Differential Equations (SDEs)?
Zeit:  Montag 20. Jaenner 2003, 16:00 Uhr
Ort:   SEM 115, Freihaus, Wiedner Hauptstrasse 8-10, 4. Stock (gruen)

Titel: Higher Order Numerical Methods for SDEs
Zeit:  Dienstag 21. Jaenner 2003, 09:30 Uhr
Ort:   SEM 105, Freihaus, Wiedner Hauptstrasse 8-10, 7. Stock (gruen)

Titel: Practical Issues Concerning the Use of Numerical Methods for SDEs
Zeit:  Dienstag 21. Jaenner 2003, 16:15 Uhr
Ort:   SEM 115, Freihaus, Wiedner Hauptstrasse 8-10, 4. Stock (gruen)

Abstract:
http://www.anum.tuwien.ac.at/~carsten/VLCompFin2003


--
|christopher summer     ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522  ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599  ||csummer@fam.tuwien.ac.at