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

Sandra Trenovatz sandra@fam.tuwien.ac.at
Mon, 17 Mar 2003 17:07:22 +0100


Timetable

Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107

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Tu, 18.03.2003 Josef Teichmann
Generic evolutions of the term structure of interest rates (open abstract)

We provide a hypoellipticity result in the spirit of Paul Malliavin for the
HJM-equation. The result can be interpreted as an argument for the
necessity of finite dimensional realizations in interest rate theory. 

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Th, 20.03.2003 Josef Teichmann
Stochastic control problems, viscosity solutions, and applications to
finance (2)

Lecture notes on Nizar Touzi's homepage:
http://www.crest.fr/pageperso/lfa/touzi/pise02.pdf
http://www.crest.fr/pageperso/lfa/touzi/touzi.htm

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