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

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


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


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. 


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

Lecture notes on Nizar Touzi's homepage: