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

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Mar 14 12:04:33 CET 2005


Tuesdays and Thursdays, 16:30-18:00.

 Tu, 15.03.2005 Alexandra Dias (Credit Suisse and ETH Zurich)
                16:30, FH 6
                Copula change-point detection and dynamic copula models for
                multivariate high-frequency data in finance
                Vortragsreihe aus Finanz- und Versicherungsmathematik

 Th, 17.03.2005 Dmitry Rokhlin (Rostov State University, Russia)
                16:30, Seminarraum 107
                On some problems of no-arbitrage: constructive criteria in
                the case of finite discrete time and the Kreps-Yan theorem

For further details (including abstracts) see

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