[FAM-news] thursday's seminar / changes

Sandra Trenovatz sandra at fam.tuwien.ac.at
Wed Apr 6 15:54:14 CEST 2005


The announced talk of Peter Friz will be held on 28th of April.
This thursday Josef Teichmann will hold a talk about a joint work
with Barbara Forster and Eva Luetkebohmert:


Tu, 07.04.2005, 16:30, Seminarraum 107 (TU FH, Turm A, 6. Stock)

               Josef Teichmann (FAM @ TU Vienna)
               "Calculation of Greeks with jumps"
               (joint work of B. Forster, E. Luetkebohmert, J. Teichmann)

We show partial integration results for jump diffusions in a very
traditional way, i.e. without applying partial integration on Poisson
spaces. The key result is to find a bound for the p-norm of the inverse of
the Malliavin derivative.



Tu, 28.04.2005 Peter Friz (Statistical Laboratory, University of
               Cambridge)
               16:30, Seminarraum 107 (TU FH, Turm A, 6. Stock)
               "Levy's Area under Conditioning and Applications"

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


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