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

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Sep 3 12:43:36 CEST 2007


Freihaus of TU Wien, green area, 6th floor, seminar room 107.

  Tu, 04.09.2007, 16:30
      Thomas Cass (University of Cambridge) homepage
      Smoothness of density for solutions to stochastic
      differential equations with jumps

  Fr, 07.09.2007, 10:00
      Zehra Eksi (Middle East Technical University, Ankara)
      Comparative Study of Risk Measures

For further details (including abstracts) see


|  Workshop and Mid-Term Conference on          |
|  Advanced Mathematical Methods for Finance    |
|  (AMaMeF), September 17-22, 2007              |
|  <http://www.fam.tuwien.ac.at/amamef2007/>    |

organized by PRisMa Lab and FAM @ TU Vienna

Sponsored by Bank Austria, ÖBFA, ESF, Christian Doppler Society,
Ernst & Young, Insightful

   Vienna University of Technology
   Wiedner Hauptstr. 8-10
   1040 Vienna, Austria

Close to 200 persons (more than 70 Ph.D. students) registered so far for
the conference. These come from more than 20 countries and four
continents. The list of participants can be found here:

Registration is still possible, details can be found here:

Scientific Program:
   Mo, Sep. 17th: Educational workshop
     (Speakers: Ernst Eberlein, Dorje C. Brody, Michèle Vanmaele)
   Tu, Sep. 18th: Scientific conference
     (Speakers: Bernt Øksendal, Chris Rogers, Freddy Delbaen,
      Damir Filipovic, Martin Schweizer)
   We, Sep. 19th: Scientific conference
     (Speakers: Dmitry Kramkov, Mete Soner, Esko Valkeila,
      Tomas Björk, Thaleia Zariphopoulou)
   Tu, Sep. 20th: Scientific conference
     (Speakers: Lukasz Stettner, Christoph Schwab,
      Ole E. Barndorff-Nielsen, Ioannis Karatzas, Wolfgang Runggaldier)
   Fr, Sep. 21st: Practitioner's day
     (Speakers: Marek Musiela, Peter Schaller, Eva Strasser,
      Ludger Overbeck)
   Sa, Sep. 22nd: Scientific conference (half day)
     (Speakers: Damien Lamberton, Bogdan Iftimie, Claudia Klüppelberg,
      Giulia Di Nunno)

The detailed program - including contributed talks - can be found here:

For abstracts and updates see

Conference Secretary:
   Mr. Christian Gawrilowicz (FAM @ TU Vienna)
   Phone: +43-1-58801-10511
   E-mail: secr at fam.tuwien.ac.at

Organizing Committee:
- Peter Grandits
- Friedrich Hubalek
- Reinhold Kainhofer
- Johannes Leitner
- Walter Schachermayer
- Uwe Schmock

For registration details, conference fees, etc., please visit the
conference web site at <http://www.fam.tuwien.ac.at/amamef2007/>,
which will be updated continuously. We are looking forward to welcome
you in Vienna!

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