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

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Sep 22 09:51:40 CEST 2008


Timetable

Tu, 23.09.2008, 16:30, Sem 107
   Denis Belomestny (Weierstrass Institute for
   Applied Analysis and Stochastics, Berlin)
   "New series representations for the characteristic functions of
   affine Feller processes with applications to option pricing"

Th, 25.09.2008, _10:30_, Sem 107
   Olaf Menkens (School of Mathematical Sciences, Dublin City University)
   "Crash Hedging Strategies and q--Quantile Crash Hedging Strategies"

Th, 25.09.2008, _13:30_, Sem 107
   Simone Farinelli (UBS, Zürich)
   "Geometric Arbitrage Theory"

Sem 107 = Freihaus of TU Wien, green area, 6th floor

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



   +-------------------------------------------------------+
   |                                                       |
   |    Monday, September 29, 2008, 9.00-19.00:            |
   |    PRisMa 2008 -                                      |
   |    One-Day Workshop on Portfolio Risk Management      |
   |    http://www.fam.tuwien.ac.at/events/prisma2008/     |
   |                                                       |
   +-------------------------------------------------------+


   +-------------------------------------------------------+
   |                                                       |
   |    October, 17th - 18th 2008?:                        |
   |    Conference on Numerical Methods                    |
   |    for American and Bermudan Options                  |
   |    http://www.math.nyu.edu/~laurence/vienna-amop1.htm |
   |                                                       |
   +-------------------------------------------------------+




More information about the FAM-news mailing list