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

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Nov 9 13:42:30 CET 2009


This and next week there are recruitment talks for the professorship 
Stochastic Methods in Economics (focusing on problems in mathematical 
finance and risk management):


Wednesday, November 11, 2009,
        Seminarraum 107,
        (Wiedner Hauptstraße 8-10, Freihaus, grüner Bereich, 6th floor)

10:30: Rüdiger Frey (Universität Leipzig)
        http://www.math.uni-leipzig.de/~frey/
        "Innovation: Pricing and Hedging of Credit Derivatives via
        the Innovations Approach to Nonlinear Filtering"

14:00: Jan Kallsen (Universität Kiel)
        http://www.numerik.uni-kiel.de/~jk/personen/kallsen.html
        "Zur Modellierung von Optionspreisflächen"

16:15: Syliva Frühwirth-Schnatter (Universität Linz)
        http://www.ifas.jku.at/e3126/e2571/e2626/index_ger.html
        "Modellierung multivariater Finanzzeitreihen mittels
         multidimensionaler zeitstetiger Markov Switching Modelle"


Thursday, November 12, 2009,
         Böcklsaal,
         (Karlsplatz 13, main building of TU, stair case I, 1st floor)

10:00: Thorsten Schmidt (TU Chemnitz)
        http://www.tu-chemnitz.de/mathematik/fima/
        "Die Modellierung von Portfolio-Kreditrisiken"

13:30: Mark Podolskij (ETH Zürich)
        http://www.math.ethz.ch/~podolski/
        "Statistische Methoden für hochfrequente Beobachtungen
        von Semimartingalen"


Wednesday, November 18, 2009,
        Seminarraum 107,
        (Wiedner Hauptstraße 8-10, Freihaus, grüner Bereich, 6th floor)

12:00: Paolo Guasoni (Boston University and Dublin City University)
        http://www.guasoni.com/
        "The Incentives of Hedge Fund Fees and High-Water Marks"


Here you can find a printfile (PDF) including Abstracts:
http://www.fam.tuwien.ac.at/events/abstracts/200911_Berufungsvortraege.pdf




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