[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Feb 27 01:27:19 CET 2012


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Announcement of talks/events organised by FAM @ TU Wien
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Workshop "Praxis der Finanz- und Versicherungsmathematik 2012"
Technische Universität Wien, 1. und 2. März
Bitte beachten Sie, dass eine Anmeldung erforderlich ist!
http://www.fam.tuwien.ac.at/events/praxisFVM2012/

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Furthermore we announce talks at University of Vienna
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Sessions of Research Talks
of members of the Mathematical Finance Group at University of Vienna

Mo., 27.02.2012 - We, 29.02.2012, seminar room D107, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien

Monday, 27.02.2012:

11:00-12:00: Junjian Yang:
              "A high-order weak approximation scheme
              for SPDEs with applications"
14:00-15:00: Fernando Cordero:
              "Arbitrage opportunities for binary markets
              under transaction costs"

Tuesday, 28.02.2012:

11:00-12:00: Johannes Morgenbesser:
              "Volatility smile & rational base number systems"
13:15-14:15: Pietro Siorpaes:
              "t.b.a."

Wednesday, 29.02.2012:

11:00-12:00: Christa Cuchiero:
              "t.b.a."
14:00-15:00: Bezirgen Veliyev:
              "t.b.a."
15:00-16:00: Christoph Czichowsky:
              "Constructing the log optimal portfolio for
              a geometric Ornstein-Uhlenbeck process under
              proportional transaction costs with the shadow price"

Hopefully the missing titles of talks will be announced soon on:
http://plone.mat.univie.ac.at/events/2012/session-of-research-talks/view

Mathematical Finance Group at University of Vienna:
http://plone.mat.univie.ac.at/research/groups/mathematical-finance

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