[FAM-news] recruitment talks for the open professorship @ fam

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Mar 19 10:23:18 CET 2012

Recruitment talks for the open professorship at FAM

This Friday, 23rd of March, the recruitment talks for the open 
professorship at FAM start with 4 talks.  The series of talks wil be 
continued on Monday, 26th of March:

Fr, 23.03.2012:

8:30, Seminar Room 107

    Stefan Gerhold (FAM @ TU Wien)
    "Portfolio Optimization under Transaction Costs"

10:30, Seminar Room 107

    Vicky Fasen (ETH Zürich)
    "Limit theory for continuous-time multivariate ARMA models
     with applications in econometrics"

14:00, Seminar Room 107

    Thorsten Rheinländer (London School of Economics)
    "Self-dual stochastic processes and semi-static hedging
    for realistic price processes"

16:00, Seminar Room 107

    Thorsten Schmidt (Chemnitz University of Technology)
    "Kreditrisiken und deren Modellierung"

Mo, 26.03.2012:

9:00, Seminarraum 101B ("Freihaus", green section, 3rd floor)

    Stefan Weber (Leibniz Universität Hannover)
    "Liquidity-Adjusted Risk Measures"

13:00, Seminarraum 101A ("Freihaus", green section, 3rd floor)

    Miklos Rasonyi (University of Edinburgh)
    "Optimal investment: from risk-averse to behavioural agents

For all details including abstracts see
or for a printversion see


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