[FAM-news] recruitment talks (updated!) and reminder for upcoming talk

Sandra Trenovatz sandra at fam.tuwien.ac.at
Thu Mar 22 15:19:37 CET 2012


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Recruitment talks for the open professorship at FAM: March 23/26, 2012
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     !!!  The talk of Ms Vicky Fasen is cancelled  !!!

Please find an updated version of the detailed announcement here:
http://www.fam.tuwien.ac.at/events/abstracts/2012_recruitment_talks.pdf

Fr, 23.03.2012, Seminar Room 107 (Freihaus, green section, 6th floor)

     08:30 Stefan Gerhold (FAM @ TU Wien)
          "Portfolio Optimization under Transaction Costs"
     14:00 Thorsten Rheinländer (London School of Economics)
           "Self-dual stochastic processes and semi-static hedging
           for realistic price processes"
     16:00 Thorsten Schmidt (Chemnitz University of Technology)
           "Kreditrisiken und deren Modellierung"

Mo, 26.03.2012, Seminar Room 101B (Freihaus, green section, 3rd floor)

     09:00 Stefan Weber (Leibniz Universität Hannover)
           "Liquidity-Adjusted Risk Measures"

Mo, 26.03.2012, Seminar Room 101A (Freihaus, green section, 3rd floor)

     13:00 Miklos Rasonyi (University of Edinburgh)
           "Optimal investment: from risk-averse to behavioural agents"

The duration of the talks and public questions will last about one hour.

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For next week we announce a talk at University of Vienna
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Do, 29.03.2012, 17:00, seminar room D 103, UZA 4
University of Vienna, Nordbergstraße 15, 1040 Wien

    Rainer Haidinger and Richard Warnung (Raiffeisen Capital Management)
    "Modeling asset returns in a hidden Markov chain framework"
    (Seminar on Mathematical Finance)

For further details see:
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html
(There is no talk today - the talk of F. Cordero is cancelled!)

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