[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Sun May 27 18:43:23 CEST 2012


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Announcement of talks organised by FAM @ TU Wien
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Tu, 29.05.2012, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section

    Stefano De Marco (TU Berlin)
    http://page.math.tu-berlin.de/~demarco/
    "Large deviations for diffusions and local volatilities"

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

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Furthermore we announce talks at University of Vienna
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Th, 31.05.2012, 16:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor

    Martin Keller-Ressel (TU Berlin)
    http://page.math.tu-berlin.de/~mkeller/
    "Large deviations and stochastic volatility with jumps:
     asymptotic implied volatility for affine models"
    (Seminar on Mathematical Finance)

For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html

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Th, 31.05.2012, 17:00, seminar room D 1.03
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor

    Alex Hening (University of California, Berkeley)
    "Killed Brownian Motion with a Prescribed Lifetime
     Distribution and Models of Default"
    (Seminar on Mathematical Finance)

For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12.html

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