[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Jun 18 10:53:47 CEST 2012


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This time we announce a talk of the Mathematics Finance group at UniVie:
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Mo, 18.06.2012, 17:00, seminar room D 1.07
1040 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor

    Mathias Beiglböck (University of Vienna)
    http://www.mat.univie.ac.at/~mathias/
    "Concentration of Gaussian Measures"
    (Seminar on Probability Theory)

Abstract:
Based on simple properties of the Ornstein-Uhlenbeck semigroup we derive 
Poincare and log-Sobolev inequalities for the Gaussian measure. As a 
corollary we obtain the Gaussian concentration property.

For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS12_prob.html

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... as well as a Two-Day-Event of the WPI:
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Two-Day-Event within the

"Special Year on Financial Engineering for Energy and
Commodity Risk Management and hedging of Commodity Derivatives"

http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm
see: Mini-Courses, Part III

Friday, June 22 and Saturday, June 23, 2012,
Wolfgang Pauli Institut / University of Vienna:
1090 Wien, Nordbergstrasse 15

    Prof. Peter Forsyth (University of Waterloo)
    http://www.cs.uwaterloo.ca/~paforsyt/
    "Mathematical Models for the commodity markets
    (Numerical methods for Hamilton-Jacobi equations
    in mathematical finance)"

Registration:
^^^^^^^^^^^^^
Registration is free but mandatory.
To register please write an email to
Peter Laurence <laurenceWPI at gmail.com>
(Please register individually and not in groups.)

As there might be only a few seats left, please register immediately.
For those who registered earlier but cannot participate: please inform 
the organiser Peter Laurence <laurenceWPI at gmail.com>.

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