[FAM-news] reminder for upcoming seminars and talks

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

This time we announce a talk of the Mathematics Finance group at UniVie:

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)
    "Concentration of Gaussian Measures"
    (Seminar on Probability Theory)

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

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

Two-Day-Event within the

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

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)
    "Mathematical Models for the commodity markets
    (Numerical methods for Hamilton-Jacobi equations
    in mathematical finance)"

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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