[FAM-news] new lecture and upcoming talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Fri Oct 12 18:06:08 CEST 2012


To Whom it May Concern,

this time you will first find information about the new lecture "Hedging 
in New Financial Markets" starting on Thursday, October 18th, and 
then/below you find - as usual - a few interesting talks.

With best regards, Sandra

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New lecture at Vienna University of Technology
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Thursdays, starting on 18.10.2012 (planned end: 24.01.2013),
15:00 - (about) 17:00, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section

    Jenny Sexton (FAM @ TU Wien):
    "Hedging in New Financial Markets"

Homepage of the lecture:
https://tiss.tuwien.ac.at/course/courseDetails.xhtml?locale=en&courseNr=105659&semester=2012W

Abstract:

In recent years a wide range of new derivatives have emerged to manage 
and transfer risk resulting from industries not classically active in 
financial markets. The course is an introduction to new markets inc: 
electricity, weather and carbon credits. The aim of this course is to 
provide an overview of the unique economic and mathematical challenges 
posed by new markets.

This course is directed towards researchers, PhD-students, master 
students as well as practitioners wishing to explore recent progress in 
this field.

German abstract:

In den letzten Jahren ist eine Anzahl von Derivaten entstanden, die zum 
Risikomanagement und -transfer benutzt werden, das in Industrien 
entsteht, die klassisch nicht auf Finanzmärkten aktiv waren. 
Insbesondere wird eine Einführung in neue Märkte gegeben, wie etwa 
Elektrizität, Wetter, und CO2 Emissionen. Diese Vorlesung bietet einen 
Überblick über die einzigartigen Herausforderungen, die in diesen neuen 
Märkten entstehen.

Zielpublikum sind ForscherInnen, DoktorandInnen, MasterstudententInnen, 
sowie PraktikerInnen, welche sich über die aktuelle Entwicklung in 
diesem Gebiet informieren möchten.

Course texts:
Rheinländer, T. & Sexton J. (2011) Hedging Derivatives. World Scientific.
Benth, F.E., Benth, J.S. & Koekebakker, S. (2008) Stochastic modelling
in electricity and related markets. World Scientific.

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

Overview about all courses by FAM @ TU Wien:
http://www.fam.tuwien.ac.at/lehre/lva/

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Announcement of talks organised by FAM @ TU Wien
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Tu, 16.10.2012, 16:30, lecture hall: Freihaus Hörsaal 3
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section

    Irene Schreiber (LMU Munich)
http://www.fm.mathematik.uni-muenchen.de/personen/phd_postdoc/schreiber/
    "Risk-Minimization for Life Insurance Liabilities"
    (Lecture Series Financial and Actuarial Mathematics)

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

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Talks at University of Vienna, Faculty of Mathematics
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Mo, 15.10.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor

    Christoph Temmel (Graz University of Technology)
    http://www.math.tugraz.at/~temmel/
    "Shearer's measure and stochastic domination of
     Bernoulli product fields"
    (Seminar on Probability Theory)

For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html

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Th, 18.10.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor

    Nicolas Perkowski (HU Berlin)
    http://www2.mathematik.hu-berlin.de/~perkowsk/
    "The existence of dominating local martingale measures"
    (Seminar on Mathematical Finance)

For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12.html

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Talks at WU Wien, Institute for Statistics and Mathematics
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Fr, 19.10.2012, 17:00, seminar room of 'Statistics and Mathematics'
1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415

    Ludger Rüschendorf (University of Freiburg)
    http://www.stochastik.uni-freiburg.de/~rueschendorf/
    "Risk bounds, worst case dependence and optimal claims and contracts"
    (Research seminar - Statistics and Mathematics)

For further details see
http://www.wu.ac.at/statmath/en/resseminar

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