[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Sep 23 10:12:52 CEST 2013

PRisMa 2013: One-Day Workshop on Portfolio Risk Management

WEB PAGE: <http://www.fam.tuwien.ac.at/prisma2013/>

  Friday, September 27th, 2013,
  9:20 - 16:30 plus bread & wine afterwards

  - PRisMa Lab <http://www.prismalab.at/>

  - Christian Doppler Research Association
  - Bank Austria
  - Austrian Federal Financing Agency (ÖBFA)
  - Österreichische Kontrollbank (OeKB)

  Vienna University of Technology
  Karlsplatz 13, 1040 Vienna, Austria
  Lecture Hall 6
  (Main Building "Hauptgebäude" of the TU Wien, ground floor)

Participation is free.
Everyone is welcome, practitioners are especially encouraged to attend.


9:20 - 9:30
Prof. Dr. Uwe Schmock

9:30 - 10:30   	
Prof. Dr. Andreas Kyprianou
Censored Stable Processes

10:30 - 10:50 Coffee Break

10:50 - 11:30   	
Dr. Christa Cuchiero
An HJM Approach to Multiple-Curve Modeling

11:30 - 12:00   	
Sühan Altay, MSc
Yield Curve Scenario Generation with Independent Component Analysis

12:00 - 13:30 Lunch Break

13:30 - 14:15
PD Dr. Stefan Gerhold
Local Volatility Models: Approximation and Regularization

14:15 - 15:00   	
Jonas Hirz, MSc
Risk Measures: From the Unconditional to the Conditional Case

15:00 - 15:20 Coffee Break

15:20 - 16:00   	
Dr. Julia Eisenberg
Optimal Consumption Under Deterministic Income

16:00 - 16:30   	
DI I. Cetin Gülüm
On the Existence of an Equivalent Martingale Measure in the
Dalang-Morton-Willinger Theorem, which Preserves the Dependence Structure

16:30 - 18:00 Bread and Wine

ABSTRACTS and LINKS: <http://www.fam.tuwien.ac.at/prisma2013/>

REGISTRATION: Participation is free, and there is no official
registration - nevertheless for administrative reasons we would be happy 
if you write a short email to our secretary (see below) with your name 
and university or company.
Everyone is welcome, practitioners are especially encouraged to attend.

For actuaries, this workshop counts up to 5 points for their continuing
professional development (morning and afternoon part each 2.5 points).
For a corresponding certificate, please register in advance for the
morning and/or afternoon part of the workshop by sending an email with
your name and postal address to the workshop secretary (see below) and
sign up when you actually attend the workshop.

  - Prof. Dr. Uwe Schmock (FAM @ TU Wien)
  - Prof. Dr. Thorsten Rheinländer (FAM @ TU Wien)

Workshop Secretary:
  Ms. Sandra Trenovatz and Mr. Martin Trenovatz (FAM @ TU Wien)
  Phone: +43-1-58801-10511
  E-mail: fam at fam.tuwien.ac.at

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