[FAM-news] reminder for upcoming seminars and talks

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


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PRisMa 2013: One-Day Workshop on Portfolio Risk Management
==========================================================

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

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

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

SPONSORED BY:
  - Christian Doppler Research Association
  - Bank Austria
  - Austrian Federal Financing Agency (ÖBFA)
  - COR&FJA
  - Österreichische Kontrollbank (OeKB)

LOCATION:
  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.

PROGRAM:

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

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.

Organisers:
  - 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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