Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM

Guests of PRisMa Lab

2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006


Prof. David Skovmand, Aarhus Business School, Univerity of Aarhus, Denmark;
Research visit: November 23-29, 2008;
Talk: "Alternative Specifications for the Levy Libor Market Model: An Empirical Investigation", November 25, 2008.

Dr. Michael Kupper, Vienna Institute of Finance, Austria;
Research visit: November 11, 2008;
Talk: "Seperation and duality in L0-modules", November 11, 2008.

Nicolas Vogelpoth, Vienna Institute of Finance, Austria;
Research visit: November 11, 2008;
Talk: "Seperation and duality in L0-modules", November 11, 2008.

Prof. Jose Fajardo, Ibmec Business School, Rio de Janeiro, Brazil;
Research visit: October 17-24, 2008;
Talk: "Symmetry and Option Price Monotonicity with Levy processes", October 23, 2008.

Prof. Peter Spreij, Korteweg-de Vries Institute for Mathematics, Universiteit van Amsterdam, the Netherlands;
Research visit: October 7-10, 2008;
Talk: "On Multivariate Feller conditions in term structure models", START-Seminar, October 9, 2008.

Dr. Jan Palczewski, Faculty of Mathematics, University of Warsaw, Poland;
Research visit: October 6 - December 6, 2008;
Talk: "Finite Horizon Optimal Stopping of Discontinuous Functionals with Applications to Impulse Control with Delay", November 20, 2008.

Prof. Philip Dybvig, Olin School of Business, Washington University, Saint Louis, USA;
Research visit: September 30 - October 2, 2008;
Talk: "High Hopes and Disappointments: Preference for Timing of Information without the Recursive Structure ", October 1, 2008.

Dr. Miklos Rasonyi, Hungarian Academy, Budapest, Hungary;
Research visit: September 29-30, 2008;
Talk: "Modelling Markets with Transaction Costs", PRisMa Day, September 29, 2008.

Gonçalo José Nunes dos Reis, Institut für Mathematik, Humboldt-Universität Berlin, Deutschland;
Research visit: September 29 - October 1, 2008;
Talk: "Differentiability of quadratic growth BSDEs and applications", September 30, 2008.

Dr. Simone Farinelli, Credit & Country Risk Control, UBS, Zurich, Switzerland;
Research visit: September 24-25, 2008;
Talk: "Geometric Arbitrage Theory", September 25, 2008.

Dr. Carlo Sgarra, Dipartimento di Matematica, Politecnico di Milano, Italy;
Research visit: June, 13-19, 2008.

Dr. Pavel Shevchenko, Division of Mathematical and Information Sciences, Commonwealth Scientific and Industrial Research Organisation (CSIRO), Sydney, Australia;
Research visit: July 6-12, 2008;
Talk: "Model risk in claims reserving within Tweedie's compound Poisson models", Lecture Series Financial and Actuarial Mathematics, July 8, 2008.

Dr. Corina Constantinescu, Financial Mathematics, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Austria;
Research visit: May 27, 2008.
Talk: "Risk procesess with stochastic returns on investments", May 27, 2008.

Dr. Cetin Umut, Department of Statistics London School of Economics, London, United Kingdom;
Research visit: May 25-31, 2008;
Talk: "Insider trading in credit markets with dynamic information asymmetry", May 29, 2008.

Prof. Hans-Jakob Lüthi, Institut für Operations Research, ETH Zürich, Swiss;
Research visit: May 19-21, 2008;
Mitglied der Berufungskommission Operations Research.

Prof. Elisa Nicolato, Aarhus School of Business University of Aarhus, Denmark;
Research visit: May 17-22, 2008;
Talk: "Sato Processes in Default Modelling", May 20, 2008.

Dr. Erik Baurdoux, Department of Statistics, London School of Economics, United Kingdom;
Research visit: May 14-20, 2008;
Talk: "The Mc Kean stochastic game driven by a spectrally negative Lévy process", May 15, 2008.

Dr. Achim Wübker, Institute for Mathematical Stochastics, University Goettingen, Germany;
Research visit: April 28-30, 2008;
Talk: "L2-Spectral gaps for Markov-chains", April 29, 2008.

Dr. Mladen Savov, Department of Mathematics, University of Manchester, United Kingdom;
Research visit: April 23-26, 2008;
Talk: "Small Time Behaviour of Lévy Processes: Laws of the Iterated Logarithm", April 24, 2008.

Kathrin Glau, Department of Mathematical Stochastics, University of Freiburg, Germany;
Research visit: April 18-28, 2008.

Diana Auerswald, Institut für Mathematik Carl von Ossietzky, Universität Oldenburg, Germany;
Research visit: Februar 25-28, 2008;
Talk: "Valuation of American Style Options - Extension and Empirical Tests of a Nonparametric Pricing Algorithm", Februar 26, 2008.

Prof. Juri Kifer, Institute of Mathematics, Hebrew University, Jerusalem, Israel;
Research visit: February 21-23, 2008;
Talk: "Game options, shortfall risk and their binomial approximations", February 22, 2008.

Dr. Sergei Kucherenko, Department of Chemical Engineering, Imperial College London, Great Britain;
Research visit: February 3-6, 2008;
Talk: "Application of Global Senstivity Analysis and Quasi Monte Methods in finance", February 5, 2008.

Prof. Claudia Czado, TU München, Germany;
Research visit: January 29-31, 2008;
Talk: "Pair-copula constructions of multiple dependence", January 29, 2008.

Prof. Michel Emery, Université Louis Pasteur, Strasbourg, France;
Research visit: January 15-17, 2008;
Talk: "On one-dimensional Brownian motions immersed in a two-dimensional one", January 15, 2008.

Sühan Altay, Middle East Technical University, Istanbul, Turkey;
Research visit: January 6-9, 2008;
Talk: "On forward interest rates: via random fields and nuclear space valued semi-martingales", January 8, 2008.

2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006