FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 

Guests of PRisMa Lab

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

2006

Prof. Tomas Björk, Department of Finance, Stockholm School of Economics, Stockholm, Sweden
Talk: "Optimal Investment under Partial Information", December 7, 2006.

Prof. Mark Davis, Imperial College London, UK
Talk: "Dynamic models for portfolio credit risk", Lecture Series Financial and Actuarial Mathematics, November 28, 2006.

Dr. Eva Farkas, Erste Bank, Wien, Austria
Talk: "Copulae - Modellierung des gemeinsamen Verhaltens von Risikofaktoren in der modernen Finanz- und Versicherungsmathematik", November 21, 2006.

Dr. Mark Podolskij, Department of Mathematics, Ruhr-University of Bochum, Germany
Research Visit: November 12-15, 2006
Talk: "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps", November 14, 2006.

Prof. Ole E. Barndorff-Nielsen, Department of Mathematical Sciences, University of Aarhus, Denmark
Research Visit: November 11-15, 2006
Talk: "Volatility and Power Variation", Lecture Series Financial and Actuarial Mathematics, November 14, 2006.

Verena Goldammer, Universität Mainz, Germany
Research Visit: November 6-7, 2006.

Dr. Kasper Larsen, Carnegie Mellon University
Research Visit: October 30-31, 2006
Talk: "Stability of utility-maximization", October 30, 2006.

Benedikt Blum, TU München, Germany
Research Visit: October 2-3, 2006
Talk: "Deterministic Pricing of Options on Lévy driven Assets", October 3, 2006.

Prof. Dr. Gregor Dorfleitner, Institut für Finanzierung und Finanzmärkte, Wirtschaftsuniversität Wien, Austria
Talk: "Coherent risk measures, coherent capital allocations, and the gradient allocation principle", September 28, 2006.

Dr. Jan Palczewski, School of Mathematics, University of Leeds, UK
Research Visit: September 24-27, 2006
Talk: "Portfolio Optimisation with Economic Factors and Transaction Costs", PRisMa Workshop, September 26, 2006.

Dr. Susanne Klöppel, Departement Mathematik, ETH Zurich, Switzerland
Research Visit: July 25-30, 2006

Dr. Pavel V. Shevchenko, Division of Mathematical and Information Sciences in Sydney, Commonwealth Scientific and Industrial Research Organisation (CSIRO)
Research Visit: June 27-29, 2006
Talk: "Modelling Operational Risk", June 27, 2006

Dr. Alexander Cherny, Moskau State University, Russia
Research visit: June 3-23, 2006
Lecture series: "Coherent risk measures and their applications to the problems of financial mathematics", June 9/13/16, 2006

Dr. Andreas H. Hamel, University Halle-Wittenberg, Germany
Research Visit: June 2-6, 2006
Talk: "Fenchel conjugation for set-valued convex functions and applications to set-valued risk measures", June 6, 2006

Prof. Dr. Nicole Bäuerle, University of Karlsruhe, Germany
Research visit: May 21-31, 2006
Talk: "Portfolio-Optimierung bei Sprung-Diffusionsprozessen mit unbeobachtbarer Sprungintensität", Lecture Series Financial and Actuarial Mathematics, May 23, 2006

Dr. Susanne Klöppel, Departement Mathematik, ETH Zurich, Switzerland
Research Visit: May 15-16, 2006

Yuxin Yang, Courant Institute of Mathematical Sciences, New York University, U.S.A .
Research Visit: February 3-5, 2006
Talk: "A brief survey on copulae", February 3, 2006

Dr. Henrik Zaehle, Allianz PKV-AG, München, Germany
Research Visit: January 29-30, 2006
Talk: "Heat equation with strongly inhomogeneous noise", January 30, 2006

Dr. Susanne Klöppel, Departement Mathematik, ETH Zurich, Switzerland
Research Visit: January 23-29, 2006
Talk: "Utility based good deal bounds", January 24, 2006

Dr. Markus Petermann, Converium, Zürich, Switzerland
Talk: "Measures of Risk and Run-off of Portfolios", January 23, 2006

Dr. Irina Slinko, Stockholm School of Economics, Stockholm, Sweden
Research Visit: January 16-18, 2006
Talk: "On Finite Dimensional Realizations of the Two Country Interest Rate Models", January 17, 2006

Dr. Stefan Gerhold, University of Linz, Austria
Talk: "Special Functions: Applications of Computer Algebra in Stochastics", January 10, 2006

Dr. Rafal Lochowski, Faculty of Mathematics, Informatics and Mechanics, Warsaw University, Poland
Research Visit: January 9-11, 2006
Talk: "HJM model driven by Levy process", January 10, 2006

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