Research Visits and Talks of PRisMa Lab Members

January - June 2010

R. Kainhofer;
7th International Symposium on Computer Music Modeling and Retrieval, June 21-24, Málaga, Spain;
Research visit: June 21-24, 2010;
Poster: "An extensive MusicXML 2.0 test suite", June 22, 2010.

S. Gerhold;
6th World Congress of the Bachelier Finance Society, June 22-26, 2010, Toronto, Canada;
Research visit: June 19-27, 2010;
Talk: "On Refined Volatility Smile Expansion In The Heston Model", June 26, 2010.

U. Schmock;
14 International Congress on Insurance: Mathematics and Economics, June 17-19, 2010, University of Toronto, Canada;
6th World Congress of the Bachelier Finance Society, June 22-26, 2010, Toronto, Canada;
Research visit: June 16-28, 2010;
Talk: "On the Asymptotic Behaviour of the Estimator of Kendall's Tau", June 17, 2010.

R. Reda;
Defense Talk, TU Vienna, Austria;
Talk: "Risk Measures and their Impact on Financial Institutions", June 11, 2010.

C. Ziehaus;
Defense Talk, TU Vienna, Austria;
Talk: "Optimal Consumption and Pareto Optimal Risk Sharing", June 11, 2010.

R. Reda;
IncrediblEurope Summit 2010, June 9-11, 2010, Vienna, Austria;
Research visit: June 10, 2010;
Talk: "How creative is innovation?", June 10, 2010.

S. Altay;
Summer School in Quantitative Finance 2010, June 7-9, 2010, Prague, Czech Republic;
Research visit: June 6-9, 2010.

H. Kazianka;
Ninth Valencia International Meeting on Bayesian Statistics / 2010 World Meeting of the International Society for Bayesian Analysis, June 3-8, 2010, Benidorm, Alicante, Spain;
No research visit;
Poster: "Objective Bayesian Analysis of Spatially Correlated Data Including Measurement Error", June 5, 2010.

P. Grandits;
Kolloquium Finanz- und Versicherungsmathematik, Graz, Austria;
Research visit: May 28, 2010;
Talk: "On some optimization problems in risk theory", May 28, 2010.

S. Altay;
The Fifth General Conference on Advanced Mathematical Methods in Finance, May 4-8, 2010, Bled, Slovenia;
Research visit: May 3-9, 2010.

U. Schmock;
The Fifth General Conference on Advanced Mathematical Methods in Finance, May 4-8, 2010, Bled, Slovenia;
Research visit: May 3-8, 2010;
Invited talk: "On the Asymptotic Behaviour of the Estimator of Kendall's Tau", May 5, 2010.

B. Dengler;
The Fifth General Conference on Advanced Mathematical Methods in Finance, May 4-8, 2010, Bled, Slovenia;
Research visit: May 3-8, 2010.

R. Kainhofer;
Linux Audio Conference 2010, May 1-4, 2010, Utrecht, Netherlands;
Research visit: May 2-5, 2010;
Talk: "OrchestralLily: A Package for Professional Music Publishing with LilyPond and LaTeX", May 3, 2010;
Talk: "A MusicXML Test Suite and a Discussion of Issues in MusicXML 2.0", May 4, 2010.

F. Hubalek;
Scientific Cooperation with Cecilia Mancini, Dipartimento di Matematica per le Decisioni, University of Florence, Florence, Italy;
Research visit: April 18-21, 2010;
Invited talk: "??", April 20, 2010.
ABGESAGT

F. Hubalek;
Workshop on Stochastic volatility, affine processes and transform methods, University of Rome "Tor Vergata", Rome, Italy;
Research visit: April 14-17, 2010;
Invited talk: "Some statistical, analytical, and computational aspects of an affine stochastic volatility model with jumps", April 15, 2010.

U. Schmock;
Discussion with Robert Schöftner about PhD-theses, Zurich, Switzerland;
Research visit: April 7, 2010.

S. Gerhold;
FAM-Seminar, Vienna University of Technology, Austria;
Talk: "Refined volatility expansion in the Heston model", March 23, 2010.

B. Dengler;
Defense Talk, TU Vienna, Austria;
Talk: "On the Asymptotic Behaviour of the Estimator of Kendall's Tau", March 18, 2010.

S. Gerhold;
Faculty of Mathematics, University of Vienna, Austria;
Invited talk: "On refined volatility smile expansion in the Heston Model", March 15, 2010.

U. Schmock;
Frankfurt MathFinance Conference: Derivatives and Risk Management in Theory and Practice, March 15-16, 2010, Frankfurt, Germany;
Research visit: March 14-16, 2010;
Invited talk: "Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality", March 15, 2010.

H. Kanzianka;
Promotion mit Sub Auspiciis sowie Überreichung des Ehrenrings durch Bundespräsident Dr. Heinz Firscher, Alpen-Adria Universität Klagenfurt, Austria;
Research visit: March 4, 2010.

U. Schmock;
Preisfeier des Walter-Saxer-Versicherungs-Hochschulpreises, Zürich, Switzerland;
Research visit: March 2, 2010.

P. Grandits;
Scientific Cooperation with Prof. Albrecher Hansjoerg, Department of Actuarial Science (DAS), Université de Lausanne, Switzerland;
Research visit: February 18-22, 2010;
Invited talk: "Optimal consumption in a Brownian model with finite time horizon", February 19, 2010.

R. Reda;
Scientific Cooperation with Christina Ziehaus and Michael Kupper, Humboldt University Berlin, Germany;
Research visit: February 15-19, 2010.

P. Grandits;
Faculty of Mathematics, University of Vienna, Austria;
Invited talk: "Optimal consumption in a Brownian model with absorption and finite time horizon", February 8, 2010.

F. Hubalek;
XI Workshop on Quantitative Finance, January 28-29, 2010, Palermo, Italy;
Research visit: January 27-31, 2010;
Talk: "On exact simulation of moderately tractable infinite activity Levy processes and their exponential transform", January 28, 2010.

U. Schmock;
Fest-Symposium "Versicherungsmathematik im Wandel" zum 80. Geburtstag von Prof. Hans Bühlmann, Swiss Re, Centre for Global Dialogue, Rüschlikon, Schweiz;
Research visit: January 26, 2010.

Research Visits and Talks 2009