Ekonomická a finančná matematika

"Portfolio Risk Management" uorkšop vo Viedni
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Autor:  brunovsky [ Str Júl 30, 2008 9:28 am ]
Predmet príspevku:  "Portfolio Risk Management" uorkšop vo Viedni

First Announcement

PRisMa 2008: One-Day Workshop on Portfolio Risk Management

WEB PAGE: <http://www.fam.tuwien.ac.at/prisma2008/>

- PRisMa Lab <http://www.prismalab.at/>
- FAM @ TU Vienna <http://www.fam.tuwien.ac.at/>

DATE: Monday, September 29, 2008, full day

- Christian Doppler Research Association
- Bank Austria
- Austrian Federal Financing Agency

Vienna University of Technology
Wiedner Hauptstr. 8-10 (Freihaus)
1040 Vienna, Austria
Lecture Hall FH HS 8 - Nöbauer Hörsaal

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


- Prof. Damir Filipovic (Vienna Institute of Finance)
"CDO Term Structure Modeling"

- Dr. Stefan Gerhold (PRisMa Lab, FAM @ TU Wien)
"Lavy-Sheffer Systems and the Longstaff-Schwartz Algorithm
for American Option Pricing"

- Dipl.-Math. Verena Goldammer (PRisMa Lab, FAM @ TU Wien)
"Modeling and Estimation of Dependent Credit Rating Transitions"

- Prof. Friedrich Hubalek (FAM @ TU Wien)
"On Trades, Volume, and the Martingale Estimating Function Approach
for Stochastic Volatility Models with Jumps"

- Dr. Antonis Papapantoleon (FAM @ TU Wien)
"Strong Taylor Approximation of SDEs and Application to the Lévy LIBOR Model"

- Dr. Miklos Rasonyi (FAM @ TU Wien)
"Modelling Markets with Transaction Costs"

- Dr. Stefan Tappe (Vienna Institute of Finance)
"Bilateral Gamma Processes in Finance"

REGISTRATION: There is no official registration - nevertheless we would be happy if you write for administrative reasons a short e-mail to Mr. Christian Gawrilowicz <secr@fam.tuwien.ac.at> with your name and university or company.

With best regards,

Uwe Schmock


Prof. Dr. Uwe Schmock
Institute for Mathematical Methods in Economics
Research Unit: Financial and Actuarial Mathematics
Vienna University of Technology
Wiedner Hauptstrasse 8-10/105-1
A-1040 Vienna

Personal Home Page:

Financial and Actuarial Mathematics (FAM) at TU Vienna

CD-Laboratory for Portfolio Risk Management (PRisMa Lab)

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