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| "Portfolio Risk Management" uorkšop vo Viedni http://www.iam.fmph.uniba.sk/studium/efm/forum/viewtopic.php?f=8&t=147 |
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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/> ORGANIZED BY: - PRisMa Lab <http://www.prismalab.at/> - FAM @ TU Vienna <http://www.fam.tuwien.ac.at/> DATE: Monday, September 29, 2008, full day SPONSORED BY: - Christian Doppler Research Association - Bank Austria - Austrian Federal Financing Agency LOCATION: 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. TALKS INCLUDE: - 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 Austria Personal Home Page: <http://www.fam.tuwien.ac.at/~schmock/> Financial and Actuarial Mathematics (FAM) at TU Vienna <http://www.fam.tuwien.ac.at/> CD-Laboratory for Portfolio Risk Management (PRisMa Lab) <http://www.prismalab.at/> |
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