[MRM] PRisMa 2008, One-Day Workshop on Portfolio Risk Management

[INFORM]

Sehr geehrte Damen und Herren,

Anbei leite ich Ihnen eine Ankuendigung von Prof. Uwe Schmock
weiter.

Mit besten Gruessen,

Markus Fulmek

P.S. im Sinne des Telekommunikationsgesetzes: Sie erhalten
diese Information, weil Sie Mitglied des Wissenschaftlichen
Vereins INFORM
    http://www.inform.ac.at
sind, oder weil Sie in der Mailing-Liste von INFORM
    http://www.fam.tuwien.ac.at/mailman/listinfo/mrm-l
eingetragen sind. Wenn Sie diese Informationen NICHT (mehr)
wuenschen, senden Sie bitte einfach diese Email zurueck.
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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 - Nšbauer Hšrsaal

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 LŽvy 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 at fam.tuwien.ac.at> with your name and 
university or company.


With best regards,

Uwe Schmock
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++++++++ Wissenschaftlicher Verein INFORM ++++++++++
Insurance, Financial and Operational Risk Management
Fakultaet fuer Mathematik          Universitaet Wien
Nordbergstrasse 15                       A-1090 Wien
@: inform at inform.ac.at   W3: http://www.inform.ac.at
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