[Finanz.Inform] Fwd: PRisMa 2012 at TU Vienna: One-Day Workshop on Portfolio Risk Management
Markus Fulmek
Markus.Fulmek at univie.ac.at
Mon Sep 10 09:53:22 CEST 2012
Sehr geehrte Damen und Herren,
Anbei leite ich Ihnen eine Einladung von Prof. Schmock weiter, die
vielleicht für Sie von Interesse ist.
Mit besten Grüßen,
Markus Fulmek
--
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Begin forwarded message:
> From: Uwe Schmock <schmock at fam.tuwien.ac.at>
> Subject: PRisMa 2012 at TU Vienna: One-Day Workshop on Portfolio Risk Management
> Date: 10.September2012 9:02:54 AM GMT+02:00
> To: Uwe Schmock <schmock at fam.tuwien.ac.at>
>
> If you want to be removed from my private mailing list or change your
> email address, just send me a corresponding reply. I apologize for
> any cross-postings.
>
>
> PRisMa 2012: One-Day Workshop on Portfolio Risk Management
> ==========================================================
>
> WEB PAGE: <http://www.fam.tuwien.ac.at/prisma2012/>
>
> ORGANIZED BY:
> - PRisMa Lab <http://www.prismalab.at/>
>
> DATE: Friday, October 5th, 2012, 9:00 - 18:30
>
> SPONSORED BY:
> - Christian Doppler Research Association
> - Bank Austria
> - Austrian Federal Financing Agency (ÖBFA)
> - COR&FJA
> - Österreichische Kontrollbank (OeKB)
>
> LOCATION:
> Vienna University of Technology
> Karlsplatz 13, 1040 Vienna, Austria
> Lecture Hall 6 (Main Building "Hauptgebäude" of the TU Wien, ground floor)
>
> Participation is free.
> Everyone is welcome, practitioners are especially encouraged to attend.
>
> PROGRAM:
>
> 9:00 - 9:10
> Prof. Dr. Uwe Schmock
> Welcome
>
> 9:10 - 10:00
> Dr. Thorsten Rheinländer
> Financial Alchemy
>
> 10:00 - 10:30 Coffee Break
>
> 10:30 - 11:20
> Prof. Dr. Rüdiger Frey
> Dynamics of Corporate Security Prices in Firm Value Models with
> Incomplete Information
>
> 11:20 - 12:00
> Dr. Christoph Czichowsky
> Shadow Prices: Sufficient Conditions, Counter-Examples, Explicit Construction
>
> 12:00 - 13:40 Lunch Break
>
> 13:40 - 14:30
> Prof. Dr. Josef Teichmann
> Consistent Long-Term Interest Rate Prediction
>
> 14:30 - 15:10
> Ramin Okhrati, PhD
> Integration Measures for Fixed Income Markets: Application in Credit
> Risk Spread
>
> 15:10 - 15:40 Coffee Break
>
> 15:40 - 16:20
> Dr. Kees van Schaik
> Optimal Prediction Problems for Lévy Processes
>
> 16:20 - 16:50
> Sühan Altay, MSc
> Digital Double Barrier Options: Several Barrier Periods and Structure Floors
>
> 16:50 - 17:20
> Dipl.-Math. Cordelia Rudolph
> An Approximation via Iterated Panjer's Recursion for Poisson-Mixture Models
>
> 17:20-18:30 Bread and Wine
>
> ABSTRACTS and LINKS: <http://www.fam.tuwien.ac.at/prisma2012/>
>
> REGISTRATION: Participation is free, and there is no official
> registration - nevertheless for administrative reasons we would be
> happy if you write a short email to our secretary (see below) with
> your name and university or company.
>
> CPD: For actuaries, this workshop counts up to 5.5 points for their
> continuing professional development. For a corresponding certificate,
> please register in advance for the morning and/or afternoon part of
> the workshop by sending an email with your name and postal address to
> the workshop secretary (see below) and sign up when you actually
> attend the workshop.
>
> Organiser: Prof. Dr. Uwe Schmock (FAM @ TU Wien)
>
> Workshop Secretary:
> Ms. Sandra Trenovatz (FAM @ TU Wien)
> Phone: +43-1-58801-10511
> E-mail: sandra at fam.tuwien.ac.at
>
> LOCAL AIRLINES:
> - Fly Niki <http://www.flyniki.com/>
> - Austrian Airlines: <http://www.aua.com/>
>
> RAILWAY: <http://www.oebb.at/>
>
> HOTELS: <http://www.wien.info/en/travel-info>
>
> See you in Vienna! 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/>
.......................................................................
Faculty of Mathematics ................ Nordbergstr. 15, A-1090 Vienna
Phone: +43-1-427750678 . Mobile: +43-664-1031751 . Fax: +43-1-427750753
@: Markus.Fulmek at univie.ac.at ....... W3: www.mat.univie.ac.at/~mfulmek
.......................................................................
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