[Finanz.Inform] Fwd: PRisMa 2013: One-Day Workshop on Portfolio Risk Management, TU Vienna

[Markus Fulmek]

Sehr geehrte Damen und Herren,

Anbei leite ich Ihnen die unten angehängte Ankündigung 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 2013: One-Day Workshop on Portfolio Risk Management, TU Vienna
> Date: 23.August2013 2:58:10 PM 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 2013: One-Day Workshop on Portfolio Risk Management
> ==========================================================
> 
> WEB PAGE: <http://www.fam.tuwien.ac.at/prisma2013/>
> 
> ORGANIZED BY:
>  - PRisMa Lab <http://www.prismalab.at/>
> 
> DATE/TIME:
>  Friday, September 27th, 2013,
>  9:20 - 16:30 plus bread & wine afterwards
> 
> 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:
> 
> 9:20 - 9:30
> Prof. Dr. Uwe Schmock
> Welcome
> 
> 9:30 - 10:30
> Prof. Dr. Andreas Kyprianou
> Censored Stable Processes
> 
> 10:30 - 10:50 Coffee Break
> 
> 10:50 - 11:30
> Dr. Christa Cuchiero
> An HJM Approach to Multiple-Curve Modeling
> 
> 11:30 - 12:00
> Sühan Altay, MSc
> Yield Curve Scenario Generation with Independent Component Analysis
> 
> 12:00 - 13:30 Lunch Break
> 
> 13:30 - 14:15
> PD Dr. Stefan Gerhold
> Local Volatility Models: Approximation and Regularization
> 
> 14:15 - 15:00
> Jonas Hirz, MSc
> Risk Measures: From the Unconditional to the Conditional Case
> 
> 15:00 - 15:20 Coffee Break
> 
> 15:20 - 16:00
> Dr. Julia Eisenberg
> Optimal Consumption Under Deterministic Income
> 
> 16:00 - 16:30
> DI I. Cetin Gülüm
> On the Existence of an Equivalent Martingale Measure in the 
> Dalang-Morton-Willinger Theorem, which Preserves the Dependence 
> Structure
> 
> 16:30 - 18:00 Bread and Wine
> 
> ABSTRACTS and LINKS: <http://www.fam.tuwien.ac.at/prisma2013/>
> 
> 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.
> Everyone is welcome, practitioners are especially encouraged to attend.
> 
> For actuaries, this workshop counts up to 5 points for their 
> continuing professional development (morning and afternoon part each 
> 2.5 points). 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.
> 
> Organisers:
> - Prof. Dr. Uwe Schmock (FAM @ TU Wien)
> - Prof. Dr. Thorsten Rheinländer (FAM @ TU Wien)
> 
> Workshop Secretary:
>     Ms. Sandra Trenovatz (FAM @ TU Wien)
>     Phone: +43-1-58801-10511
>     E-mail: sandra at fam.tuwien.ac.at
> 
> 
> FURTHER EVENTS:
> 
> 
> Lecture Series in Financial and Actuarial Mathematics
> =====================================================
> 
> Monday, September 16, 2013, 16:30
> Vienna University of Technology, 1040 Wien, Wiedner Hauptstrasse 8,
> Freihaus building, yellow area, 2nd floor, lecture hall "Freihaus Hörsaal 3"
> 
>    Prof. Dr. Nikolai V. Kolev
>    (Department of Statistics, University of Sao Paulo, Brazil)
>    "Continuous Bivariate Distributions with Linear Sum of
>     the Hazard Gradient Components and Actuarial Applications"
>    http://www.fam.tuwien.ac.at/vr/20130916.php
> 
> For actuaries, this talk counts 1 point for their continuing 
> professional development.
> 
> 
> EAJ 2014 - 2nd European Actuarial Journal Conference 2014
> =========================================================
> 
> Wednesday, September 10 - Friday, September 12, 2014
> Vienna University of Technology, Wiedner Hauptstraße 8, 1040 Wien
> http://www.fam.tuwien.ac.at/eaj2014/
> 
> 
> 
> 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/>