[Vortraege] Vortragsankündigungen KW3

[Martina Obermaier]

Sehr geehrte Fakultätsmitglieder,

anbei die Vortragsankündigungen für die kommende Woche, im Anhang finden 
Sie den Text auch als PDF Datei.

Mit freundlichen Grüßen

Martina Obermaier

Sekretariat
Institut für Mathematik
Universität Wien
Nordbergstr. 15, UZA 4
Tel: 43 1 4277 50602
Fax: 43 1 4277 9506



*Vorträge*

**

*Mittwoch, 18. Jänner 2012, ab 16:15 Uhr, Olga Taussky-Todd Raum (C 
209), UZA 4*

*Mathematisches Kolloquium*

*Univ. Prof. Dr. H. Mete Soner (ETH-Zürich): **"Price and Risk"***

**

Abstract: Everyday all financial institutions price diverse financial 
instruments and also evaluate the risk associated with their very 
complex portfolios. The reasons for pricing are clear and pricing is 
very closely related to the risk associated with the instrument 
considered.However, assesment of risk has several other and probably 
more important aspects than pricing.Firstly, there are regulatory 
constraints and secondly risk management starts with a proper evaluation 
of risk.Mathematical finance offers methods and also theories for these 
activities.In this talk, I will outline mathematical methods for pricing 
and risk measurement.Also discuss how and why they differ from each other.

*__*

*15:45 Uhr K & K (Common Room)*

*Dekan Univ.-Prof. Dr. Harald Rindler**, Univ. Prof. Dr. Walter 
Schachermayer*

**

*Montag, 16. Jänner, 2012,17.00 Uhr, D 101, UZA 4*

*Wahrscheinlichkeitsseminar*

*Univ. **Prof. Dr. H. Mete Soner:,,Merton problem with small transaction 
costs"*

*Montag, 16. Jänner -- Dienstag 17. Jänner 2012, WPI, UZA 4, Seminarraum 
C 714*

*Mini-course on "Fourier methods in mathematical finance with 
applications to Energy and Commodity markets"*

*Organized by WPI,P. Laurence, F. Benth, V. Kholodny*

*http://www.wpi.ac.at/event_view.php?id_activity=146*

*Montag, 16. Jänner 2012 bis Dienstag, 28.**Februar 2012, Erwin 
Schrödinger Lecture Hall, Boltzmanngasse 9, 1090 Wien*

*ESI **Workshop Automorphic Forms: Arithmetic and Geometry*

*J.W. Cogdell, C. Moeglin, G. Muic, J. Schwermer*

*(Details siehe Attachment)*

**

*Dienstag, 17. Jänner 2012, 11:15 Uhr, S1, Althanstrasse 12*

*Complexe Analysis Seminar*

*Sebastian Woblistin: TBA*

**

*Dienstag, 17. Jänner 2012, 14:00 Uhr, C 207, UZA 4*

*Geometry and Analysis on Groups -- Research Seminar*

*Adam Timar: ,,Critical percolation and graph sequences"*

*organized by G. Arzhantseva, S. Gal, A. Timar*

*http://www.mat.univie.ac.at/~dosaj/GGTWien/Seminar.html*

**

*Dienstag, 17. Jänner 2012, 15:00 Uhr, D 103, UZA 4*

*Arbeitsgemeinschaft Biomathematik*

*Theresa Dvorak: ,,**Genetic hitchhiking: the model of Maynard Smith and Haigh"*

*  *

*Donnerstag, 19. Jänner 2012, 16:00 Uhr, Josephinum, SR,   Währingerstr. 25, 1090 Wien*

*KGRC Research Seminar*

*André Nies: ,,Borel structures and Borel theories"*

*organized by Kurt Gödel Research Center*

http://www.logic.univie.ac.at/Current_talk.html**

**

*Donnerstag, 19. Jänner 2012, 17:00 Uhr, C 209, UZA 4*

*Seminar Finanzmathematik*

*Shen Li**: ,,**Portfolio **Optimization under Proportional Transaction 
Costs in Continuous Time: A Convex Duality Approach"*

**

*Freitag, 20. Jänner 2012, 17:15 Uhr, C 207, UZA 4*

*Dissertantenkolloquium*

*Philipp Harms:,,Sobolev metrics on shape space"*



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