[Vortraege] Vortragsankündigungen und Begrüßung der Gäste der KW 46
Martina Fellner
Martina.Fellner at univie.ac.at
Fri Nov 7 15:36:01 CET 2014
Sehr geehrte Fakultätsmitglieder,
anbei die Vortragsankündigungen für die KW.46, im Anhang finden Sie den
Text auch als PDF Datei.
Gerne begrüßen wir unsere Gäste, für die kommende Woche:
I. Vyugin (Lamel)
S. M. Grad (Bot)
J. Raimbault (Arzhantseva)
F. Pene (Bruin)
N. Zuhair (Scherzer)
S. Pal (Schachermayer)
mit freundlichen Grüßen
Martina Fellner
Danijela Radosavljevic
*Vorträge*
**
*Mittwoch, 12. November 2014, ab 16:15 Uhr, Sky-Lounge (12 OG), *
*Oskar-Morgenstern-Platz 1, 1090 Wien*
*Mathematisches Kolloquium*
*Prof. Dr. M. Zuhair Nashed (Department of University of Central
Florida, USA)*
*“**Reproducing Kernel Spaces for Sampling Expansions and Reconstruction
of a Function from its Moments”*
**
/_Abstract:_// /
/We discuss sampling expansions for functions in reproducing kernel
Hilbert and Banach spaces. We also consider generalizations of the
Backus-Gilbert method for reconstruction a function from its moments,
both on the real line and on the sphere, in appropriate reproducing
kernel Hilbert spaces. /
*15:45 Uhr – 16:15 Uhr K & K (Sky Lounge)*
**
*Univ.-Prof. Dipl.-Ing. Dr. Otmar Scherzer*
*Dekan Univ.-Prof. Dr. Harald Rindler*
**
*Mittwoch, 12. November 2014, von 17:30 Uhr bis 18:30 Uhr, HS 11, 2.
Stock, *
*Oskar-Morgenstern-Platz 1, 1090 Wien*
*Vortrag im Rahmen der Habilitation *
*Dr. Eberhard Mayerhofer (Fakultät für Mathematik, Universität Wien)*
*„The Limits of Leverage“*
**
Abstract:
If trading incurs proportional costs, leverage can scale the return of
an asset only up to a maximum multiple, which is sensitive to the
asset's volatility and liquidity. In a continuous-time model with one
safe and one risky asset,
with constant investment opportunities and proportional transaction
costs, we find the family of mean-variance efficient portfolios over a
long horizon. As leverage and volatility increase, rising rebalancing
costs imply a declining Sharpe ratio. Beyond a critical level, even the
expected return declines. We also derive the optimal tradeoff between
alpha and tracking error for funds that seek to replicate multiples of
index returns, such as leveraged ETFs.
*Univ.-Prof. Mag. Dr.**Walter**Schachermayer***
*Dekan Univ.-Prof. Dr. Harald Rindler*
**
*Dienstag, 11. November 2014, von 10:15 Uhr bis 11:45 Uhr, Seminarraum
12, 2. **Stock *
*Oskar-Morgenstern-Platz 1, 1090 Wien*
*Complex Analysis Seminar*
*Ilya Vyugin: “Linear systems with irregular singularities and
holomorphic vector bundles”*
*(Details siehe Link)
**http://www.univie.ac.at/complexanalysis/Activities/Seminar2014.html**)*
*
*
**
**
*Dienstag, 11. November 2014, von 15:00 Uhr bis 17:00 Uhr, Seminarraum
8, 2. **Stock *
*Oskar-Morgenstern-Platz 1, 1090 Wien*
*Geometry and Analysis on Groups *
*Jean Raimbault (Université Paul Sabatier, Toulouse III): “On a property
of geometric actions of groups”***
*Link: **http://www.mat.univie.ac.at/~gagt/Seminar.html*
<http://www.mat.univie.ac.at/%7Egagt/Seminar.html>**
*Organized by G. Arzhantseva, Ch. Cashen *
**
*Dienstag, 11. November2014, von 15:15 bis 16:45 Uhr, TU
Dissertantenraum, Freihaus, Turm A, 8. **Stock, Wiedner Hauptstraße
8-10, 1040 Wien*
*AG Diskrete Mathematik Seminar*
*Mourad Ismail (Grenoble): „Combinatorics of2 D polynomials”*
*http://www.dmg.tuwien.ac.at/nfn/agdm.html***
**
*Dienstag, 11.November 2014, ab 15:00 Uhr, Seminarraum Biomathematik ,
9. Stock *
*Oskar-Morgenstern-Platz 1, 1090 Wien*
*Arbeitsgemeinschaft Biomathematik *
*Ankica Dzijan Markovic (Wien): TBA*
**
*Donnerstag, 13. November 2014, von 16:00 Uhr bis 18:00 Uhr, Josephinum, *
*SR (Zi. O2.101), Währingerstr. 25, 1090 Wien*
*KGRC Research Seminar**
Jonathan Verner (Charles University, Prague, Czech Republic): “Monotone
metric spaces”*
*(Details siehe Link:
**http://www.logic.univie.ac.at/Research_seminar.html**) *
**
*Donnerstag, 13.November 2014,von 16:30 Uhr bis 18:00 Uhr, Seminarraum
9,2 Stock
Oskar-Morgenstern-Platz 1, 1090 Wien*
*Vienna Seminar in Mathematical Finance and Probability
**Johannes Ruf (Department of Mathematics, University College London, UK): *
*“Convergence of local supermartingales and Novikov-type conditions for
processes with jumps”*
*Link: **http://www.fam.tuwien.ac.at/vs-mfp/***
**
*Donnerstag, 13. November 2014, ab 15:15 Uhr, Besprechungsraum 9, 9. Stock *
*Oskar-Morgenstern-Platz 1, 1090 Wien*
*Arbeitsgemeinschaft Ergodentheorie*
*Roland Zweimüller (University of Vienna): “Return- and hitting-time
limits in infinite measure systems”*
*(Details siehe
Link:**http://mat.univie.ac.at/~zweimueller/AG_ETHY.html*
<http://mat.univie.ac.at/%7Ezweimueller/AG_ETHY.html>*)***
**
*Freitag, 14. November 2014, ab 18:00 Uhr, Universität Wien, Großer
Festsaal, Universitätsring 1, 1010 Wien*
*Erwin Schrödinger Distinguished Lecture*
*Dr. Steven Chu (Nobel Prize in Physics and former U.S. Secretary of
Energy): *
*“The Energy and Climate Challenges”*
*(Programme siehe Link) *
--
Martina Fellner
Sekretariat
Fakultät für Mathematik
Oskar-Morgenstern-Platz 1 - 10.140
1090 Wien
Tel.: 0043 (1) 4277 50602
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