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Sehr geehrte Fakultätsmitglieder,<br>
<br>
anbei die Vortragsankündigungen für die kommende Woche, im Anhang
finden Sie den Text auch als PDF Datei.<br>
<br>
Mit freundlichen Grüßen<br>
<br>
Martina Obermaier<br>
<br>
Sekretariat<br>
Institut für Mathematik<br>
Universität Wien<br>
Nordbergstr. 15, UZA 4<br>
Tel: 43 1 4277 50602<br>
Fax: 43 1 4277 9506<br>
<br>
<br>
<br>
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<p class="MsoNormal" style="text-align:justify"><b><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">Vorträge<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b><span
style="font-size:8.0pt;font-family:"Times","serif""
lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">Mittwoch, 18. Jänner 2012,
ab 16:15 Uhr, Olga Taussky-Todd Raum (C 209), UZA 4<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US">Mathematisches Kolloquium<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:EN-US"
lang="EN-US">Univ.
Prof. Dr. H. Mete Soner (ETH-Zürich): </span></b><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
mso-ansi-language:EN-GB" lang="EN-GB">„Price and Risk“</span></b><b><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:EN-US"
lang="EN-US"><o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b><span
style="font-size:8.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US"><o:p> </o:p></span></b></p>
<p class="MsoNormal" style="tab-stops:45.8pt 91.6pt 137.4pt 183.2pt
229.0pt 274.8pt 320.6pt 366.4pt 412.2pt 458.0pt 503.8pt 549.6pt
595.4pt 641.2pt 687.0pt 732.8pt"><span
style="font-size:10.0pt;mso-ansi-language:EN-US;mso-fareast-language:
DE" lang="EN-US">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.<span
style="mso-spacerun:yes"> </span>However, assesment of risk
has several other
and probably more important aspects than pricing.<span
style="mso-spacerun:yes"> </span>Firstly, there are
regulatory constraints and
secondly risk management starts with a proper evaluation of
risk.<span style="mso-spacerun:yes"> </span>Mathematical
finance offers methods and also
theories for these activities.<span style="mso-spacerun:yes"> </span>In
this
talk, I will outline mathematical methods for pricing and risk
measurement.<span style="mso-spacerun:yes"> </span>Also
discuss how and why
they differ from each other.<o:p></o:p></span></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b
style="mso-bidi-font-weight:
normal"><u><span
style="font-size:8.0pt;font-family:"Times","serif";
color:#0070C0;mso-ansi-language:EN-GB" lang="EN-GB"><o:p><span
style="text-decoration:none"> </span></o:p></span></u></b></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
mso-ansi-language:EN-GB" lang="EN-GB">15:45 Uhr K & K
(Common Room)<o:p></o:p></span></b></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0"
lang="DE-AT">Dekan
Univ.-Prof. Dr. Harald Rindler</span></b><b
style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0"
lang="DE-AT"> ,
Univ. Prof. Dr. Walter Schachermayer<o:p></o:p></span></b></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:8.0pt;font-family:"Times","serif";
color:#0070C0" lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">Montag,
16. Jänner, 2012,<span style="mso-spacerun:yes"> </span>17.00
Uhr, D 101, UZA
4<o:p></o:p></span></b></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
color:#0070C0" lang="DE-AT">Wahrscheinlichkeitsseminar<o:p></o:p></span></b></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
color:black;mso-themecolor:text1" lang="DE-AT">Univ. </span></b><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
color:black;mso-themecolor:text1;mso-ansi-language:EN-US"
lang="EN-US">Prof. Dr. H. Mete
Soner:,,Merton problem with small transaction costs”<o:p></o:p></span></b></p>
<p class="MsoNormal"><span style="font-size:8.0pt;mso-ansi-language:
EN-US" lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;mso-ansi-language:DE">Montag, 16.
Jänner – Dienstag 17.
Jänner 2012, WPI, UZA 4, Seminarraum C 714<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;color:#548DD4;mso-themecolor:text2;mso-themetint:153;mso-ansi-language:EN-US"
lang="EN-US">Mini-course on "Fourier methods in mathematical
finance with applications to Energy and Commodity markets"<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;mso-ansi-language:EN-US" lang="EN-US">Organized
by WPI,<span style="mso-spacerun:yes"> </span>P. Laurence,
F. Benth, V. Kholodny<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;mso-ansi-language:EN-US" lang="EN-US"><a class="moz-txt-link-freetext" href="http://www.wpi.ac.at/event_view.php?id_activity=146">http://www.wpi.ac.at/event_view.php?id_activity=146</a><o:p></o:p></span></b></p>
<p class="MsoNormal"><span style="font-size:8.0pt;mso-ansi-language:
EN-US" lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">Montag, 16. Jänner 2012 bis
Dienstag, 28.</span></b><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:DE">
Februar 2012, Erwin Schrödinger Lecture Hall, Boltzmanngasse
9, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US">ESI </span></b><b
style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-GB"
lang="EN-GB">Workshop Automorphic Forms: Arithmetic and
Geometry<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">J.W. Cogdell, C. Moeglin,
G. Muic, J. Schwermer<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">(Details siehe Attachment)<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:8.0pt;font-family:"Times","serif""
lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">Dienstag, 17. Jänner 2012,
11:15 Uhr, S1, Althanstrasse 12<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#548DD4;mso-themecolor:text2;mso-themetint:153;mso-ansi-language:EN-US"
lang="EN-US">Complexe Analysis Seminar<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:EN-US"
lang="EN-US">Sebastian
Woblistin: TBA<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:8.0pt;font-family:"Times","serif";mso-ansi-language:EN-US"
lang="EN-US"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:DE">Dienstag,
17.
Jänner 2012, 14:00 Uhr, C 207, UZA 4<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#365F91;mso-themecolor:accent1;mso-themeshade:191;mso-ansi-language:EN-US"
lang="EN-US">Geometry and Analysis on
Groups – Research Seminar<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:EN-US"
lang="EN-US">Adam
Timar: ,,Critical percolation and graph sequences”<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
mso-bidi-font-family:Arial;mso-ansi-language:EN-GB"
lang="EN-GB">organized by G.
Arzhantseva, S. Gal, A. Timar<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
mso-bidi-font-family:Arial;mso-ansi-language:EN-GB"
lang="EN-GB"><a class="moz-txt-link-freetext" href="http://www.mat.univie.ac.at/~dosaj/GGTWien/Seminar.html">http://www.mat.univie.ac.at/~dosaj/GGTWien/Seminar.html</a><o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:8.0pt;font-family:"Times","serif";mso-ansi-language:EN-US"
lang="EN-US"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif""
lang="DE-AT">Dienstag, 17. Jänner 2012,
15:00 Uhr, D 103, UZA 4<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US">Arbeitsgemeinschaft Biomathematik<o:p></o:p></span></b></p>
<pre><b style="mso-bidi-font-weight:normal"><span style="font-size:
11.0pt;font-family:"Times New Roman","serif";mso-ansi-language:EN-US" lang="EN-US">Theresa Dvorak: ,,</span></b><b style="mso-bidi-font-weight:normal"><span style="font-size:11.0pt;
font-family:"Times New Roman","serif";mso-ansi-language:EN-US;mso-fareast-language:
DE" lang="EN-US">Genetic hitchhiking: the model of Maynard Smith and Haigh"<o:p></o:p></span></b></pre>
<pre><b style="mso-bidi-font-weight:normal"><span style="font-size:8.0pt;
font-family:"Times New Roman","serif";mso-ansi-language:EN-US;mso-fareast-language:
DE" lang="EN-US"><o:p> </o:p></span></b></pre>
<pre><b style="mso-bidi-font-weight:normal"><span style="font-size:11.0pt;font-family:"Times New Roman","serif";mso-ansi-language:
DE;mso-fareast-language:DE">Donnerstag, 19. Jänner 2012, 16:00 Uhr, Josephinum, SR,<span style="mso-spacerun:yes"> </span>Währingerstr. 25, 1090 Wien<o:p></o:p></span></b></pre>
<pre><b style="mso-bidi-font-weight:normal"><span style="font-size:11.0pt;
font-family:"Times New Roman","serif";color:#548DD4;mso-themecolor:text2;
mso-themetint:153;mso-ansi-language:EN-US;mso-fareast-language:DE" lang="EN-US">KGRC Research Seminar<o:p></o:p></span></b></pre>
<pre><b style="mso-bidi-font-weight:normal"><span style="font-size:11.0pt;
font-family:"Times New Roman","serif";mso-ansi-language:EN-US;mso-fareast-language:
DE" lang="EN-US">André Nies: ,,Borel structures and Borel theories“<o:p></o:p></span></b></pre>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;font-family:"Times","serif";
mso-ansi-language:EN-GB" lang="EN-GB">organized by Kurt Gödel
Research Center<o:p></o:p></span></b></p>
<pre><span lang="DE-AT"><a href="http://www.logic.univie.ac.at/Current_talk.html"><span style="font-size:11.0pt;mso-ansi-language:EN-US" lang="EN-US">http://www.logic.univie.ac.at/Current_talk.html</span></a></span><b style="mso-bidi-font-weight:normal"><span style="font-size:11.0pt;
font-family:"Times New Roman","serif";mso-ansi-language:EN-US;mso-fareast-language:
DE" lang="EN-US"><o:p></o:p></span></b></pre>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:8.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:DE">Donnerstag,
19.
Jänner 2012, 17:00 Uhr, C 209, UZA 4<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US">Seminar Finanzmathematik<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:black;mso-themecolor:text1;mso-ansi-language:EN-US"
lang="EN-US">Shen Li</span></b><b style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;color:black;mso-themecolor:
text1;mso-ansi-language:EN-US" lang="EN-US">: ,,</span></b><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;mso-fareast-font-family:Calibri;
mso-fareast-theme-font:minor-latin;color:black;mso-themecolor:text1;mso-ansi-language:
EN-US;mso-fareast-language:EN-US" lang="EN-US">Portfolio </span></b><b
style="mso-bidi-font-weight:
normal"><span
style="font-size:11.0pt;mso-fareast-font-family:Calibri;
mso-fareast-theme-font:minor-latin;mso-ansi-language:EN-US;mso-fareast-language:
EN-US" lang="EN-US">Optimization under Proportional
Transaction Costs in Continuous Time: A
Convex Duality Approach”<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:8.0pt;color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:DE">Freitag,
20.
Jänner 2012, 17:15 Uhr, C 207, UZA 4<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";color:#0070C0;mso-ansi-language:EN-US"
lang="EN-US">Dissertantenkolloquium<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="font-size:11.0pt;font-family:"Times","serif";mso-ansi-language:EN-US"
lang="EN-US">Philipp
Harms:,,Sobolev metrics on shape space“<o:p></o:p></span></b></p>
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