*************************************************************************** DDDDD YY YY NNN NN SSSSSS TTTTTTTT OOOOOOO CCCCCC HH HH DD DD YY YY NNNN NN SS TT OO OO CC HH HH DD DD YY NN NN NN SSSSSS TT OO OO CC HHHHHHH DD DD YY NN NNNN SS TT OO OO CC HH HH DDDDD YY NN NNN SSSSSS TT OOOOOOO CCCCCC HH HH NEWSLETTER SEPTEMBER 5, 2002 **************************************************************************** CONTENTS: 1) New Young Researchers in DYNSTOCH 2) A DYNSTOCH Event in Mainz: Estimation Procedures for Stochastic Differential Equations 3) Symposium on Financial Econometrics 4) Meeting on Insurance and Financial Mathematics ---------------------------------------------------------------------------- YOUNG RESEARCHERS IN THE NETWORK. ================================= Antonis Papapantoleon works at the University of Freiburg from 1 September 2002 till 31 August, 2003. Jürgen Schmiegel will work at the University of Aarhus from 1 November 2002 till 30 April 2003. ---------------------------------------------------------------------------- Announcement: A DYNSTOCH EVENT IN MAINZ. ======================================== A series of 4 lectures on A Review on Estimation Procedures for Stochastic Differential Equations will be given by Mathieu Kessler (University of Cartagena) at the University of Mainz, November 6-8, 2002. The following topics will be covered: stochastic differential equations parametric inference discrete sampling estimating functions generalized method of moments approximation of the likelihood approximation of the score function The lectures will give a survey on a field of recent important developments in statistics of diffusion processes. All interested participants are welcome. The beginning of the first lecture is planned for Wednesday, November 6 2002, 14 h, and the last lecture will finish approximately Friday, November 8 2002, 12 h. The lectures will take place at Fachbereich 17 Mathematik-Informatik, Universitaet Mainz, Staudingerweg 9, D-55099 Mainz. The lectures are organized in the framework of the DFG-Schwerpunktprogramm Interagierende stochastische Systeme von hoher Komplexitaet and all interested persons from the DFG Schwerpunkt are welcome; they are organized jointly with the EU network Statistical Methods for Dynamical Stochastic Models in the sense that all 'young researchers' of the EU network are cordially invited to this series of lectures. For non-local participants, involved in the DFG-Schwerpunktprogramm or coming from the EU network, I can reserve some rooms in a guesthouse on the university campus: if you intend to come and if you need a room during the series of lectures, please let me know up to September 15, 2002 by email (hoepfner@mathematik.uni-mainz.de). Please make sure that your travel costs and local expenses will be covered by YOUR organization. For young researchers in the EU-network: please check with your team leader that your team can cover your travel and local expenses (according to the rules of the network, a problem exists for members of German teams wishing to travel to a place in Germany). An updated announcement with more details will appear under http://www.mathematik.uni-mainz.de/~hoepfner in the second part of september. Hoping to see many of you at Mainz for an interesting series of lectures, best regards Reinhard Hoepfner ----------------------------------------------------------------------------- The Second T.N. Thiele Symposium on Financial Econometrics ---------------------------------------------------------- Thursday 17 - Friday 18 October, 2002 Laboratory of Actuarial Mathematics and Department Statistics and Operations Research, University of Copenhagen The subject of the second T.N. Thiele Symposium is financial econometrics with particular focus on credit risk, statistical inference for financial models given by stochastic differential equations and extreme value theory. The invited speakers are: Yacine Ait-Sahalia, Princeton, USA. Casper de Vries, Rotterdam, Netherlands. Greg Duffee, Berkeley, USA. Joost Driessen, Amsterdam, Netherlands. Tom Engsted, Aarhus, Denmark. Patrick Houweling, Rotterdam, Netherlands. Catherine Laredo, Paris, France. Jesper Lund, Copenhagen, Denmark. Anders Rahbek, Copenhagen, Denmark. Joel Reneby, Stockholm, Sweden. Neil Shephard, Oxford, United Kingdom. Catalin Starica, Gothenburg, Sweden. For more information and registration see http://www.math.ku.dk/~michael/thiele2/ ----------------------------------------------------------------------------- The 4th NoonToNoon Meeting on Insurance and Financial Mathematics -- Theory and Practice October, 10-11.2002 Åbo Akademi University, Department of Mathematics A meeting on insurance and financial mathematics is organised in Turku, Finland, in October 10 - 11, 2002. The aim of this meeting is to bring together practitioners of mathematics and statistics in insurance and financial markets and researchers and graduate students in different academic institutions doing research in or related to insurance and financial mathematics. Invited speaker: - Thomas Mikosch, Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark Registration and more information: http://www.abo.fi/fak/mnf/mate/noontonoon.html