Contact

   Prof. Dr. Erich Walter Farkas
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   Talks (since 1. February 2009)

• 2012 June 5, University of Trier (Germany),
  "Risk measures with multiple eligible assets"
• 2012 May 17, Morgan Stanley, New York City (USA),
  "Local volatility of volatility for the VIX market"
• 2012 May 10, Penn State University (USA), Workshop "The Mathematics of Financial Risk Management"
  "Risk measures with multiple eligle assets"
• 2012 January 25, University of Birmingham (England),
  "General acceptance sets, risk measures and optimal capital injections"
• 2011 May 5-6, University of Zürich, ETH Zürich, Workshop in honor of Ivar Ekeland
  "Mathematical Methods and Models in Finance - From Pricing Options to Quantifying Operational Risk"
• 2010 November 10, University of Birmingham (England),
  "Quantitative methods in operational risk: more or less?"
• 2010 October 29, University of Göttingen (Germany), Workshop Wirtschaftsmathematik,
  "MSc in Quantitative Finance - a joint degree of the University and of ETH Zurich"
• 2010 October 1, Technical University of Vienna (Austria), Workshop Portfolio Risk Management (PRISMA),
  "On option pricing using Levy copula processes - analytical and numerical aspects"
• 2009 October 24, Penn State University (USA), AMS Special Session on Mathematical Finance,
  "On modelling and option pricing using Levy copula processes"
• 2009 May 14, ETH Zürich, Public lecture series: Why mathematics?,
  "Mathematische Modelle für Aktienkurse"

• 2004 May 14, University of Coimbra (Portugal),
  "Negative definite functions and pseudo-differential operators generating Markov processes" (60 min.).
• 2003 March 14, University Autonoma of Madrid (Spain),
  "On Sobolev spaces of generalised smoothness and pseudo-differential operators associated to a continuous negative definite function" (60 min.).
• 2003 March 13, University Complutense of Madrid (Spain),
  "Pseudo-differential operators associated to a continuous negative definite function" (60 min.).
• 2001 February 22, University of Wales at Swansea (Wales),
  ``Sobolev spaces of generalised smoothness as domains of definition for generators of $L_p$-sub-Markovian semigroups'' (60 min.).
• 2001 February 21, Cardiff University (Wales),
  ``Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions'' (60 min.).
• 2001 February 19, University of Sussex at Brighton (England),
  Analysis Seminar of the Centre for Mathematical Analysis and Its Applications:
  ``Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions'' (60 min.).
• 200 February 3, The Nottingham Trent University (England),
  Seminar of the Department of Mathematics, Statistics and Operational Research:
  ``Eigenvalue distribution of some fractal semi-elliptic differential operators'' (60 min.).
• 2000 February 2, Cardiff University (Wales),
  ``Eigenvalue distribution of some fractal semi-elliptic differential operators'' (60 min.).
• 2000 February 1, University of Bristol (England),
  Seminar of the Pure Mathematics Group:
  ``On the domain of definition for the generators of some L_p-sub-Markovian semigroups'' (60 min.).
• 2000 January 31, University of Sussex at Brighton (England),
  Analysis Seminar of the Centre for Mathematical Analysis and Its Applications:
  ``On the generator of some $L_p$-sub-Markovian semigroups'' (60 min.).
• 2001 November 30, Friedrich Schiller University of Jena (Germany),
  "Some new results on function spaces of generalised smoothness" (90 min.).
• 1998 April 28, University of Pavia (Italy),
  "The distribution of eigenvalues for some fractal elliptic and semi-elliptic differential operators" (50 min.).
• 1998 April 22, University `La Sapienza' of Rome (Italy),
  "The distribution of eigenvalues for some fractal elliptic and semi-elliptic differential operators" (50 min.).
• 1998 January 16, Friedrich Schiller University of Jena (Germany),
  "Eigenvalue distribution of some fractal semi-elliptic differential operators" (90 min.).
• 1997 April 25, Friedrich Schiller University of Jena (Germany),
  "Traces of anisotropic function spaces on fractals and related entropy numbers" (90 min.).
• 1997 March 19, Universite Libre de Bruxelles (Belgium),
  `Partial differential equations' seminar (Prof. J.-P. Gossez):
  "Some recent results on function spaces related to fractals" (60 min.).
• 1996 November 7, University of Vienna (Austria),
  `Numerical and harmonic analysis' seminar (Prof. H.-G. Feichtinger):
  "Atomic and subatomic decompositions in anisotropic Besov-Triebel-Lizorkin spaces" (60 min.).
• 1996 June 14, Friedrich Schiller University of Jena (Germany),
  "Atomic decompositions in anisotropic function spaces" (90 min.).
• 1994 July 12, Johannes Gutenberg University of Mainz (Germany),
  `Functional analysis' seminar (Prof. B. Gramsch):
  "On the Calderon-Zygmund extension operator for Orlicz-Sobolev spaces" (90 min.).
• 1994 March 25, Friedrich Schiller University of Jena (Germany),
  "An embedding theorem for abstract Sobolev spaces" (90 min.).

• Invited conference talks
• 2002 August 29 - September 3, The First Sino-German Conference on Stochastic Analysis, A Satellite Conference of ICM 2002, Beijing (China),
  "On pseudo-differential operators associated to a continuous negative definite function" (25 min.)
• 2002 August 29 - September 2, Fractal Geometry and Applications, A Satellite Conference of ICM 2002, Nanjing (China),
  "Fractal drums and spectral theory for elliptic and semi-elliptic differential operators" (40 min.).
• Further conference talks
• 2001 June/July, Teistungen (Germany); International Conference ``Function Spaces, Differential Operators, and Nonlinear Analysis''
  in honour of Hans Triebel on his 65th birthday
  " Function spaces of generalised smoothness in the theory of Markov processes" (20 min).
• 2001 June, Thurnau (Germany); Bavarian Mathematical Kolloquium:
  "On a problem from the theory of sub-Markovian semigroups - between functional analysis and stochastics'' (50 min.).
• 2001 March, Bielefeld (Germany); Conference "New Trends in Potential Analysis and Applications":
  "On function spaces of generalised smoothness in the theory of Markov processes" (20 min.).
• 2000 September, Dresden (Germany); Annual Meeting of the German Mathematical Union, Functional Analysis Section:
  ``On sub-Markovian semigroups and the domain of definition of their generator'' (20 min.)
• 2000 July, Barcelona (Spain); Third European Mathematical Congress, Poster Session:
  ``The behaviour of the eigenvalues for a class of operators related to some self-affine fractals in the plane''.
• 1999 December, Bielefeld (Germany); Workshop ``Analysis of jump processes and their generators''}:
  ``On Bessel potential spaces associated to continuous negative definite functions'' (50 min.).
• 1999 February, Muenchen (Germany); Workshop ``Stochastic processes and related topics'':
  ``On Dirichlet forms related to subordinate reflected diffusions in non-smooth domains'' (45 min.).
• 1998 June, Prague (Czech Republic); Spring School ``Nonlinear Analysis, Function Spaces, Differential Operators'':
  ``Eigenvalue distribution of some fractal semi - elliptic differential operators'' (20 min.).
• 1997 November, Siegmundsburg (Germany); Winter School "Stochastic analysis":
  "Eigenvalue distribution of anisotropic fractal drums" (30 min.).
• 1997 October, Jena (Germany); Workshop "Differential Equations, Spectral Theory, Function Spaces":
  "On the distribution of the eigenfrequencies of anisotropic fractal drums" (30 min.).
• 1996 September, Coimbra (Portugal); Summer School "Spectral Analysis and Related Topics":
  "Atomic decompositions in anisotropic function spaces" (20 min.).
• 1996 September, Jena (Germany); Annual Meeting of the German Mathematical Union, Real analysis section:
  "Atomic decompositions in anisotropic function spaces" (20 min.).
• 1994 August, Zurich (Switzerland); International Congress of Mathematicians}, Poster Session:
  "An embedding theorem for generalized Orlicz-Sobolev spaces".
• 1994 June, Sinaia (Romania); XV National Meeting "Topological ordered vector spaces":
  "A density result in abstract Sobolev spaces" (20 min.).
• 1993 June, Sinaia (Romania); XIV National Meeting "Topological ordered vector spaces":
  "Vector valued functions with bounded slope variation" (20 min.).
• 1992 June, Sinaia (Romania); XIII National Meeting "Topological ordered vector spaces":
  "On functions with (o)-bounded variation" (20 min.).