Nicolas Privault (City University of Hong Kong) and Arturo Kohatsu-Higa (Osaka) will be giving seminars (workshops) at the Uni Sydney and UNSW. Nicolas Privault will talk at USyd on Tuesday, July 27 (4-6 pm, Carslaw 375) and at UNSW on Friday, July 30 (2-4 pm, room will be announced later). Title: Stochastic analysis for continuous and jump processes (Part 1 and 2) Abstract: We present a unified approach to the main tools of stochastic analysis (chaos expansions, gradient and divergence operators, integration by parts) in the framework of normal martingales, which includes Brownian motion and Poisson processes as particular cases. Applications will be given to deviation inequalities, and to hedging and sensitivity analysis in mathematical finance. Arturo Kohatsu-Higa will talk at UNSW on Friday, Aug. 6th (2-4 pm) and at USyd on Tuesday, August 10th (4-6 p.m. Carslaw 375) Title: Simulation of Levy driven SDEs Everyone is cordially invited to attend. We will also have a regular (informal) Financial Mathematics seminar during the term on Tuesday 4-6 p.m, in Carslaw 375.