Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  




Tuesdays, 16:30 - max. 18:00, seminar room DA grün 06, TU Vienna, "Freihaus", green section, 6th floor.

(show past seminars)
(expand all abstracts)

Vienna Seminar in Mathematical Finance and Probability

Thursdays, 16:30 - max. 18:00,
Seminar room DA red 07 (TU Wien), "Freihaus" building, red section, 7th floor.

For abstracts and past seminars see: https://fam.tuwien.ac.at/vs-mfp/

2017-06-06, 16:30 in seminar room DA grün 06A (Freihaus, green section, 6th floor)
Marcel Nutz (Columbia University, USA)
A Mean-Field Competition

Alexander Drewitz (Universität zu Köln, DE)
Sign clusters of the Gaussian free field percolate on Zd, d = 3

Alexander Steinicke (University of Graz, Austria)
Backward Stochastic Differential Equations and Applications

Châu Ngoc Huy (Alfréd Rényi Institute of Mathematics, HU)
On fixed gain recursive estimators with discontinuity in the parameters

2017-06-29, 16:30
Elisa Alos (Universitat Pompeu Fabra, Barcelona, ES)
On the relationship between implied volatilities and volatility swaps: a Malliavin calculus approach

2017-06-29:, 17:15
Ramin Okhrati (University of Southampton, GB)
Hedging of defaultable securities under partial asset observation

FAM-news Mailing List

The above seminars are also announced via the FAM-news mailing list, one of the public mailing lists maintained by FAM.

Upcoming Workshops/Conferences

Regular Events / Seminars