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Timetable

FAM-Seminars

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

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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

2017-06-08:
Alexander Drewitz (Universität zu Köln, DE)
Sign clusters of the Gaussian free field percolate on Zd, d = 3

2017-06-20:
Alexander Steinicke (University of Graz, Austria)
Backward Stochastic Differential Equations and Applications

2017-06-22:
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


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