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.

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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/

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

Wed., 2017-07-19, 11:00-12:00, seminar room DB gelb 04 ("Freihaus" building, yellow section, 4th floor):
Peter Friz (TU Berlin, DE)
General semimartingales and rough paths

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

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