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Vienna Seminar MFP

VCMF 2019

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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.

seminars within one week
	Mo, 24.06.2019	Frank Schiller (Munich Re) 17:00, Freihaus Hörsaal 6 (Freihaus, 2. OG, grün) "Moderne Life-Style Produkte in der Lebensversicherung mit Big Data und Machine Learning" Veranstaltungsreihe "Actuarial Modelling Club"
(show past seminars)
(expand all abstracts)

Vienna Seminar in Mathematical Finance and Probability

Thursdays, 16:15 - (max.) 17:45,
Seminar room DC rot 07 (TU Wien), "Freihaus" building, red section, 7th floor.

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

2019-01-10:
Christian Bayer (WIAS)
A regularity structure for rough volatility

2019-01-17:
Maike Klein (FAM @ TU Wien)
Optimal Stopping Problems with Expectation Constraints

2019-01-24:
Nathael Gozlan (Université Paris Descartes)
Optimal transport for barycentric transport costs

2019-04-04:
Hanna Wutte (ETH Zurich)
t.b.a.

2019-04-18: different time: 16:45-17:45 and venue: ESI, Bolzmanngasse 9 1090 Wien, Boltzmann Lecture Hall
Josef Teichmann (ETH Zurich, CH)
Machine Learning in Finance

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

VCMF 2019
Vienna Congress on Mathematical Finance
Mon–Wed, Sept. 9–11, 2019

VCMF Educational Workshop
Thu–Fri, Sept. 12–13, 2019

Regular Events / Seminars

Vienna Seminar in Mathematical Finance and Probability (VS-MFP)
This seminar is jointly organised by the following research units / departments:
- Financial and Actuarial Mathematics, TU Wien
- Mathematical Finance and Probability Theory, University of Vienna
- Statistics and Mathematics, Vienna University of Economics and Business
Research Seminar - Statistics and Mathematics
Institute for Statistics and Mathematics, WU Wien
Vienna Probability Seminar (VPS)
IST Austria and University of Vienna
Finance Research Seminar of the VGSF
Vienna Graduate School of Finance (VGSF)
Finance Brown Bag Seminar
Institute for Finance, Banking and Insurance, WU Wien, jointly with the Vienna Graduate School of Finance (VGSF)
Brown Bag Seminar
Department of Finance, University of Vienna
ISOR Colloquium
Department of Statistics and Operations Research, University of Vienna
OeNB Research Seminars
Oesterreichische Nationalbank