FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 

Timetable

FAM-Seminars

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/

2017-04-06:
Todor Bilarev (HU Berlin, DE)
Superhedging with transient impact

2017-04-27:
Katia Colaneri (University of Perugia, IT)
Unit-linked life insurance policies: optimal hedging in partially observable market models

2017-05-04:
Zehra Eksi (WU Wien)
Portfolio optimization: a pure jump model with unobservable characteristics and linear market impact

2017-05-11:
Ales Cerny (Cass Business School, UK)
Convex duality and Orlicz spaces in expected utility maximization


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