Timetable

FAM-Seminars

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

Vienna Seminar in Mathematical Finance and Probability

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

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

2018-04-12:
Christoph Kühn (Johann Wolfgang Goethe-Universität, DE)
How local in time is the no-arbitrage property under capital gains taxes?

2018-04-26:
Claudio Fontana (Paris Diderot University (Paris VII), FR)
The Value of Informational Arbitrage

2018-05-09: NB: This talk takes place at University of Vienna, OMP 1, SR4 at 14:00
Tahir Choulli (University of Alberta, CA)
Martingales classification and decomposition for progressively enlarged filtrations with applications to finance and insurance

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.

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, Vienna University of Technology
  • Mathematical Stochastics, Vienna University of Technology
  • 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
   
• 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