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.

seminars within one week
Tu, 26.09.2017
Marc Linde (BELTIOS P&C GmbH)
16:30, FH 8 Nöbauer HS (Freihaus, 2. OG, gelber Bereich)
Erfahrungen mit der versicherungsmathematischen Funktion in Schaden/Unfall
Veranstaltungsreihe "Actuarial Modelling Club"
other future seminars
Tu, 10.10.2017
Sabrina Mulinacci homepage (Sabrina Mulinacci University of Bologna)
16:30, Seminarraum DB gelb 03 (Freihaus, 3rd floor, yellow area)
Asymptotic methods and approximations on financial markets with stochastic volatility
Vortragsreihe aus Finanz- und Versicherungsmathematik
(show past seminars)
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Vienna Seminar in Mathematical Finance and Probability

Thursdays, 16:30 - max. 18:00,
seminar room SR11 (University of Vienna), Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor.

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

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

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

2017-10-05:
Oleg Klesov and Elena Timoshenko (National Technical University of Ukraine)
Generalized renewal processes with applications to stochastic differential equations

2017-10-12:
Gaoyue Guo (University of Oxford, UK)
t.b.a.


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