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.

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
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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/

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

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

Gaoyue Guo (University of Oxford, UK)

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