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 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

2018-05-24:
Matteo Burzoni (ETH Zürich, CH)
Arbitrage, Hedging and all that: lessons learned from the absence of a probability

2018-06-07:
Lorenzo Mercuri (University of Milan, IT)
On properties of the Mixed Tempered Stable distribution and its Multivariate Version

2018-06-14:
Stephan Eckstein (University of Konstanz, DE)
t.b.a.

2018-06-21:
Oleg Szehr (University of Vienna)
t.b.a.

2018-06-28:
Archil Gulisashvili (Ohio University, US)
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


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