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.

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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/

2017-12-20: (Wednesday!)
Alexander Cox (University of Bath, UK)
Measure-value martingales (or martingale measures), and financial applications

2018-01-11: CANCELLED! / Wegen Erkrankung des Vortragenden ABGESAGT!
Matthias Meiners (University of Innsbruck)
Convergence of Biggins' martingales at complex parameters

Omar El-Euch (Université Pierre et Marie Curie - Paris 6, FR)
Multi-factor approximation of rough volatility models

Ludovic Tangpi (University of Vienna)

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The above seminars are also announced via the FAM-news mailing list, one of the public mailing lists maintained by FAM.

Regular Events / Seminars