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University of Vienna, Faculty of Mathematics
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Mo, 26.11.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Noam Berger (The Hebrew University of Jerusalem)
http://www.ma.huji.ac.il/~berger/
"Random walk and percolation in balanced random environments"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html
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Th, 29.11.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Josef Teichmann (ETH Zurich)
http://www.math.ethz.ch/~jteichma/
"Robust calibration of models in finance"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12.html
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WPI - Wolfgang Pauli Institut
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Pauli Symposium
on
Mathematical Modeling:
new directions and applications
Monday, 26.11.2012, 15:00-18:00, Salon rouge
1090 Wien, Währinger Str. 30, Institut français - Palais Glam-Callas
15:00 Welcome
15:10 Pierre-Louis Lions (Collège de France)
"On Mean Field Games"
15:45 Sylvie Meleard (Ecole Polytechnique)
"Stochastic modeling of Darwinian evolution"
16:20 Ivar Ekeland (Univ. Paris-Dauphine)
"Modeling limited liability"
17:00 Cocktail
For further details see:
http://www.wpi.ac.at/event_view.php?id_activity=174http://www.wpi.ac.at/themedata/Pauli-Symposium-MathModel-26Nov2012
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Pre-announcement of an WPI-event next year
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Mini-Course on Model Risk
^^^^^^^^^^^^^^^^^^^^^^^^^
Speaker: Denis Talay (INRIA)
http://www-sop.inria.fr/members/Denis.Talay/me.html)
Date: June 18-19, 2013
The duration of the mini-course will be 8 hours in sum.
Place: Wolfgang Pauli Institut
1090 Vienna, Norberstrasse 15
Registration:
Registration is free, but is mandatory!
Please register by sending an email to <laurenceWPI(a)gmail.com>
Please send only one email per registree,
i.e. please do not try and register a second person.
Registration will close when all seats are taken.
Abstract:
The objective of these lessons is to show that model risk, particularly
financial model risk, is intrinsic to stochastic modelling, and that its
analysis opens new challenging mathematical and numerical questions. We
will also present recent results which concern strategies which, issued
from the technical analysis, do not rely on a specific mathematical
model and therefore are robust w.r.t model risk. Various theories will
be used, such as statistics of random processes, stochastic control,
Malliavin calculus, backward stochastic differential equations,
viscosity solutions of nonlinear Partial Differential equations. However
the course will be self-contained
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University of Vienna, Faculty of Mathematics
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Th, 22.11.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Pietro Siorpaes (University of Vienna)
http://mat.univie.ac.at/~siorpap2/index.html
"Hardy Semi-martingales and L^p integrators"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12.html
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WU Wien, Institute for Statistics and Mathematics
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Fr, 23.11.2012, 9:15, seminar room of 'Statistics and Mathematics'
1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415
Andrea Riebler (niversität Zürich)
http://www.biostat.uzh.ch/aboutus/people/riebler.html
"Estimation and extrapolation of time trends in multivariate
registry data using Bayesian age-period-cohort models"
(Research seminar - Statistics and Mathematics)
For further details see
http://www.wu.ac.at/statmath/en/resseminar
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Pre-announcement of an WPI-event next week
------------------------------------------------------------------------
Pauli Symposium
on
Mathematical Modeling:
new directions and applications
Monday, 26.11.2012, 15:00-18:00, Salon rouge
1090 Wien, Währinger Str. 30, Institut français - Palais Glam-Callas
15:00 Welcome
15:10 Pierre-Louis Lions (Collège de France)
"On Mean Field Games"
15:45 Sylvie Meleard (Ecole Polytechnique)
"Stochastic modeling of Darwinian evolution"
16:20 Ivar Ekeland (Univ. Paris-Dauphine)
"Modeling limited liability"
17:00 Cocktail
For further details see:
http://www.wpi.ac.at/event_view.php?id_activity=174http://www.wpi.ac.at/themedata/Pauli-Symposium-MathModel-26Nov2012
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Announcement of talks organised by FAM @ TU Wien
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Tu, 13.11.2012, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 7th floor, green section
Piet Porkert (FAM @ TU Wien)
http://www.fam.tuwien.ac.at/~porkert/
"Small time central limit theorems
for semimartingales with applications"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/vr/
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University of Vienna, Faculty of Mathematics
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Mo, 12.11.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Nicolas Perkowski (HU Berlin)
http://www2.mathematik.hu-berlin.de/~perkowsk/
"Paraproducts and controlled distribution"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html
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WU Wien, Institute for Statistics and Mathematics
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Fr, 16.11.2012, 9:15, seminar room of 'Statistics and Mathematics'
1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415
Wolfgang Härdle (HU Berlin)
http://www.case.hu-berlin.de/members/persons/haerdle
"Risk Patterns and Correlated Brain Activities.
Multidimensional statistical analysis of fMRI data
with application to risk patterns"
(Research seminar - Statistics and Mathematics)
For further details see
http://www.wu.ac.at/statmath/en/resseminar
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Announcement of talks organised by FAM @ TU Wien
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Tu, 6.11.2012, 16:30, seminar room 107
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 7th floor, green section
Carole Bernard (University of Waterloo)
http://www.carole.bernard.free.fr/
"Mean-Variance Optimal Portfolios in the Presence
of a Benchmark with Applications to Fraud Detection"
(Lecture Series Financial and Actuarial Mathematics)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/vr/
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University of Vienna, Faculty of Mathematics
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Mo, 5.11.2012, 17:00, seminar room D 1.01
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Paul Mueller (Johannes Kepler University Linz)
http://shrimp.bayou.uni-linz.ac.at/Papers/publ-mueller.html
"A Decomposition for Hardy Martingales"
(Seminar on Probability Theory)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS12_prob.html
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