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FAM @ TU Wien
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Tu., 29.10.2013, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
First talk within the Seminar about "High Frequency Trading"
speaker: Lukas Fabrykowski (TU Wien)
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We., 30.10.2013, 12:00-13:00, lecture hall FH 3
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section
Peter Friz (TU Berlin)
http://page.math.tu-berlin.de/~friz/
"On the probability density function of baskets"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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University of Vienna, Faculty of Mathematics
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Th., 31.10.2013, 17:00, seminar room 11
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Nicolas Perkowski (HU Berlin)
http://www2.mathematik.hu-berlin.de/~perkowsk/
"Pathwise integration in model free finance"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
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University of Vienna, Faculty of Mathematics
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Th., 17.10.2013, 17:00, seminar room 11
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Yiqing Lin (University of Vienna)
http://plone.mat.univie.ac.at/people/details?memberid=1355
"Discussion on some recent work of robust superhedging"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
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WU Wien, Institute for Statistics and Mathematics
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The Institute for Statistics and Mathematics is pleased to invite you
to the Opening Symposium "Stochastics, Economics, and Architecture"
at the new WU campus which will take place on Friday, November 22, 2013.
During the symposium, a special session is held in the afternoon in
honour of Helmut Strasser on the occasion of his 65th birthday, with
Arnold Janssen (Heinrich-Heine-Universität Düsseldorf), Ludger
Rüschendorf (Albert-Ludwigs-Universität Freiburg), and Hartmut
Milbrodt (Universität Rostock) as invited speakers.
Additional invited speakers at the symposium are Hans Föllmer
(Humboldt-Universität zu Berlin), Robert Kohn (Australian School of
Business, The University of New South Wales), and Steve Scott (Google
Inc.).
Please visit our website for a detailed program:
http://visitstatmath.wu.ac.at/
The social program includes an architectural walk (a guided tour on
the new campus), a lunch buffet, and a reception in the evening.
Participation is free, but to facilitate the planning of this event,
we kindly request on-line registration prior to November 1, 2013 at
http://visitstatmath.wu.ac.at/registration.php
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University of Vienna, Faculty of Mathematics
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Th., 10.10.2013, 17:00, seminar room 11
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Sergio Pulido (Swiss Finance Institute @ EPFL, CH)
https://sites.google.com/site/sergiopulidonino/
"Quadratic BSDEs arising from a price impact model
with exponential utility"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
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FAM @ TU Wien
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This winter term the Tuesday's seminar of FAM will deal with:
High Frequency Trading.
Original works to the themes microstructure, volatility and limit order
book will be discussed. You can find references here:
http://fam.tuwien.ac.at/contact/temp/SE_High_Frequency_Trading_1.pdf
The seminar is addressed to final-year Master or a PhD students as well
as for researchers.
Persons who want to attend should write a short email to
Thorsten Rheinlaender <rheinlan(a)fam.tuwien.ac.at>.
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University of Vienna, Faculty of Mathematics
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Th., 03.10.2013, 17:00, seminar room 12 (mathematics)
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Miklós Rásonyi (University of Edinburgh, UK)
http://www.maths.ed.ac.uk/people/show?person=207
"Superhedging under superlinear liquidity costs"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
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Other departments @ TU Wien
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Tu., 08.10.2013, 17:00, lecture hall HS 15
1040 Wien, Karlsplatz 13, Hauptgebäude der TU Wien, Stiege III, 3. OG
Dr. Andreas Chai (Griffith Univ. Brisbane, Australia)
http://www.griffith.edu.au/business-government/griffith-business-school/dep…
"What is the Future of Consumption?"
(Public Lecture Series Economic Theory and Policy)
For further details (including abstracts) see
http://www.econ.tuwien.ac.at/events/
Lecture hall HS 15 (map):
http://www.wegweiser.ac.at/tuwien/hoersaal/H15.html
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