------------------------------------------------------------------------
University of Vienna, Faculty of Mathematics
------------------------------------------------------------------------
Mo., 01.07.2013, 11:30-12:30, seminar room D 1.07
1090 Wien, Nordbergstraße 15, University of Vienna, UZA 4, 1st floor
Christian Bender (Saarland University)
http://www.math.uni-sb.de/ag/bender/benderE.html
"A first-order BSPDE for swing option pricing"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarSS13.html
------------------------------------------------------------------------
Sixth European Summer School in Financial Mathematics
University of Vienna, August 26 to 30, 2013
http://www.mat.univie.ac.at/~finance_hp/summer_school_Vienna_2013/
!!! Registration closes on June 30, 2013 !!!
http://www.mat.univie.ac.at/~finance_hp/summer_school_Vienna_2013/registrat…
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of talks organised by FAM @ TU Wien
------------------------------------------------------------------------
Tu, 18.06.2013, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Eberhard Mayerhofer (Dublin City University, Ireland)
http://www.eberhard-mayerhofer.com/
"Mean Variance Optimisation with Transaction Costs"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Th, 20.06.2013, 15:00-16:00, seminar room of Statistics and Mathematics
1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415
Kemal Dinçer Dingeç (Boğaziçi University, Istanbul)
"New Control Variates for Levy Processes and Asian Options"
(Research seminar - Statistics and Mathematics)
For further details see
http://www.wu.ac.at/statmath/en/resseminar
------------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fr, 14.06.2013, 9:15, seminar room of 'Statistics and Mathematics'
1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415
Alex McNeil (Heriot-Watt University, Edinburgh)
http://www.ma.hw.ac.uk/~mcneil/
"Copula Families that Generalise the Archimedean Class"
(Research seminar - Statistics and Mathematics)
For further details see
http://www.wu.ac.at/statmath/en/resseminar or
http://www.wu.ac.at/statmath/resseminar/talks/talkmcneil2
------------------------------------------------------------------------
WPI - Wolfgang Pauli Institute
------------------------------------------------------------------------
Mini-Course on Model Risk
June 19-20, 2013, Wolfgang Pauli Institut
http://www.wpi.ac.at/event_view.php?id_activity=172
------------------------------------------------------------------------
========================================================================
SORRY, THE FOLLOWING WORKSHOP AT WU WIEN WAS ANNOUNCED BY MISTAKEN.
IT ALREADY TOOK PLACE IN APRIL :-/
Workshop on Current Topics in Mathematical Finance 2013
April 18-19, 2013, Vienna University of Economics and Business
http://mafin2013.wu.ac.at/
------------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Th, 14.06.2013, 9:15, seminar room of 'Statistics and Mathematics'
1090 Wien, Augasse 2-6, WU Wien, UZA 2, Level 4, 2H415
Alex McNeil (Heriot-Watt University, Edinburgh)
http://www.ma.hw.ac.uk/~mcneil/
"Copula Families that Generalise the Archimedean Class"
(Research seminar - Statistics and Mathematics)
For further details see
http://www.wu.ac.at/statmath/en/resseminar or
http://www.wu.ac.at/statmath/resseminar/talks/talkmcneil2
------------------------------------------------------------------------
WU Wien - Vienna University of Economics and Business
------------------------------------------------------------------------
Workshop on Current Topics in Mathematical Finance 2013
April 18-19, 2013, Vienna University of Economics and Business
http://mafin2013.wu.ac.at/
------------------------------------------------------------------------
WPI - Wolfgang Pauli Institute
------------------------------------------------------------------------
Mini-Course on Model Risk
June 19-20, 2013, Wolfgang Pauli Institut
http://www.wpi.ac.at/event_view.php?id_activity=172
------------------------------------------------------------------------
Additionally to today's Public PhD Thesis Defense of Karin Hirhager
there are two further talks this week - both on Friday.
Please find details (as far as I could figure out) below.
Best regards, Sandra Trenovatz
------------------------------------------------------------------------
Vienna Graduate School of Finance (VGSF)
------------------------------------------------------------------------
Fr., 07.06.2013, 11:00, Seminar Room 1 (ground floor)
1190 Wien, Heiligenstädter Strasse 46-48, WU Wien, Building H46
Damir Filipovic (École Polytechnique Fédérale de Lausanne)
http://sfi.epfl.ch/filipovic
"t.b.a."
(Finance Research Seminar)
For further details see
http://www.vgsf.ac.at/activities/seminars.htm
------------------------------------------------------------------------
FAM @ TU Wien
------------------------------------------------------------------------
Fr., 07.06.2013, 15:15, Freihaus Hörsaal 2
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow section
Thomas Bruss (Université Libre de Bruxelles, Belgium)
http://homepages.ulb.ac.be/~tbruss/
"Überleben und Lebensstandard, oder Grenzen der Gesellschaft -
Schlussfolgerungen aus einem neuen Verzweigungsprozess-Modell"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of Public PhD Thesis Defense at TU Wien
------------------------------------------------------------------------
We., 05.06.2013, 16:00, conference room of the Deanery,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, green section, 9th floor
(8th floor, then staircase in the green area)
Karin Hirhager (FAM @ TU Wien)
"Adapted Dependence with Applications
to Financial and Actuarial Risk Management"
(Public PhD Thesis Defense)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of Public PhD Thesis Defense at TU Wien
------------------------------------------------------------------------
We., 05.06.2013, 16:00, conference room of the Deanery,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, green section, 9th floor
(8th floor, then staircase in the green area)
Karin Hirhager (FAM @ TU Wien)
"Adapted Dependence with Applications
to Financial and Actuarial Risk Management"
(Public PhD Thesis Defense)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------