------------------------------------------------------------------------
University of Vienna, Faculty of Mathematics
------------------------------------------------------------------------
Th., 30.01.2014, 17:00, seminar room 11
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Damir Filipovic (Swiss Finance Institute @ EPFL)
http://sfi.epfl.ch/filipovic
"Linear-Rational Term Structure Models"
(Seminar on Mathematical Finance)
For further details see
http://www.fam.tuwien.ac.at/events/ or
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
------------------------------------------------------------------------
------------------------------------------------------------------------
Arbeitsgemeinschaft Diskrete Mathematik, TU Wien
------------------------------------------------------------------------
Tu., 21.01.2014, 15:15-16:45, Dissertantenraum
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 8th floor, green section
Stefan Gerhold (FAM @ TU Wien)
http://fam.tuwien.ac.at/~sgerhold/
"Disproof of a conjecture by Rademacher on partial fractions"
(Seminar Arbeitsgemeinschaft Diskrete Mathematik)
For further details (including abstracts) see
http://www.dmg.tuwien.ac.at/nfn/agdm.html
------------------------------------------------------------------------
University of Vienna, Faculty of Mathematics
------------------------------------------------------------------------
Th., 23.01.2014, 17:00, seminar room 11
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Lingqi Gu (University of Vienna)
"Discussion on the article of G. Benedetti and L. Campi (2011):
'Multivariate utility maximization with
proportional transaction costs and random endowment'"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
------------------------------------------------------------------------
To Whom it May Concern,
the talk of Mathieu Rosenbaum this Thursday is cancelled.
Mr. Rosenbaum will visit the funeral of the well known frech
mathematician Mark Yor, who passed away last week:
http://www.academie-sciences.fr/academie/membre/Yor_Marc.htm
Below you can find a talk this friday organized by the VGSF which might
also be interesting for mathematicians.
Best regards,
Sandra (Trenovatz)
------------------------------------------------------------------------
CANCELLED:
^^^^^^^^^^
Th., 16.01.2014
Mathieu Rosenbaum (University Pierre and Marie Curie, Paris 6)
"Limit theorems for nearly unstable Hawkes processes"
------------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Graduate School of Finance (VGSF)
------------------------------------------------------------------------
Fr., 17.01.2014, 11:00, room TC.4.27 (4th floor)
1020 Vienna, Welthandelsplatz 1, WU Campus, Building TC
Paul Schneider (University of Lugano)
https://sites.google.com/site/paulgschneider/
"Generalized Risk Premia - The Economic Value of Predictability"
(Finance Research Seminar)
You can find abstract & paper here:
http://www.vgsf.ac.at/fileadmin/user_upload/P/2014_Schneider_Generalized_Ri…
For further details of the seminar see:
http://www.vgsf.ac.at/finance-research-seminar/
To find the room on the new WU Campus search for the room number
"TC.4.27" on: http://gis.wu.ac.at/
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of talks organised by FAM @ TU Wien
------------------------------------------------------------------------
Tu., 14.01.2014, 16:30, seminar room 107,
1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Petra Posedel (Zagreb School of Economics and Management, Croatia)
http://edu.zsem.hr/~pposedel/
"Asymptotic analysis for optimal estimating functions
for a class of stochastic volatility models with jumps"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------
University of Vienna, Faculty of Mathematics
------------------------------------------------------------------------
Th., 16.01.2014, 17:00, seminar room 11
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Mathieu Rosenbaum (University Pierre and Marie Curie, Paris 6)
http://www.crest.fr/ses.php?user=3046
"Limit theorems for nearly unstable Hawkes processes"
(Seminar on Mathematical Finance)
For further details see
http://www.fam.tuwien.ac.at/events/ or
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
------------------------------------------------------------------------
------------------------------------------------------------------------
University of Vienna, Faculty of Mathematics
------------------------------------------------------------------------
Th., 09.01.2014, 17:00, seminar room 11
1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Sebastian Andres (University of Bonn)
http://wt.iam.uni-bonn.de/andres/
"Invariance Principle for the Random Conductance Model
in a degenerate ergodic enviroment"
(Seminar on Mathematical Finance)
For further details see
http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html
------------------------------------------------------------------------