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University of Vienna, Department of Statistics and Operations Research
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Mo., 2.6.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12. Stock
Nikolaus Hautsch (ISOR, Univ. Wien)
http://homepage.univie.ac.at/nikolaus.hautsch/
"Hochfrequenz auf Finanzmärkten - Fluch oder Segen?"
(Antrittsvorlesung / Inaugural lecture)
Interview im uni:view magazin:
http://medienportal.univie.ac.at/uniview/professuren/detailansicht/artikel/…
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 22.05.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Christos E. Kountzakis (Univ. of the Aegean, GR, Univ. of Vienna, AT)
"The Order Form of the Fundamental Theorems of Asset Pricing"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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TU Wien - Mathematikerinnen und Mathematiker in der Berufspraxis
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Di., 27.05.2014, 17:00, Freihaus Hörsaal 8 (Nöbauer Hörsaal),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. Stock, gelber Bereich
Carina Götzen and Onnen Siems (Meyerthole Siems Kohlruss GmbH, DE)
"Mathematik in der Versicherungsbranche - ein Tag
im Leben eines Aktuars in der Beratungsbranche"
Weitere Information unter:
http://fam.tuwien.ac.at/jobs/20140527_berufspraxis.pdf
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EAJ 2014 - 2nd European Actuarial Journal (EAJ)
Conference & Educational Workshop
Vienna University of Technology, September 8-12, 2014
http://www.fam.tuwien.ac.at/eaj2014/
Submission of Contributed Talks & Posters possible until May 31, 2014!
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University of Vienna, Faculty of Mathematics
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Tu., 20.05.2014, 17:00, seminar room 10
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
José Miguel Zapata (Univ. of Murcia & BBVA asset management, Spain)
http://es.linkedin.com/pub/jose-miguel-zapata/28/46a/578
"Locally L^0-convex modules and conditional risk measures"
Abstract:
Locally L^0-convex modules are thought to be the suitable analytic
foundation for conditional risk measures. With respect this idea, we
review the notion of locally L^0-convex topologies and provide a
characterization theorem of locally L^0-convex topologies induced by a
family of L^0-seminorms, giving a counterexample of a locally L^0-convex
topology which cannot be induced by any family of L^0-seminorms. We also
review some important results drawn from convex analysis and adapted to
L^0-modules: hyperplane separation theorems for L^0-modules as well as
continuity, subdifferentiability and a dual representation of
Fenchel-Moreau type for L^0-convex functions from L^0-modules into L^0.
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University of Vienna, Faculty of Mathematics
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Mo., 12.05.2014, 17:00-18:00, Sky-Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Anders Rahbek (Univ. Copenhagen)
http://www.econ.ku.dk/rahbek/
"Bootstrapping Nonstationary Heteroscedastic Vector
Autoregressive Models"
(ISOR Kolloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 15.5.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Alexander Fribergh (Université Paul Sabatier, FR)
http://www.cims.nyu.edu/~fribergh/
"Biased random walk on supercritical percolation clusters"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Vienna Graduate School of Finance (VGSF)
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Fr., 16.05.2014, 11:00, room D3.0.221
WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Igor Makarov (London Business School)
http://faculty.london.edu/imakarov/
"Arbitrage Trading with Marking-to-market and Price Impact"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.221" on:
http://gis.wu.ac.at/?roomShow=D3.0.221
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========================================================================
EAJ 2014 - 2nd European Actuarial Journal (EAJ)
Conference & Educational Workshop
Vienna University of Technology, September 8-12, 2014
http://www.fam.tuwien.ac.at/eaj2014/
========================================================================
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 5.5.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Markus Reiß (Humboldt-Universität zu Berlin)
http://www.math.hu-berlin.de/~mreiss/
"Optimal estimation of linear functionals
in irregular nonparametric models"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 8.5.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Fabio Bellini (University of Milano-Bicocca, IT)
http://www.economia.unimib.it/BELLINI
"Elicitable risk measures and expectiles"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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