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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 05.02.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Patrick Beißner (Bielefeld University, DE)
https://www.sites.google.com/site/beissnerpatrick/
"Microeconomic Theory of Financial Markets
under Uncertain Volatility"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Further talk at University of Vienna
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Fr., 06.02.2015, 15:00, seminar room SR11
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Ludovic Tangpi (University of Konstanz, DE)
http://www.math.uni-konstanz.de/~tangpi/
"Representation of convex increasing functionals with countably
additive measures and applications to finance"
For further details (including abstracts) see
http://goo.gl/UnB1KC
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University of Vienna, Dept. of Statistics and Operations Research
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Mo., 26.01.2015, 15:30-16:30, ISOR-meeting room (6.511)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor
Vincent Guigues (LIP6)
http://webia.lip6.fr/~guigue/wikihomepage/pmwiki.php
"Hypotheses testing on the optimal values of several risk-neutral or
risk-averse convex stochastic programs and application to hypotheses
testing on several risk measure values."
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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WU Wien, Institute for Statistics and Mathematics
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Workshop on
Operations Research and Stochastics in Economics and Business
Wednesday, January 21, 2015
09:00–10:00: Birgit Rudloff, Princeton University
"Multivariate risks"
11:00–12:00: Hamed Amini, EPFL Lausanne
"Systemic risk in financial networks"
14:00–15:00: Agatha Murgoci, Copenhagen Business School
"A theory of Markovian time-inconsistent
stochastic control"
Wednesday, January 28, 2015
09:00–10:00: Xiang Yu, University of Michigan
"On the market viability unter proportional
transaction costs"
Location: WU Wien, Building D4, Room D4.4.008
For further details (including abstracts) see
http://goo.gl/zSTgC4
or http://www.wu.ac.at/statmath/resseminar
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 22.1.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Dan Hackmann (York University, CA)
http://www.danhackmann.com/
"Analytical methods for Lévy processes with applications to finance"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 15.1.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Florian Baumgartner (University of Innsbruck, AT)
http://www.uibk.ac.at/mathematik/personal/baumgartner/
"Representations of infinite dimensional Lévy processes
and subordination"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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