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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 30.11.2015, 16:45-17:45, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Birgit Rudloff (WU Vienna)
http://www.wu.ac.at/statmath/faculty-staff/faculty/birgit-rudloff/
"Systemic risk and beyond: scalar versus multivariate approaches"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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University of Vienna, Faculty of Mathematics
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We., 02.12.2015, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Jan Maas (IST Austria)
http://www.janmaas.org/
15:00
"Optimal transport and the isoperimetric inequality"
(Junior Kolloquium)
(15:45 coffee & cake)
16:15
"Optimal transport in discrete probability"
(Mathematisches Kolloquium)
For further details (including abstracts) see
http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortr%C3%…
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 03.12.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Kim Weston (Carnegie Mellon University, Pittsburgh, US)
http://www.andrew.cmu.edu/user/kimberly/
"When is the dual optimizer a martingale?"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://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., 26.11.2015, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
16:30:
Ruodu Wang (University of Waterloo, Canada)
http://sas.uwaterloo.ca/~wang/
"Recent advances in risk aggregation and dependence uncertainty"
(Vienna Seminar in Mathematical Finance and Probability)
17:30:
Christian Bayer (WIAS Berlin, Germany)
https://www.wias-berlin.de/~bayerc/
"Pricing under rough volatility"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 27.10.2015, 16:30, room SR D4.4.008
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor
Yee Whye Teh (University of Oxford, UK)
http://www.stats.ox.ac.uk/~teh/
"Bayesian Nonparametrics in Mixture and Admixture Modelling"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/statmath/resseminar/en/
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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TU Wien - Press articles concerning Dr. Jonas Hirz, FAM @ TU Wien
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2015-11-20: "Mit Risiko muss man rechnen", TU Wien
http://www.tuwien.ac.at/aktuelles/news_detail/article/9798/
2015-11-17: "Sub auspiciis Promotionen an der TU Wien", TU Wien
https://www.tuwien.ac.at/aktuelles/news_detail/article/9785/
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Announcement of a talk organised by the Lions Club Wien Ambassador
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We., 18.11.2015, 19:00, Zeichensaal 3,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, green section
Thorsten Rheinländer (FAM @ TU Wien)
https://www.fam.tuwien.ac.at/~rheinlan/
"Flash Crashes an den Börsen und automatisierter Hochfrequenzhandel"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/abstracts/20151118_LionsClub_Rheinlaender.p…
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 19.11.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Francesco Caravenna (University of Milano-Bicocca, Italy)
http://www.matapp.unimib.it/~fcaraven/
"Multi-linear Central Limit Theorems and Scaling Limits
of Disordered Systems"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Spängler IQAM Research Center
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Mo., 23.11.2015, 14:00-19:00, Reitersaal
OeKB, 1010, Strauchgasse 3, Reitersaal, ground floor
Investment Seminar
Spängler IQAM Research Center
For further details (including abstracts) see
http://www.si-researchcenter.at/events/investment-seminar
Registration per E-Mail an investment.seminar(a)si-researchcenter.at
necessary until 16.11.2015 (today)!
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 12.11.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Maren Schmeck (University of Cologne, DE)
http://www.mi.uni-koeln.de/~mschmeck/
"Pricing options on forwards in energy markets: the role of mean
reversion's speed"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Research Institute for Regulatory Economics
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Tu., 10.11.2015, 08:30-17:30, Clubraum / LC (Library & Learning Center)
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor
Workshop
"Energiemärkte im Wandel - Aktuelle Entwicklungen
bei Regelenergie, Market Coupling und X-Faktor"
For further details (including programm) see
http://www.wu.ac.at/regulation/news/en/
Registration until 02.11.2015!
To find the room on the WU Campus search for "LC.2.400" on:
http://gis.wu.ac.at/?roomShow=LC.2.400
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