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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 04.05.2015, 16:15 (!) - 17:15, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Rama Cont (Imperial College London)
http://www.imperial.ac.uk/people/r.cont
"Fire sales, endogenous risk and price-mediated contagion:
modeling, monitoring and regulation"
(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., 07.05.2015, 16:30, seminar room 101C
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Ulrich Horst (Humboldt-Universität zu Berlin, DE)
http://www2.math.hu-berlin.de/Math-Net/members/horstu.rdf.html
"A Functional Limit Theorem for Limit Order Books
with State Dependent Price Dynamics"
(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 Finance, Banking and Insurance
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We., 28.04.2015, 12:00, room SR D4.0.019 (EG)
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Maria Chaderina (WU)
http://www.wu.ac.at/finance/people/faculty/maria-chaderina/en/
"Covenants, Systemic Risk and Discretion in Credit-Line Contracts:
Theory and Evidence."
(Finance Brown Bag Seminar)
For further details (including abstracts) see
http://www.wu.ac.at/finance/research/bbs/summer-term-2015/en/
To find the room on the WU Campus search for "D4.0.019" on:
http://gis.wu.ac.at/?roomShow=D4.0.019
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 30.04.2015, 16:30, seminar room 101C
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Christophe Profeta (Université d'Evry Val d'Essonne, FR)
http://www.maths.univ-evry.fr/pages_perso/cprofeta/
"Peacocks and Associated Martingales"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Vienna Graduate School of Finance (VGSF)
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Fr., 24.04.2015, 11:00, room D3.0.221
WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Nikolaus Hautsch (University of Vienna)
http://homepage.univie.ac.at/nikolaus.hautsch/
"The Hidden Side of the Market Order Exposure
and Liquidity Coordination"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/index.php?id=172
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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ASD 2015
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4th Austrian Stochastics Days
September 28-29, 2015
Vienna, Austria
https://fam.tuwien.ac.at/asd2015/
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VCMF 2016
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Vienna Congress on Mathematical Finance
September 12-14, 2016
VCMF Educational Workshop
September 15-16, 2016
Vienna, Austria
https://fam.tuwien.ac.at/vcmf2016/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 16.04.2015, 16:30, seminar room 101C
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
David Ruiz Baños (University of Oslo, NO)
http://www.mn.uio.no/math/english/people/aca/davidru/
"Construction of higher order differentiable strong solutions
of SDEs with discontinuous coefficients driven
by fractional Brownian motion"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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