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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/ - REGISTRATION OPEN NOW!
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HFT 2016
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High Frequency Trading - Curse or Blessing?
September 22-23, 2016
Vienna, Austria
http://hft2016.univie.ac.at/
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ASD 2016
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5th Austrian Stochastic Days
June 30 - July 1, 2016
TU Graz, Austria
See preliminary information (german & english) below.
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Subject: Austrian Stochastic Days, Vorinformation (preliminary info)
From: ASD2016 <austrian.stochasticdays(a)gmail.com>
Liebe Kolleginnen und Kollegen !
Dies ist eine Vor-Information:
in diesem Jahre werden die Austrian Stochastic Days
von Wolfgang Woess + N.N. an der
TU Graz organisiert.
Termine: Donnerstag 30.6. und Freitag 1.7.2016
(Die 2. Septemberhälfte ist durch andere Ereignisse ausgefüllt.)
Webseite, Hauptredner/innen und alle weiteren Details folgen später.
Es wird hilfreich sein, die folgenden Prä-Registrierungs-
Daten (je bälder desto besser) an die email-Adresse
austrian.stochasticdays(a)gmail.com
zu erhalten:
- Nachname Vorname
- wissenschaftliche Einrichtung (Uni,...)
- Absicht, einen Vortrag zu halten
Herzliche Grüße, Wolfgang Woess
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Dear colleagues,
this is a preliminary information:
this year, the Austrian Stochastic Days are going to be
organised by Wolfgang Woess + N.N. at TU Graz.
They will take place on Thursday June 30 + Friday July 1.
(The 2nd half of September is filled by other activities).
Webpage, keynote speaker(s) and all further details
will be provided later on.
It will be helpful to receive (the sooner the better !)
the following pre-registration data to the email address
austrian.stochasticdays(a)gmail.com
- Name + first name
- scientific organisation
- intention to give a talk
Thank you, with best regards
Wolfgang Woess
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 11.01.2016, 16:45-17:45, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Holger Dette (Ruhr University Bochum)
http://www.ruhr-uni-bochum.de/mathematik3/dette.html
"Quantile spectral analysis"
(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., 14.01.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Martin Herdegen (ETH Zurich, Switzerland)
https://people.math.ethz.ch/~martherd/
"Equilibrium models with small transaction costs"
(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., 15.01.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Omiros Papaspiliopoulos (Universitat Pompeu Fabra)
http://www.econ.upf.edu/~omiros/
"Building MCMC "
(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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Vienna Graduate School of Finance (VGSF)
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Fr., 15.01.2016, 11:00, room D3.0.221
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Ernst-Ludwig von Thadden (University of Mannheim)
http://vonthadden.vwl.uni-mannheim.de/
"A Corporate Governance Asset Pricing Model: Theory and Evidence"
(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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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 07.01.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Blanka Horvath (ETH Zurich, Switzerland)
https://people.math.ethz.ch/~horvathb/
"Mass at Zero and small-strike implied volatility expansion
in the SABR Model"
(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., 08.01.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor
Ivan Mizera (University of Alberta, Canada)
http://www.stat.ualberta.ca/~mizera/index.html
"Borrowing Strength from Experience: Empirical Bayes Methods and
Convex Optimization"
(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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