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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 03.11.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Rémi Peyre (Universität Wien)
"Fractional Brownian motion, financial mathematics
and stopping times"
(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., 27.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Alexander Schnurr (University of Siegen, Germany)
http://www.uni-siegen.de/fb6/src/schnurr/
"The Spectrum of Applications of the Probabilistic Symbol"
(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., 20.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Friedrich Hubalek (TU Wien)
https://tiss.tuwien.ac.at/person/40760
"A binomial order book model and its Brownian limit"
(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., 21.10.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Peter Bank (TU Berlin)
http://page.math.tu-berlin.de/~bank/
"Hedging with Temporary Price Impact"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/en/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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Österreichische Nationalbank
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Fr., 21.10.2016, 11:00, Veranstaltungssaal
Österreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna
Sven Seuken und Steffen Schuldenzucker University of Zurich
https://www.ifi.uzh.ch/en/ce/people/seuken.htmlhttps://www.ifi.uzh.ch/en/ce/people/schuldenzucker.html
"Clearing Payments in Financial Networks with Credit Default Swaps"
OENB Research seminar:
https://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
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FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics
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Tu., 11.10.2016, 16:30, Seminarraum BD 02
TU Wien, 1060 Wien, Getreidemarkt 9, Bauteil BD Hoftrakt, 2nd floor
Yuliya Mishura (National University of Kyiv, Ukraine)
http://probability.univ.kiev.ua/?page=userinfo&person=myus&lan=en
"Asymptotic methods and approximations on financial
markets with stochastic volatility"
(Vortragsreihe in Finanz- und Versicherungsmathematik)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 13.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Torben Krüger (IST Austria)
http://http://pub.ist.ac.at/~tkrueger/
"Local eigenvalue statistics for random matrices
with general short range correlations"
(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., 6.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Alexander Cox (University of Bath)
http://www.maths.bath.ac.uk/~mapamgc/
"Model-independent pricing with additional
information: a Skorokhod embedding approach"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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