------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
We., 30.03.2016, seminar room FH grün 04 (TU Wien),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
14:00
Martin Keller-Ressel (TU Dresden, Germany)
http://www.math.tu-dresden.de/~mkeller/
"Implied Volatilities from Strict Local Martingales"
(Vienna Seminar in Mathematical Finance and Probability)
15:00
Michael Kupper (Universität Konstanz, Germany)
http://cms.uni-konstanz.de/math/kupper/
"Duality formulas for robust pricing and hedging in discrete time"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 17.03.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Miklos Rasonyi (Renyi Institute, Hungarian Academy of Sciences)
http://renyi.mta.hu/~rasonyi/
"Optimal investment in the APM of Ross"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
========================================================================
ASD 2016
------------------------------------------------------------------------
5th Austrian Stochastic Days
June 30 - July 1, 2016
TU Graz, Austria
http://www.math.tugraz.at/mathc/stochdays/
========================================================================
VCMF 2016
------------------------------------------------------------------------
Vienna Congress on Mathematical Finance
& VCMF Educational Workshop
September 12-14 & 15-16, 2016
Vienna, Austria
https://fam.tuwien.ac.at/vcmf2016/
========================================================================
SOfA 2016
------------------------------------------------------------------------
Set-Optimization for Applications
Third International Conference on Set-Valued Variational Analysis and
Set Optimization with Applications in Economics, Finance, Statistics and
Game Theory
September 19-23, 2016
WU Wien, Austria
http://sofa2016.wu.ac.at/
========================================================================
HFT 2016
------------------------------------------------------------------------
High Frequency Trading - Curse or Blessing?
September 22-23, 2016
Vienna, Austria
http://hft2016.univie.ac.at/
-----------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of Public PhD Thesis Defense at TU Wien
------------------------------------------------------------------------
Mo., 07.03.2016, 10:00, Freihaus, Zeichensaal 3,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 7th floor
Cetin Gülüm (FAM @ TU Wien)
"Consistency of Option Prices under Bid-Ask Spreads
and Implied Volatility Slope Asymptotics"
(Public PhD Thesis Defense)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/?showabstract=20160307
------------------------------------------------------------------------
Uni Wien, lecture on Regularity structures
------------------------------------------------------------------------
We., 09.03.2016-27.04.2016, 9:00-11:15 & 11.30-13.00, seminar room 1
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, ground floor
Josef Teichmann (ETH Zurich)
lecture "Regularity structures"
For further details see:
https://people.math.ethz.ch/~jteichma/index.php?content=teach_regularitystr…
------------------------------------------------------------------------
WU Wien, Institute for Finance, Banking and Insurance
------------------------------------------------------------------------
We., 09.03.2016, 12:00, room SR D4.0.136
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Otto Randl (WU Wien)
https://www.wu.ac.at/en/finance/people/faculty/otto-randl/
"Dividend Risk Premia"
(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 "D4.0.136" on:
http://gis.wu.ac.at/?roomShow=D4.0.136
------------------------------------------------------------------------