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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 06.04.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Todor Bilarev (HU Berlin, DE)
https://www2.mathematik.hu-berlin.de/~bilarev/
"Superhedging with transient impact"
(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., 07.04.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Firdevs Ulus (Bilkent University)
http://firdevs.bilkent.edu.tr/firdevs/Home.html
"Utility Indifference Pricing under Incomplete Preferences"
(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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Vienna Graduate School of Finance (VGSF)
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Fr., 07.04.2017, 11:00, room D3.0.221
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Christian Julliard (London School of Economics)
http://personal.lse.ac.uk/julliard/defaults/Home.html
"An Information-Theoretic Asset Pricing Model"
(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 Wien, University of Vienna and WU Vienna
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Th., 30.3.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Daniel Bartl (University of Konstanz, DE)
https://sites.google.com/site/danielbartlmath/
"Pointwise time-consistent convex expectations"
(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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Th., 30.03.2017, 13:00, room SR D4.0.019
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Doron Avramov (The Hebrew University of Jerusalem, IL)
http://pluto.huji.ac.il/~davramov/
"Bonds, Stocks, and Sources of Mispricing"
(Finance Brown Bag Seminar)
For further details (including abstracts) see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/summer-term-2017/
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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WU Wien, Institute for Statistics and Mathematics
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Fr., 31.03.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Thorsten Schmidt (Universität Freiburg, DE)
https://www.stochastik.uni-freiburg.de/professoren/schmidt
"Unbiased estimation of risk"
(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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========================================================================
IME 2017
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21st International Congress on
Insurance: Mathematics and Economics
&
IME Educational Workshop
Mon-Wed, July 3-5 & Thu-Fri, 6-7, 2017,
Vienna, Austria
https://fam.tuwien.ac.at/ime2017/
!!! Submission is open until April 7, 2017 !!!
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 16.3.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Hadrien De March (CMAP, École Polytechnique, FR)
"Structure of martingale transport plans in general dimensions"
(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 Wien, University of Vienna and WU Vienna
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Th., 9.3.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Johannes Heiny (Univ. of Copenhagen & Aarhus University, Denmark)
http://www.math.ku.dk/english/staff/?pure=en/persons/477390/
"Limit theorems for the largest eigenvalues of the sample covariance
matrix of a heavy-tailed time series"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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