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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 29.6.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Elisa Alos (Universitat Pompeu Fabra, Barcelona, ES)
https://econ.upf.edu/es/entry/-/-/11640/403/elisa-al%C3%B2s
"On the relationship between implied volatilities and volatility
swaps: a Malliavin calculus 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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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 29.6.2017, 17:15, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Ramin Okhrati (University of Southampton, GB)
http://www.southampton.ac.uk/maths/about/staff/ro1d12.page
"Hedging of defaultable securities under partial asset observation"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Announcement of Public PhD Thesis Defense at TU Wien
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Mo., 19.6.2017, 12:00, seminar room DA grün 05,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 5th floor
Arpad Pinter (FAM @ TU Wien)
"Small-Time Asymptotics, Moment Explosion
and the Moderate Deviations Regime"
(Public PhD Thesis Defense)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Tu., 20.6.2017, 16:30, seminar room DA grün 06A
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Alexander Steinicke (University of Graz, Austria)
https://www.uibk.ac.at/mathematik/personal/steinicke/steinicke.html
"Backward Stochastic Differential Equations and Applications"
(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., 22.6.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Châu Ngọc Huy (Alfréd Rényi Institute of Mathematics, HU)
https://sites.google.com/site/chaungochuyvn/
"On fixed gain recursive estimators
with discontinuity in the parameters"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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ÖMG-DMV Congress in Salzburg
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19th ÖMG Congress oand Annual DMV Meeting
Paris-Lodron University of Salzburg
September 11-15, 2017
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Public lecture by Walter Schachermayer
http://oemg-dmv-2017.sbg.ac.at/index.php/program/public-lecture
Sections:
S13. Probability Theory:
(organised by Mathias Beiglböck & Peter Friz)
S15. Financial and Actuarial Mathematics
(organised by Gerhard Larcher & Jan Kallsen)
http://oemg-dmv-2017.sbg.ac.at/index.php/program/sections
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SUBMISSION possible until June 30, 2017
through the online registration system:
https://cats.host/oemg-dmv2017/cats2/cats21/src/login/
(http://oemg-dmv-2017.sbg.ac.at/index.php/registration-abstract-submission)
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TU Wien & AVÖ: IME 2017
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21st International Congress on
Insurance: Mathematics and Economics
Vienna, July 3-5, 2017
IME Educational Workshop
Vienna, July 6-7, 2017
REGISTRATION DEADLINE:
June 20, 2017
For details see:
https://fam.tuwien.ac.at/ime2017/
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Wolfgang Pauli Institute (WPI)
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Second Conference on the Mathematics of Energy Markets
Vienna, July 4-6, 2017
Pre-Conference Intensive Course by Prof. Almut Veraart
Vienna, July 3, 2017
REGISTRATION DEADLINE:
June 15, 2017
For details see:
http://www.mn.uio.no/math/english/research/groups/store/events/conferences/…
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Tu., 6.6.2017, 16:30, seminar room DA grün 06A
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Marcel Nutz (Columbia University, USA)
http://www.math.columbia.edu/~mnutz/
"A Mean-Field Competition"
(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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Tu., 6.6.2017, 12:00, room SR D4.0.133
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Philipp Illeditsch (Univ. of Pennsylvania, US)
https://fnce.wharton.upenn.edu/profile/pille/
"Disagreement about Inflation and the Yield Curve"
(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 "D4.0.133" on:
http://gis.wu.ac.at/?roomShow=D4.0.133
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 8.6.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Alexander Drewitz (Universität zu Köln, DE)
http://www.mi.uni-koeln.de/~drewitz/
"Sign clusters of the Gaussian free field percolate on ℤ^d, d ≥ 3"
(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., 9.6.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Tobias Fissler (University of Bern)
http://www.imsv.unibe.ch/ueber_uns/personen/dr_fissler_tobias/
"Testing the maximal rank of the volatility process
for continuous diffusions observed with noise"
(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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