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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 05.10.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Oleg I. Klesov and Elena Timoshenko
(National Technical University of Ukraine)
http://matan.kpi.ua/en/people/klesov/
"Generalized renewal processes with
applications to stochastic differential equations"
(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., 6.10.2017, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Efstathia Bura (TU Wien)
http://astat.tuwien.ac.at/bura/
"Near-equivalence in Forecasting Accuracy of Linear
Dimension Reduction Methods in Large Panels of Macro-variables"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/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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A week later ...
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FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics
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Tu., 10.10.2017, 16:30, Seminarraum DB gelb 03
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 3rd floor, yellow section
Sabrina Mulinacci (University of Bologna, IT)
https://www.unibo.it/sitoweb/sabrina.mulinacci/
"Generalizations of the Marshall-Olkin distribution and applications"
(Vortragsreihe in Finanz- und Versicherungsmathematik)
Due to limited space we ask for registration!
For further details (including abstracts) see:
https://fam.tuwien.ac.at/vr/
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Erwin Schrödinger Int. Institute for Mathematics and Physics (ESI)
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Mo.-Fr., October 9-13, 2017, ESI, Boltzmanngasse 9, 1090 Wien
Workshop 2 - Tractability of high dimensional problems
A few of the talks might be interesting for people in the area of
financial mathematics, e.g.,
David Krieg
"Optimal Monte Carlo Methods for L2-Approximation"
(10.10.2017, 16:00-16:30)
Michaela Szölgyenyi
"Strong convergence of the Euler-Maruyama scheme for SDEs with
discontinuous drift"
(11.10.2017, 10:30-11:00)
Andreas Neuenkirch
"An adaptive Euler scheme for SDEs with discontinuous drift coefficients"
(11.10.2017, 11:00-11:30)
Arnulf Jentzen
"Stochastic approximation algorithms for second-order parabolic partial
differential equations"
(12.10.2017, 11:30-12:00)
Paweł Przybyłowicz
"Recent developments in optimal global approximation of solutions of
jump-diffusion SDEs"
(12.10.2017, 16:00-16:30)
For program (all talks) please see:
https://esi2017.wordpress.com/participants-workshop-2/
There is no official registration, but due to limited space we suggest
to write an email to secr(a)esi.ac.at and tell which talk(s) you will attend.
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WU Wien, Institute for Finance, Banking and Insurance
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Mo., 18.09.2017, 16:00-17:15, 12:00, room D4.0.039
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Lasse H. Pedersen (Copenhagen Business School)
http://www.lhpedersen.com/
"Efficiently Inefficient Markets
for Assets and Asset Management"
(Finance Brown Bag Seminar)
For further details (including abstracts) see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
To find the room on the WU Campus search for "D4.0.039" on:
http://gis.wu.ac.at/?roomShow=D4.0.039
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University of Vienna, guest of W. Schachermayer
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Tu., 19.09.2017, 16:30, 'Besprechungszimmer 2'
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Mikio Kato (Kyushu Institute of Technology, JP)
https://www.researchgate.net/profile/Mikio_Kato
"Some inequalities in the Banach space geometry"
For abstract see
http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraege…
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Recruitment talks for professorhip 'Stochastics' at Univ. of Vienna
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We., 20.9.2017 - Fr., 22.9.2017, 'Dekanatsbesprechungszimmer'
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 11th floor
Noam Berger (TU München)
Nathanaël Berestycki (University of Cambridge)
Andreas Kyprianou (University of Bath)
Erika Hausenblas (Montanuniversität Leoben)
Martina Hofmanová (TU Berlin)
For all details including abstracts see
https://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraeg…
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TU Wien, "Actuarial Modelling Club" (nächste Woche - U.A.w.g.)
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Di., 26.9.2017, 16:30, Freihaus Hörsaal 8 (Nöbauer Hörsaal)
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2.OG, gelber Bereich
Marc Linde (BELTIOS P&C GmbH, Köln)
"Erfahrungen mit der versicherungsmathematischen
Funktion in Schaden/Unfall"
(Actuarial Modelling Club)
Details zu Vortrag und Anmeldung siehe:
https://fam.tuwien.ac.at/vr/20170926.php
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