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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 22.01.2018, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Jean-Michel Zakoian (CREST, Paris)
http://www.crest.fr/ses.php?user=3078
"Estimation risk for the VaR of portfolios driven
by semi-parametric multivariate models"
(ISOR Colloquium)
The seminar is preceded by tea and coffee with the speaker in the ISOR
meeting room (6.511, 6th floor) at 16.15.
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 25.01.2018, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Omar El-Euch (Univ. Pierre et Marie Curie - Paris 6)
https://fr.linkedin.com/in/omar-el-euch-2a699746
"Multi-factor approximation of rough volatility models"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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University of Vienna, Faculty of Mathematics
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We., 10.1.2018, 16:15-17:15, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Mathieu Rosenbaum (Ecole Polytechnique)
http://www.crest.fr/ses.php?user=3046
"Understanding the nature of volatility"
(Mathematisches Kolloquium)
15:45 coffee & cake, Sky-Lounge
bread & wine after the talk
For further details (including abstracts) see
http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraege…
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 11.01.2018, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Matthias Meiners (University of Innsbruck)
https://stochastics-mathematics.uibk.ac.at/index.php/staff/scientificstaff/…
"Convergence of Biggins' martingales at complex 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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WU Wien, Institute for Statistics and Mathematics
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Fr., 12.01.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Eric Finn Schaanning (ETH Zürich)
https://www.math.ethz.ch/the-department/people.html?u=ericsc
"Measuring systemic risk: The Indirect Contagion Index"
(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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Oesterreichische Nationalbank
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Fr., 12.01.2018, 11:00, Veranstaltungssaal
Österreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna
Bernhard Haslhofer (Austrian Institute of Technology)
http://bernhardhaslhofer.info/
"O Bitcoin, Where Art Thou?
Insight into Large-Scale Transaction Graphs"
OeNB Research seminar:
https://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
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