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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 2.5.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Johannes Morgenbesser (OeNB)
"Fundamental Review of the Trading Book"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Vienna Graduate School of Finance (VGSF)
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Fr., 4.5.2018, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Svetlana Bryzgalova (Stanford University)
https://people.stanford.edu/bryzgals/
"The Consumption Risk of Bonds and Stocks"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/events/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 2.5.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Johannes Morgenbesser (OeNB)
"Fundamental Review of the Trading Book"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Vienna Graduate School of Finance (VGSF)
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Fr., 4.5.2018, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Svetlana Bryzgalova (Stanford University)
https://people.stanford.edu/bryzgals/
"The Consumption Risk of Bonds and Stocks"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/events/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
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Vienna City Marathon
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Sunday, 22.4.2018, starting at 9:00
Please keep the finger crossed for the three relay marathon teams of
FAM: "speed measure", "random walk" and "expected shortfall".
:-)
For further details see
http://www.vienna-marathon.com/
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WU Wien, Institute for Finance, Banking and Insurance
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Tu., 24.4.2018, 12:00, room D5.1.003
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D5, 1st floor
Giorgia Simion (Ca' Foscari University of Venice, IT)
https://sites.google.com/unive.it/giorgiasimion/
"Basel Liquidity Regulation and Credit Risk Market Perception:
Evidence from Large European Banks"
(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 "D5.1.003" on:
http://gis.wu.ac.at/?roomShow=D5.1.003
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 25.4.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Christopher Summer (BAWAG P.S.K.)
"Analytics und Big Data im Marketing einer Bank"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 26.4.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Claudio Fontana (Paris Diderot University (Paris VII), FR)
https://sites.google.com/site/fontanaclaud/
"The Value of Informational Arbitrage"
(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., 27.4.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Nicole Bäuerle (Karlsruhe Institute of Technology, DE)
http://www.math.kit.edu/stoch/~baeuerle/en
"Optimal Control of Partially Observable
Piecewise Deterministic Markov Processes"
(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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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 16.4.2018, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Yarema Okhrin (Universität Augsburg)
http://www.wiwi.uni-augsburg.de/bwl/okhrin/team_okhrin/yarema_okhrin/
"Vine-based modelling of (multivariate)
realized volatility time series"
(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/isor-colloquium/
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WU Wien, Institute for Statistics and Mathematics
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We., 18.4.2018, 12:30, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Eric Eisenstat (University of Queensland, Australia)
https://economics.uq.edu.au/profile/2138/eric-eisenstat
"Efficient Estimation of Structural VARMAs
with Stochastic Volatility"
(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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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 18.4.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Ferenc Domes (Universität Wien)
http://www.mat.univie.ac.at/~dferi/
"DAGOPT - ein Bindeglied zwischen Wissenschaft und Industrie"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 11.4.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
David Wimmesberger (Universität Wien)
"Mathematische Modelle in der Lebensversicherung"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 12.4.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Christoph Kühn (Johann Wolfgang Goethe-Universität, DE)
https://www.math.uni-frankfurt.de/~ismi/kuehn/
"How local in time is the no-arbitrage property
under capital gains taxes?"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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