FAM-news April 2018

fam-news@fam.tuwien.ac.at

1 participants
5 discussions

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Uni Wien, Vortragsreihe "Finanzmathematik und Data Science" ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

6 years, 6 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

6 years, 6 months

reminder for upcoming seminars and talks [and marathons]

by Sandra Trenovatz

------------------------------------------------------------------------ Vienna City Marathon ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Uni Wien, Vortragsreihe "Finanzmathematik und Data Science" ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

6 years, 6 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Uni Wien, Vortragsreihe "Finanzmathematik und Data Science" ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

6 years, 6 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Uni Wien, Vortragsreihe "Finanzmathematik und Data Science" ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

6 years, 7 months

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FAM-news April 2018