------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Tu., 03.12.2019, 16:30, lecture hall: GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock
Dr. Florian Gach, Österreichische Finanzmarktaufsicht (FMA)
"Analytische Validierungsformeln für die Berechnung
des besten Schätzwerts in der klassischen Lebensversicherung"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/events/vr/20191203.php
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 5.12.2019, 16:30, lecture hall HS11
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Stefan Gerhold (TU Wien)
https://fam.tuwien.ac.at/~sgerhold/
"Dynamic trading under integer constraints"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
University of Vienna, Faculty of Mathematics
------------------------------------------------------------------------
We., 4.12.2019, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
15:45 coffee & cake
16:15
Jérôme Bolte (Toulouse School of Economics, FRA)
https://www.tse-fr.eu/people/jerome-bolte
"Convergence of gradient curves:Lojasiewicz nequalities,
functional inequalities and optimal transport"
(Mathematisches Kolloquium)
afterwards vinum cum pane
For further details (including abstracts) see
http://mathematik.univie.ac.at/newsevents/mathematisches-kolloquium/
------------------------------------------------------------------------
--
------------------------------------------------------------------------
ViZuS 2019 - Vienna-Zurich Symposium for young researchers
------------------------------------------------------------------------
*ViZuS 2019*
Vienna-Zurich Symposium for young researchers
in Financial Mathematics and related fields
Wed - Fri, Nov. 27 - 29, 2019
Freihaus building of TU Wien, Vienna, Austria
*Special Guest / Keynote Speaker:*
- Walter Schachermayer (University of Vienna)
*Schedule:*
https://fam.tuwien.ac.at/vizus2019/#schedule
For more details please see:
https://fam.tuwien.ac.at/vizus2019/
------------------------------------------------------------------------
Oesterreichische Nationalbank
------------------------------------------------------------------------
Fr., 29.11.2019, 11:00, Veranstaltungssaal
Oesterreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna
Anna A. Obizhaeva (New Economic School, RU)
http://pages.nes.ru/aobizhaeva/
"Market Microstructure Invariance and Transaction Costs"
For registration (until 26.11.2019!) and abstract see:
https://www.oenb.at/en/Calendar/2019/2019-11-29-fridayseminar-obizhaeva.html
------------------------------------------------------------------------
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Tu., 19.11.2019, lecture hall SR 14
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
16:30
Christian Schmeiser (Uni Wien)
"Can entropy dissipation for Markov processes by time reversal
be generalized to nonlinear evolution problems?"
(Vienna Seminar in Mathematical Finance and Probability)
17:30
Paul Eisenberg (University of Liverpool, UK)
"t.b.a."
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Tu., 19.11.2019, 16:30, lecture hall: GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock
Martin Hahn (International Association of Insurance Supervisors)
"Insurance Capital Standard"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/events/vr/20191119.php
------------------------------------------------------------------------
PDE Afternoon
------------------------------------------------------------------------
We., 20.11.2019, 14:00-14:45, lecture hall HS 11
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Carlo Orrieri (University of Trento, Italy)
"A variational approach to the planning problem"
(PDE Afternoon)
For further details see
https://npde.tuwien.ac.at/public/pde_afternoon/?semester=WS2019-20
------------------------------------------------------------------------
--
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fr., 15.11.2019, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Patrick Cheridito (ETH Zurich)
https://people.math.ethz.ch/~patrickc/
"Deep optimal stopping"
(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
------------------------------------------------------------------------
------------------------------------------------------------------------
ViZuS 2019 ... NEWS!
------------------------------------------------------------------------
*Special Guest / Keynote Speaker:*
- Walter Schachermayer (University of Vienna)
Talk: "Stochastic Portfolio Theory"
*ViZuS 2019*
Vienna-Zurich Symposium for young researchers
in Financial Mathematics and related fields
Wed, November 27, 2019 (afternoon) - Fri, November 29, 2019 (evening)
Freihaus building of TU Wien, Vienna, Austria
For submission & registration see
https://fam.tuwien.ac.at/vizus2019/
------------------------------------------------------------------------
Save the date!
------------------------------------------------------------------------
Advances in Mathematical Finance and Optimal Transport
June, 20-26, 2020,
Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy
Organised by
Beatrice Acciaio (LSE), Mathias Beiglböck (Uni Vienna), Christa Cuchiero
(WU Vienna), Irene Klein (Uni Vienna), Josef Teichmann (ETH Zurich)
More detailed information is available on the webpage of the CRM:
http://www.crm.sns.it/event/448/
------------------------------------------------------------------------
------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Tu., 05.11.2019, 17:00, lecture hall: GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock
Reinhold Kainhofer (Generali Versicherung und AVÖ/ÖFdV)
"Überprüfung der Angemessenheit der Rententafel AVÖ 2005-R"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fr., 08.11.2019, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Christoph Belak (TU Berlin, DE)
http://belak.ch/
"Stochastic Impulse Control: Recent Progress and Applications"
(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
------------------------------------------------------------------------
FAM @ TU Wien: ViZuS 2019
------------------------------------------------------------------------
Vienna-Zurich Symposium for young researchers
in Financial Mathematics and related fields (ViZuS 2019)
Wed, November 27, 2019 (afternoon)
- Fri, November 29, 2019 (evening)
Freihaus building of TU Wien, Vienna, Austria
For submission & registration see
https://fam.tuwien.ac.at/vizus2019/
------------------------------------------------------------------------