------------------------------------------------------------------------
Workshop 2 of the Thematic Program "Optimal Transport"
------------------------------------------------------------------------
Mo.-Fr, 03.- 07.05.2109, Boltzmann Lecture Hall, 2nd floor
Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2
Workshop 2: Optimal Transport in Analysis and Probability
For further details (including abstracts) see
https://www.esi.ac.at/activities/events/2019/optimal-transport
- - - - - - - - - - - - - - -
To mention one of the talks:
- - - - - - - - - - - - - - -
Mo., 03.05.2109, 15:00-15:45:
Sigrid Källblad (KTH Stockholm)
"Stochastic control of measure-valued martingales
with applications to robust finance"
------------------------------------------------------------------------
Vienna Graduate School of Finance (VGSF)
------------------------------------------------------------------------
Fr., 07.06.2019, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Robert Korajczyk (Northwestern University)
https://www.kellogg.northwestern.edu/faculty/directory/korajczyk_robert.aspx
"Arbitrage Portfolios"
(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
------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
We., 12.06.2019, 17:00, lecture hall 5
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area
Jan-Philip Gamp, Ehsan Ayatollahi (Milliman, DE)
"IFRS17 - unterschiedliche Bewertungsansätze
in der Lebensversicherung"
(Actuarial Modelling Club)
For further details (including abstracts) and *registration* see
https://fam.tuwien.ac.at/vr/
------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Tu., 24.06.2019, 17:00, lecture hall 6
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area
Frank Schiller (Munich Re, DE)
"Moderne Life-Style Produkte in der Lebensversicherung
mit Big Data und Machine Learning"
(Actuarial Modelling Club)
For further details (including abstracts) and *registration* see
https://fam.tuwien.ac.at/vr/
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of Public PhD Thesis Defense at University of Vienna
------------------------------------------------------------------------
Friday, 17.05.2019, Besprechungszimmer / meeting room 9th floor
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1
12:30:
Annemarie Grass (Univ. Vienna)
"Multimarginal Solutions to the Skorokhod Embedding Problem
and the Information Paradox in Robust Mathematical Finance"
(Public PhD Thesis Defense)
13:00:
Manuel Eder (Univ. Vienna)
"A synthetic view on stochastic processes"
(Public PhD Thesis Defense)
------------------------------------------------------------------------
VCMF 2019 - Submissions possible until Saturday, May 18, 2019
------------------------------------------------------------------------
Vienna Congress on Mathematical Finance
& VCMF Educational Workshop
Vienna, September 9-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
The submission deadline for contributed talks & posters
is Saturday, May 18, 2019.
https://fam.tuwien.ac.at/vcmf2019/registration.php
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fr., 24.05.2019, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Katia Colaneri (University of Leeds, UK)
https://physicalsciences.leeds.ac.uk/staff/1491/dr-katia-colaneri
"A class of recursive optimal stopping problems
with an application to stock trading"
(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
------------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Finance, Banking and Insurance
------------------------------------------------------------------------
Mo., 13.5.2019, 12:00, room D4.0.019
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Steven Baker (University of Virginia)
https://www.commerce.virginia.edu/faculty/baker
"Asset Prices and Portfolios with Externalities"
(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 "D4.0.019" on:
http://gis.wu.ac.at/?roomShow=D4.0.019
------------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Finance, Banking and Insurance
------------------------------------------------------------------------
We., 08.05.2019, 11:00, room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Leopold Sögner (IHS)
https://www.ihs.ac.at/de/personen/leopold-soegner/
"Optimal High-Risk Investment"
(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 "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
------------------------------------------------------------------------
VCMF 2019 - Extended Submission Deadline
------------------------------------------------------------------------
2nd Vienna Congress on Mathematical Finance 2019
& VCMF Educational Workshop
(jointly organised by WU Wien, TU Wien, University of Vienna and WPI)
WU Vienna, Mon-Fri, September 9-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
***UPDATE:***
The submission deadline for contributed talks & posters
is extended until Saturday, May 18, 2019.
https://fam.tuwien.ac.at/vcmf2019/registration.php
------------------------------------------------------------------------