To Whom it May Concern:
This time we inform about future events in Austria or events
co-organised by researchers from Austria, as well as about changes at
the BFS Congress in Hong Kong.
Best regards, Sandra (FAM-office)
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Advances in Mathematical Finance and Optimal Transport
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Advances in Mathematical Finance and Optimal Transport
Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy
Mon-Fri, June 20-26, 2020
http://www.crm.sns.it/event/448/
Invited speakers:
Luigi Ambrosio (SNS Pisa), Julio Backhoff (U Vienna), Pauline Barrieu
(LSE), Christian Bayer (WIAS Berlin), Sara Biagini (LUISS Rome), Luciano
Campi (LSE), Rama Cont (U Oxford), Jaksa Cvitanic (Caltech), Christoph
Czichowsky (LSE), Albina Danilova (LSE), Freddy Delbaen (ETH Zürich),
Giulia di Nunno (Oslo U), Darrell Duffie (Stanford U), Peter Friz (TU
Berlin), Stefan Gerhold (TU Wien), Nassif Ghoussoub (UBC), Sigrid
Kaellblad (KTH Stockholm), Constantinos Kardaras (LSE), Dimitri Kramkov
(Carnegie Mellon U), David Kreps (Standford U), Daniel Lacker (Columbia
U), Robert McCann (U Toronto), Johannes Muhle-Karbe (Imperial College),
Jan Obloj (Oxford U), Soumik Pal (U Washington, Seattle), David Proemel
(Oxford U), Catherine Rainer (Brest U), Kavita Ramanan (Brown U), Luigia
Ripani (U Lyon 1, Irvine), Mathieu Rosenbaum (École Polytechnique),
Birgit Rudloff (WU Vienna), Misha Skolnikov (Princeton U), Mete Soner
(ETH Zürich), Sara Svaluto-Ferro (U Vienna), Ludovic Tangpi (Princeton
U), Nizar Touzi (École Polytechnique), Kim Weston (Rutgers U)
Organised by:
Beatrice Acciaio (LSE London)
Mathias Beiglböck (Uni Vienna)
Christa Cuchiero (Uni Vienna)
Irene Klein (Uni Vienna)
Josef Teichmann (ETH Zürich)
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13th European Summer School in Financial Mathematics
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13th European Summer School in Financial Mathematics
University of Vienna, Vienna, Austria
Mon-Fri, August 31 - September 4, 2020
https://www.univie.ac.at/summer_school_MathFinance/
Lectures by:
Lyudmila Grigoryeva (University of Konstanz)
Xin Guo (University of California, Berkeley)
Lukasz Szpruch (University of Edinburgh)
Josef Teichmann (ETH Zurich)
Special invited lecture by:
Yuri Kabanov (Lomonosov Moscow State University)
Organising committee:
Daniel Bartl (Uni Vienna)
Mathias Beiglboeck (Uni Vienna)
Christa Cuchiero (Uni Vienna)
Zehra Eksi (WU Vienna)
Ruediger Frey (WU Vienna)
Irene Klein (Uni Vienna)
Mathias Pohl (Uni Vienna)
Sara Svaluto-Ferro (Uni Vienna)
Junjian Yang (TU Wien)
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Conference on High-Dimensional Stochastics
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Conference on High-Dimensional Stochastics
Wolfgang Pauli Institute, Vienna, Austria
Mon-Wed, September 7-9, 2020
https://www.mn.uio.no/math/english/research/groups/store/events/conferences…
Plenary speakers confirmed:
Jochen Blath (TU Berlin)
Sonja Cox (University of Amsterdam)
Victor Panaretos (EPFL Lausanne)
Markus Riedle (King's College London)
Organised by:
Fred Espen Benth (U. Oslo)
Almut Veraart (Imperial College London)
Christa Cuchiero (WPI c/o U. Vienna)
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ASD 2020
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8th Austrian Stochastics Days (ASD 2020)
MU Leoben (Montanuniversität Leoben), Leoben, Austria
Thu-Fri, September 10-11, 2020
http://institute.unileoben.ac.at/amat/asd2020/
Keynote speakers:
Michaela Szölgyenyi (Alpe-Adria-University Klagenfurt)
Jonas Tölle (University of Helsinki)
Organised by:
Alexander Steinicke (MU Leoben)
Erika Hausenblas (MU Leoben)
Debopriya Mukherjee (MU Leoben)
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BFS 2020 - NEW DATE!
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11th World Congress of the Bachelier Finance Society (BFS 2020)
Hong Kong, China
Mon-Fri, December 14-18, 2020 <-- NEW DATE!
http://www1.se.cuhk.edu.hk/~bfs2020/
Abstract submission deadline extended to June 30, 2020 (11:59pm HKT).
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Sandra Trenovatz / FAM-office
phone +43-1-58801-10511, mail <sandra(a)fam.tuwien.ac.at>
Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstr. 8 / E105-01 & -05, 1040 Vienna, Austria
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 30.10.2020, 16:30, lecture hall HS11
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Eduardo Abi Jaber (Université Paris 1 Panthéon-Sorbonne, FR)
https://sites.google.com/view/abijabereduardo/
"Linear-Quadratic control of stochastic Volterra equations"
(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, Dept. of Statistics and Decision Support Systems
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Mo., 20.01.2020, 16:45, lecture hall HS 7 (#1.303)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Michael Kupper (Univ. Konstanz, DE)
https://www.mathematik.uni-konstanz.de/kupper/
"Max-stable risk measures and large deviations"
(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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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 21.01.2020, 17:00, lecture hall: GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock
Götz Cypra (UNIQA Versicherung Wien),
Dr. Mario Hörig (Oliver Wyman Actuarial, DE)
"Deep Learning Techniken im Einsatz: Anwendungen im Kontext
von Economic Capital und Cash Flow Projektionsmodellen"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
Details zu Vortrag und Anmeldung siehe:
https://fam.tuwien.ac.at/vr/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 16.01.2020, 16:30, lecture hall HS11
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Thorsten Rheinländer (TU Wien)
https://fam.tuwien.ac.at/~rheinlan/
"On pathwise stochastic integration"
(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., 17.01.2020, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Natalie Packham (Berlin School of Economics and Law)
http://www.packham.net/
"Correlation stress testing of stock and credit portfolios"
(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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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 9.01.2020, 16:30, lecture hall HS11
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Wei Xu (HU Berlin, DE)
https://www.applied-financial-mathematics.de/wei-xu
"The Microstructure of Stochastic Volatility Models
with Self-Exciting Jump Dynamics"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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