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LTI@UniTO Webinar Series in Finance
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Mo., 14.12.2020, 12:45 - 13:45 (UTC +1:00 = CET), webinar
Andrea Berardi (University Ca’ Foscari, Venice)
“Bond risk premia: the information in really long-maturity forward
rates”
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
For registration see
https://www.carloalberto.org/event/andrea-berardi-university-ca-foscari-ven…
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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 15.12.2020, 16:30 (UTC +1:00), online talk
Michael Kinzer (Michael Kinzer Consulting) u. Bernd Weber (Zürich
Versicherungs-Aktiengesellschaft)
"Liability-2-Step - Ein Ansatz zur stochastischen Bewertung
von Lebensversicherungs-Portfolios ohne Verdichtung"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/events/vr/20201215.php
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One World Actuarial Research Seminar
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We., 16.12.2020, 16:00 (UTC +1:00 = CET), online talk
Michalis Anthropelos (University of Piraeus, Greece)
"On Risk-Sharing Games: Strategies, Gains and Winners"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
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Vienna Seminar in Mathematical Finance and Probability
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Th., 17.12.2020, 15:30-18:30 (UTC +1:00), online talk
Link for the live stream (Zoom) will be announced after registration for
the event.
Julio Backhoff (University of Twente)
"On the small noise behaviour for convex BSDE"
Jana Hlavinova (WU Vienna)
"Elicitability and Identifiability of Systemic Risk Measures"
Junjian Yang (TU Wien)
"On the planning problem in mean-field games"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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An Afternoon for Stochastic Analysis and Applications
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Tu., 8.12.2020, 14:00 (UTC +1:00 = CET), online talk
Thorsten Rheinländer (TU Wien)
"Concepts of stochastic integration with applications to mathematical
finance"
Friedrich Hubalek (TU Wien)
"Comparing binomial and Gaussian tails with an application to utility
maximization"
For further details and registration see
http://users.jyu.fi/~geiss/workshops/stochana-2020/stochana.html
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Finance Brown Bag Seminar
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We., 9.12.2020, 13:00-14:00 (UTC +1:00 = CET), online talk
Florian Pauer (WU Wien)
"Sell or Hold? On the Value of Non-Performing Loans and Mandatory
Write-Off Rules"
For further details (including abstracts and log-in link) see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 10.12.2020, 19:00-20:00 (UTC +1:00 = CET), online talk
Dena Firoozi (University of Montreal)
"Belief Estimation by Agents in Major-Minor LQG Mean Field Games"
Sveinn Olafsson (Columbia University)
" Personalized Robo-Advising: Enhancing Investment through Client
Interaction"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
or
http://wiki.siam.org/siag-fm/index.php/Current_events
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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To Whom it May Concern:
on short notice a talk from Prof. Jaksa Cvitanic was announced within
the BFS One World Seminars. Please find details below.
Additionally we corrected the starting time of the talk of Prof. Xunyu
Zhou on Thursday.
Best wishes,
Franziska / FAM-office
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Bachelier Finance Society One World Seminars
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Th., 3.12.2020, 19:00 (UTC +1:00 = CET), online talk
Jakša Cvitanić (Caltech)
"Optimal Fund Menus"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJElcO2prT4uGtFiUaLlkCMlDicQjNRpkbce
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 4.12.2020, 16:30 (UTC +1:00 = CET), online talk
Xunyu Zhou (Columbia University)
"Temperature Control for Langevin Diffusions"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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--
--
Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at
Financial and Actuarial Mathematics (FAM)
https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria