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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 1.11.2021, 17:00-18:00 (UTC +1:00 = CET), online talk
Yvain Bruned (University of Edinburgh)
"Locality for singular stochastic PDEs"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 4.11.2021, 19:00-20:00 (UTC +1:00 = CET), online talk
Beatrice Acciaio (ETH Zurich)
"Adapted Wasserstein distances in mathematical finance"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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Talks in Financial and Insurance Mathematics
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Th., 4.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Hansjörg Albrecher (Université de Lausanne)
"On the Profitability of Selfish Blockchain Mining under Consideration
of Ruin"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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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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World Online Seminars on Machine Learning in Finance
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Tu., 26.10.2021, 19:00 (UTC +2:00 = CEST), online talk
Charles-Albert Lehalle (ADIA)
"Some Control Problems On Financial Markets And How Their Solutions Can
Be Learned"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Bachelier Finance Society One World Seminars
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Th., 28.10.2021, 19:00 (UTC +2:00 = CEST), online talk
Hoi Ying Wong (Chinese University of Hong Kong)
"Primal return ambiguity and dual risk ambiguity"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Talks in Financial and Insurance Mathematics
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Th., 28.10.2021, 17:15-18:15 (UTC +2:00 = CEST), online talk
David Prömel (Universität Mannheim)
"Model-free Portfolio Theory: A Rough Path Approach"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Online seminars on Optimal Stopping and Related Topics
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We., 20.10.2021, 18:00 (UTC +2:00 = CEST), online talk
Zbigniew Palmowski (Wrocław University of Science and Technology)
"Fair valuation of Lévy-type drawdown-drawup contracts with general
insured and penalty functions"
For further details see
https://sites.google.com/view/optimalstopping/home
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Vienna Seminar in Mathematical Finance and Probability
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Th., 14.10.2021
15:45-16:30 (UTC +2:00 = CEST), lecture hall 8
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1nd floor
Julia Eisenberg (TU Wien)
"Dividend maximisation with negative and positive preference rates: a
behaviouristic interpretation"
16:45-17:30 (UTC +2:00 = CEST), lecture hall 5
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor
Francesca Primavera (University of Vienna)
"Lévy type signature models"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 11.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Samuel Cohen (University of Oxford)
"Arbitrage-free market models via neural SDEs"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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World Online Seminars on Machine Learning in Finance
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Tu., 12.10.2021, 19:00 (UTC +2:00 = CEST), online talk
Sebastian Jaimungal (University of Toronto)
"Risk-Aware Reinforcement Learning for Financial Modeling"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 15.10.2021, 16:00-17:30 (UTC +2:00 = CEST), online talk
Steven Vanduffel (Vrije Universiteit Brussel (VUB))
"The optimal payoff for a Yaari investor"
For further details 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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 7.10.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk
Ibrahim Ekren (Florida State University)
"Optimal Transport and Risk Aversion in Kyle's Model of Informed
Trading"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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Talks in Financial and Insurance Mathematics
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Th., 7.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Mathieu Rosenbaum (École Polytechnique)
"AHEAD : Ad-Hoc Electronic Auction Design"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Research Seminar Series
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Fr., 8.10.2021, 09:00-10:30 (UTC +2:00 = CEST), online talk
Thorsten Schmidt (University of Freiburg)
"Abritrage Principles in Insurance"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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