FAM-news February 2021

fam-news@fam.tuwien.ac.at

1 participants
4 discussions

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Mo., 1.3.2021, 17:00-18:00 (UTC +1:00 = CET), webinar Massimiliano Caporin (University of Padova) "Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model" For further details (registration and abstract) see https://www.carloalberto.org/event/massimiliano-caporin-university-of-padov… or https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Tu., 2.3.2021, 12:00-13:15 (UTC +1:00 = CET), online talk Roberto Renò (University of Verona) “V-shapes” For further details (registration and abstract) see https://www.carloalberto.org/event/roberto-reno-university-of-verona-webina… or https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 4.3.2021, 19:00 (UTC +1:00 = CET), online talk Marcel Nutz (Columbia University) "Entropic Optimal Transport " 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

3 years, 10 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 24.2.2021, 18:00 (UTC +1:00 = CET), online talk Renyuan Xu (University of Oxford) "Interbank lending with benchmark rates: a singular control game" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 24.2.2021, 10:00 (UTC +1:00 = CET), online talk An Chen (Ulm University, Germany) "Linking risk management under expected shortfall to loss-averse behavior" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Thibaut Mastrolia (École Polytechnique) "Some Recent Developments of Auction Design in Financial Markets" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 25.2.2021, 13:00 (UTC +1:00 = CET), online talk Shige Peng (Shandong University) "TBA" For further details (including abstract & log-in link) see: ??https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 26.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Ludger Ruschendorf (University of Freiburg) "Evaluation of risks under dependence uncertainty" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

3 years, 10 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Distinguished Guest Lecture Series ------------------------------------------------------------------------ We., 17.2.2021, 12:30 (UTC +1:00 = CET), online talk Jennifer Gillespie (Society of Actuaries) "TBA" For further details (including abstracts) see https://emails.illinois.edu/newsletter/497593452.html ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 19.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Steven Vanduffel (Vrije Universiteit Brussel) "Optimal collective financial decision making" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ IME 2021 - SAVE THE DATE ------------------------------------------------------------------------ 24th International Congress on Insurance: Mathematics and Economics Mon-Fri, July 5-9, 2021, online event In the spirit of coming together as one, this event is jointly hosted by the University of Illinois Urbana-Champaign and the Pennsylvania State University in the United States; Ulm University in Germany; and the University of New South Wales (UNSW Sydney) in Australia. All researchers, practitioners, and students are cordially invited to join us to recognize the past, celebrate the present, and envision a united future. To ensure maximum accessibility for participants from all time zones around the globe, the conference will be five days, July 5-9, 2021 (UTC-05:00). All researchers in related areas are invited to submit their latest work and exchange research ideas with peers from around the world. There will be five high caliber keynote speeches representing the full span of interdisciplinary research in insurance mathematics and economics presented by: Patrick Brockett (University of Texas at Austin) Michel Denuit (Université catholique de Louvain) Christian Robert (ENSAE Paris) Robert Jarrow (Cornell University) Olivia Mitchell (University of Pennsylvania) Ruodu Wang (University of Waterloo) This virtual conference also commemorates the 40th year of publications of Insurance: Mathematics and Economics, which has become one of the top-ranked international academic journals in insurance research. Be on the lookout for more information in the coming months, including how to register, schedule updates, a call for abstracts, and more. Be sure to follow the conference website to stay up-to-date on the latest plans: https://publish.illinois.edu/ime-conf-2021/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

3 years, 10 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 8.2.2021, 17:00 (UTC +1:00 = CET), online talk Martin Larsson (Carnegie Mellon) "Finance and Statistics: Trading Analogies for Sequential Learning" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 10.2.2021, 18:00 (UTC +1:00 = CET), online talk Peter Bank (TU Berlin) "Irreversible investment and optimal stopping with Meyer σ-fields" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 10.2.2021, 17:00 (UTC +1:00 = CET), online talk Melina Mailhot (Concordia University, Canada) "Geometric risk measures for risk management and semi-parametric estimation of multivariate extreme expectiles" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 11.2.2021, 19:00 (UTC +1:00 = CET), online talk Alexander Schied (University of Waterloo) "TBA" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8 or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 12.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Virgina Young (University of Michigan) "Optimal dividend problem: asymptotic analysis" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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FAM-news February 2021