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One World Actuarial Research Seminar
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We., 2.6.2021, 18:00 (UTC +2:00 = CEST), online talk
Natalia Nolde (University of British Columbia)
"An extreme value approach to CoVaR estimation "
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
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Talks in Financial and Insurance Mathematics
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Th., 3.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Yan Dolinsky (Hebrew University of Jerusalem)
"Stochastic Stability for the Utility Maximization Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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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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LTI@UniTO Webinar Series in Finance
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We., 24.5.2021, 12:45 - 13:45 (UTC +2:00 = CEST), webinar
Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia)
“Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of
Banking”
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
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Vienna Seminar in Mathematical Finance and Probability
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Th., 27.5.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for
the event.
Benedict Bauer (TU Wien)
"Self-similar Gaussian Markov processes"
Aleksandar Arandjelovic (TU Wien)
"Deep hedging in continuous time"
Verena Köck (WU Vienna)
"Solving partial-integro differential equations in finance and
insurance: a deep learning approach"
Guido Gazzani (University of Vienna) and
Sara Svaluto-Ferro (University of Vienna)
"Universal signature-based models: theory and calibration"
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 +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., 19.5.2021, 18:00 (UTC +2:00 = CEST), online talk
Nicole Bäuerle (Karlsruhe Institute of Technology)
"Partially observable risk-sensitive stopping problems in discrete time"
For further details see
https://sites.google.com/view/optimalstopping/home
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PDE Afternoon
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We., 19.5.2021, 15:30 - 16:00 (UTC +2:00 = CEST), online talk
Daniel Toneian (University of Vienna)
"Optimal Transport between Stochastic Processes"
For further details see
https://www.univie.ac.at/sfb65/#!/public/events/pde_afternoon/2021-03-01/20…
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Talks in Financial and Insurance Mathematics
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Th., 20.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Christoph Czichowsky (London School of Economics)
"Rough Volatility and Portfolio Optimisation under Transaction Costs"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Bachelier Finance Society One World Seminars
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Th., 20.5.2021, 19:00 (UTC +2:00 = CEST), online talk
Peter Bank (TU Berlin)
"The value of not being predictable"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Research Seminar Series
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Fr., 21.5.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk
Matthias Scherer (Department of Mathematics, Technical University of
Munich)
"A Comprehensive Model for Cyber Risk Based on Marked Point Processes
and Its Application to 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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Finance Brown Bag Seminar
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We., 2.4.2021, 12:15-13:15 (UTC +2:00 = CEST), online talk
Alessandro Melone (VGSF Universität Wien)
"Consumption and Stock Returns: Levels vs. Growth for Conditional Asset
Pricing"
For further details see
https://finance.univie.ac.at/en/research/brown-bag-seminar/
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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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