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One World Actuarial Research Seminar
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Wed., 14.12.2022, 10:00 CET, online talk
Valeria Bignozzi (University of Milano-Bicocca)
"Inter-order relations between moments of a Student t distribution, with an application to L_p-quantiles"
For further details see
https://owars.info/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 8.12.2022, 19:00-20:00 CET, online talks
Gabriela Kovacova (WU Vienna)
"Set-valued Bellman's principle: evidence from the mean-risk problem"
Johannes Wiesel (Columbia University)
An optimal transport based toolbox for mathematical finance
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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WU Vienna - course "Extreme Value Theory"
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Prof. Johanna Neslehova (McGill University and WU)
"Extreme Value Theory"
(course with continuous assessment)
WU Vienna, Wed., 07.12.2022 - Mon., 19.12.2022
(around 3 hours per day)
For details see
http://vvz.wu.ac.at/cgi-bin/vvz.pl?C=S&LANG=DE&S=22W&I=2394
All interested students are welcome.
Please contact the Doctoral Office at WU (doktoratsreferat(a)wu.ac.at), if you wish to register for the course formally.
Students of Austrian universities (exept WU Vienna) can make an concurrent enrollment ("Mitbelegen") to get a certificate:
https://www.wu.ac.at/en/programs/application-and-admission/concurrent-enrol…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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The schedule of the VS-MFP was changed.
Additionally we are happy to announce a new lecture of Prof. Neslehova
at WU Vienna.
Please have a look below.
Best, Sandra / FAM-office
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 1.12.2022, 15:15-16:45 CET, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow
section, 7th floor
15:15
Nurtai Meimanjan (WU Vienna)
Computation of systemic Risk Measures: A Mixed-Integer Programming Approach
16:00
Andreas Celary (WU Vienna)
Regime-switching affine term structures
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Vienna - course "Extreme Value Theory"
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Prof. Johanna Neslehova (McGill University and WU)
"Extreme Value Theory"
(course with continuous assessment)
WU Vienna, Wed., 07.12.2022 - Mon., 19.12.2022
(around 3 hours per day)
For details see
http://vvz.wu.ac.at/cgi-bin/vvz.pl?C=S&LANG=DE&S=22W&I=2394
All interested students are welcome.
Please contact the Doctoral Office at WU (doktoratsreferat(a)wu.ac.at), if
you wish to register for the course formally.
Students of Austrian universities (exept WU Vienna) can make an
concurrent enrollment ("Mitbelegen") to get a certificate:
https://www.wu.ac.at/en/programs/application-and-admission/concurrent-enrol…
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