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Announcement of Public PhD Thesis Defense at TU Wien
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We., 4.5.2021, 10:15, conference room of the Deanery (limited places),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor
(8th floor, then staircase in the green area to the 9th floor)
Christoph Gerstenecker (FAM @ TU Wien)
"Large Deviations and Stochastic Volterra Equations"
(Public PhD Thesis Defense)
For further details see
https://fam.tuwien.ac.at/events/timetable.php
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Vienna Seminar in Mathematical Finance and Probability
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Th., 5.5.2022, 16:00-17:30 (UTC +2:00 = CEST), seminar room DB gelb 10
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor
Kristof Wiedermann (FAM @ TU Wien)
"An SMP-Based Algorithm for Solving the Constrained Utility Maximization
Problem via Deep Learning"
Anke Wiese (Heriott-Watt University Edinburgh, UK)
"Series Expansion and Direct Inversion for the Heston Model"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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Research Seminar Series
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Fr., 6.5.2022, 10:30-12:00 (UTC +2:00 = CEST), room TC.4.05
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor,
Fred Espen Benth (University of Oslo)
"Pricing Options on Flow Forwards by Neural Networks in Hilbert Space"
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 Summer Time, https://time.is/en/CEST
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Vienna City Marathon - Sunday, April 24, 2022
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This Sunday FAM has 3 teams at the Relay marathon in Vienna.
Due to a generous sponsoring by UNIQA we invite FAM students & alumni,
research & cooperation partners as well as other friends of FAM for a
drink and to celebrate & network with us after the marathon:
Sunday, April 24, starting at 13:30,
at Restaurant Hinterholz, Rotenturmstraße 12, 1010 Wien.
As the restaurant opens just for us there should be plenty of place.
See you!
FAM - Financial and Actuarial Mathematics @ TU Wien
https://fam.tuwien.ac.at/http://www.uniqagroup.com/https://www.vienna-marathon.com/
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Vienna City Marathon - Sonntag, 24. April 2022
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FAM @ TU Wien hat heuer 3 Staffeln beim Vienna City Marathon.
Wir bedanken und herzlich für das großzügige Sponsoring der UNIQA
Insurance Group und laden alle FAM-Studierenden, FAM-Absolvent_innen,
Forschungs- und Kooperationspartner_innen sowie andere
Wegbegleiter*innen von FAM, die mit uns mitfeiern, auf ein Getränk ein:
Sonntag, den 24. April 2022, ab 13:30,
Restaurant Hinterholz, Rotenturmstraße 12, 1010 Wien!
Wir hoffen natürlich auf längeres Verweilen & chilliges Netzwerken.
Das Lokal hat extra für uns geöffnet und es ist ausreichend Platz.
Hier unsere Staffeln:
FAM @ TU Wien - speed measure (Nr. 264)
- Gregor, Lavinia, Felix, Santiago
FAM @ TU Wien - random walk (Nr. 265)
- Marlene, Raffaela, Anna, Sabrina
FAM @T U Wien - no free lunch (Nr. 266)
- Lukas, Cetin, Stefan, Kristof
Herzliche Grüße von der FAM-ily,
Financial and Actuarial Mathematics @ TU Wien
https://fam.tuwien.ac.at/http://www.uniqagroup.com/https://www.vienna-marathon.com/
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--
Sandra Trenovatz / FAM-office
phone +43-1-58801-10511, mail <fam(a)fam.tuwien.ac.at>
Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstr. 8 / E105-01 & -05, 1040 Vienna, Austria
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ISOR Colloquium
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Fr., 25.4.2022, 16:45-17:45 (UTC +2:00 = CEST), online talk
Simon Hochgerner (FMA - Austrian Financial Market Authority)
"Mean-field LIBOR market models and valuation of long term guarantees"
For further (including abstract & log-in link) see
https://isor.univie.ac.at/isor-colloquium/current-talks/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 29.4.2022, 16:00-17:30 (UTC +2:00 = CEST), online talk
Rudi Zagst (Technical University of Munich)
"Optimal investment strategies for pension funds in the absence of
guarantees"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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Budapest-Vienna Probability Seminar
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Budapest-Vienna Probability Seminar
IST Austria, April 27, 2022, 14:00 - 17:30
This series of events is jointly organised by the community
of probabilists of Vienna (IST, TUW, UW) and Budapest (BME, ELTE, RI).
The Talks:
14:00-14:50
Herbert Spohn (TU Munich)
"Generalised Gibbs ensembles for the Calogero fluid"
15:00-15:50
Mathias Beiglböck (University of Vienna)
"The Wasserstein space of stochastic processes"
16:30-17:20
Gabor Pete (Renyi Institute; TU Budapest)
"Stake-governed random tug-of-war"
For further details see
https://sites.google.com/view/budapest-vienna-proba-semi/home
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10th Austrian Stochastics Days
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10th Austrian Stochastics Days
Vienna, Friday, September 8-9, 2022
https://stochastics-days.at
The 10th Austrian Stochastics Days will be held in physical presence
(with high probability) at the University of Vienna, Austria, on
Thursday and Friday, September 8-9, 2022.
The ASD are intended to provide scientists and young researchers working
in the field of Stochastics with an opportunity to network, to present
their latest research, and to initiate collaborations, as well as
bringing researchers working on theory and applications together.
This year's keynote speakers will be
- Juhan Aru (École Polytechnique Fédérale de Lausanne),
- Christa Cuchiero (Universität Wien) and
- Alexander Steinicke (Montanuniversität Leoben).
Submission is possible until August 14, 2022, nevertheless we ask to
send submissions earlier if possible.
Registration is open and is mandatory, but free.
All details are provided on the conference web page:
https://stochastics-days.at
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IME 2022 - Submission Deadline
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25th International Congress on
Insurance: Mathematics and Economics - IME 2022
July 12-15, 2022, online or Guangzhou, China
https://conf.ichaos.com.cn/ime2022/
The submission is open until April 30, 2022.
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One World Actuarial Research Seminar
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We., 20.4.2022, 14:00 (UTC +2:00 = CEST), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
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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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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Talks in Financial and Insurance Mathematics
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Th., 7.4.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Paolo Guasoni (Dublin City University)
"Incomplete-Market Equilibrium with Unhedgeable Fundamentals and
Heterogenous Agents"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 8.4.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Jennifer Alonso Garcia (Université Libre de Bruxelles)
"A hybrid variable annuity contract embedded with living and death
benefit riders"
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 Summer Time, https://time.is/en/CEST
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