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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 30.01.2023, 16:30-17:30 CET, livestream access available
Luitgard Veraart (London School of Economics)
"Systemic Risk in Markets with Multiple Central Counterparties"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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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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Vienna Seminar in Mathematical Finance and Probability
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Thu., 26.1.2023, between 15:30 and 17:45 CET, seminar room D4.0.039
WU Vienna, Welthandelsplatz 1, 1020 Wien, ground floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Florian Huber (University of Vienna)
"Interacting particles and market capitalization curves"
Thomas Simon (University of Lille, FR)
"On the log-concavity of the Mittag-Leffler distribution"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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Bachelier Finance Society One World Seminars
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Thu., 26.1.2023, 19:00 CET, online talk
Antoine Jacquier (Imperial College London)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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International Seminar on SDEs and Related Topics
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Fri., 27.1.2023, 13:30 CET, online talk
Jean-François Chassagneux (Université Paris Cité)
"A dual approach to partial hedging"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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Save the date
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11th General AMAMEF conference
(AMaMeF = Advanced Mathematical Methods for Finance)
Mon-Fri, June 26-30, 2023,
Bielefeld, Germany
https://sites.google.com/view/amamef-2023/
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IME Congress 2023
26th International Congress on
Insurance: Mathematics and Economics
Tue-Fri, July 4-7, 2023,
Heriot-Watt University, Edinburgh, UK
https://www.icms.org.uk/events/2023/ime2023
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34th Int. Summer School of the Swiss Association of Actuaries (2023)
"Modelling and Quantifying Climate and Cyber Risks"
Mon-Fri, September 11-15, 2023
University of Lausanne, CH
https://saa-iss.ch/
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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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One World Actuarial Research Seminar
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Wed., 18.1.2023, 17:00 CET, online talk
Mogens Steffensen (University of Copenhagen)
"Optimal consumption, investment, and insurance under state-dependent risk aversion"
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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International Seminar on SDEs and Related Topics
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Fri., 13.1.2023, 13:30 CET, online talk
Terry Lyons (University of Oxford)
"Rough paths, controlled differential equations, and more scalable data science"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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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/FME virtual seminars series
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Thu., 12.1.2023, 19:00-20:00 CET, online talk
Sigrid Källblad (KTH Royal Institute of Technology)
"Adapted Wasserstein distance between the laws of SDEs"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 13.1.2023, 10:30-12:00 CET, TC.3.01 and online via Zoom
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Delia Coculescu (University of Zurich)
"A Non-Markov Approach for the Evolution of Contagious Phenomena"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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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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