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Vienna Seminar in Mathematical Finance and Probability
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Thu., 27.6.2024, 16:30 CEST (minimal changes possible), seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Pavel Shevchenko (Macquarie Business School)
"Solving stochastic dynamic integrated climate-economy models"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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Bachelier Finance Society One World Seminars
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Thu., 27.6.2024, 19:00 CEST, online talk
Alvaro Cartea (University of Oxford)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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PhD Seminar of QUARIMAFI
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Tue., 18.06.2024, 11:30 CEST, Seminarraum 9 or online via Zoom
University of Vienna, 1090 Wien, Kolingasse 14-16
Thorsten Schmidt (Albert-Ludwigs-Universität Freiburg)
"Estimating Risk: GARCH vs. LSTM"
Tue., 18.06.2024, 15:00 CEST, Seminarraum 19 or online via Zoom
University of Vienna, 1090 Wien, Kolingasse 14-16
Thorsten Schmidt (Albert-Ludwigs-Universität Freiburg)
"Insurance-Finance Arbitrage"
Zoom details: https://univienna.zoom.us/j/68190231051?pwd=fO84cKhyQpsrHhxEQlClBlfCpZ3NAa.1
Code: 902652
For further details see
https://moodle.univie.ac.at/course/view.php?id=431247https://quarimafi.univie.ac.at/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Fri., 21.6.2024, 10:30-12:00 CEST, room D4.0.127 & stream
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Claudia Ceci (University of Rome "La Sapienza")
"A BSDE-Based Optimal Reinsurance in a Model With Jump Clusters"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Wed., 12.6.2024, 17:00-18:30 CEST, room D4.0.133
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Pavel V. Shevchenko (Macquarie Business School, Macquarie University, Australia)
"Optimal Annuitization, Housing and Reverse Mortgage in Retirement in the Presence of a Means-Tested Public Pension"
Fri., 14.6.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Andreas Groll (TU Dortmund)
"Automated Effects Selection via Regularization in Cox Frailty Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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