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Vienna Seminar in Mathematical Finance and Probability
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Thu., 30.04.2026, 16:00-18:00 CEST, University of Vienna, 1090 Wien,
Kolingasse 14-16, ground floor, Seminarraum 6,
Thomas Wagenhofer (TU Berlin, DE):
"Microstructural Foundation of Rough Log-Normal Volatility Models"
Luca Gonzato (University of Vienna):
"From affine to polynomial stochastic volatility models: evidence from options and returns"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Time = UTC +2:00, https://time.is/en/CET
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FAM @ TU Wien, Actuarial Modelling Club
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Tue., 14.04.2026, 17:00-18:00 CEST, lecture hall 8 or online
TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section
Bartosz Gaweda, Milliman
"Accidents that never happened: Generative AI and fraud in motor insurance"
For further details and registration see:
https://fam.tuwien.ac.at/vr/20260414.php
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International Seminar on SDEs and Related Topics
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Fri., 17.04.2026, 13:30 CEST, online talk
Saïd Hamadène (Le Mans Université, France):
"The optimal switching problem with signed switching costs"
For further details see:
https://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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CEST = Central European Time = UTC +2:00, https://time.is/en/CET
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