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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 11.4.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
David Wimmesberger (Universität Wien)
"Mathematische Modelle in der Lebensversicherung"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 12.4.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Christoph Kühn (Johann Wolfgang Goethe-Universität, DE)
https://www.math.uni-frankfurt.de/~ismi/kuehn/
"How local in time is the no-arbitrage property
under capital gains taxes?"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Announcement of a Habilitation Talk at University of Vienna
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We., 21.03.2018, 14:45-15:45, lecture hall HS 04
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor
Christa Cuchiero (University of Vienna)
http://www.mat.univie.ac.at/~cuchiero/
"Infinite dimensional affine and polynomial processes"
(Public Habilitation Talk / Habilitationsvortrag)
For further details (including abstracts) see
https://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraeg…
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WU Wien, Institute for Statistics and Mathematics
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Fr., 23.03.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Cosimo-Andrea Munari (University of Zurich)
http://www.bf.uzh.ch/cms/en/munari.cosimo-andrea.html
"Existence, uniqueness and stability
of optimal portfolios of eligible assets"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Vienna Graduate School of Finance (VGSF)
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Fr., 23.03.2018, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Evgeny Lyandres (Boston University)
https://www.bu.edu/questrom/profile/evgeny-lyandres/
"Owners’ portfolio diversification and firm investment:
Theory and evidence from private and public firms"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/events/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 15.03.2018, 16:30, seminar room DC rot 07,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Matthias Meiners (University of Innsbruck)
https://www.uibk.ac.at/mathematik/personal/meiners/
"Convergence of Biggins' martingales at complex parameters"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 16.03.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Jin Ma (University of Southern California, USA)
https://dornsife.usc.edu/jin-ma/
"Optimal Dividend and Investment Problems
under Sparre Andersen Model"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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WU Wien, Institute for Statistics and Mathematics
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Fr., 16.03.2018, 10:30, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Andrzej Ruszczynski (Rutgers Business School, USA):
http://www.rusz.rutgers.edu/
"Risk-Averse Control of Partially Observable Markov Systems"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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PDE Afternoon (former: DK Seminar) at University of Vienna
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Tu., 6.3.2018, 16:00-16:30, Hörsaal 11,
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Gudmund Pammer (DK@TU)
https://tiss.tuwien.ac.at/person/252924.html
"Monotonicity principles in
distribution-constrained optimal stopping"
(PDE Afternoon)
For further details see
http://npde.tuwien.ac.at/?open=StatSemSS18
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 8.3.2018, 16:30,
Philipp Grohs (University of Vienna)
http://mat.univie.ac.at/~grohs/
"Approximation theory, Numerical Analysis and Deep Learning"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Veranstaltungsreihe "Actuarial Modelling Club"
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Di., 13.02.2017, 16:30, Freihaus Hörsaal 8 (Nöbauer Hörsaal)
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2.OG, gelber Bereich
Klaus Wegenkittl (ERGO Versicherung)
"PRIIP Basisinformationsblätter in der
Lebensversicherung - Inhalt und Berechnungsmethoden"
(Actuarial Modelling Club)
Details zu Vortrag und _Anmeldung_ siehe:
https://fam.tuwien.ac.at/vr/
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Save the date: VCMF 2019
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2nd Vienna Congress on Mathematical Finance 2019
& VCMF Educational Workshop
(jointly organised by TU Wien, University of Vienna and WU Vienna)
WU Vienna, Monday-Friday, September 9-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 22.01.2018, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Jean-Michel Zakoian (CREST, Paris)
http://www.crest.fr/ses.php?user=3078
"Estimation risk for the VaR of portfolios driven
by semi-parametric multivariate models"
(ISOR Colloquium)
The seminar is preceded by tea and coffee with the speaker in the ISOR
meeting room (6.511, 6th floor) at 16.15.
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 25.01.2018, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Omar El-Euch (Univ. Pierre et Marie Curie - Paris 6)
https://fr.linkedin.com/in/omar-el-euch-2a699746
"Multi-factor approximation of rough volatility models"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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University of Vienna, Faculty of Mathematics
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We., 10.1.2018, 16:15-17:15, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Mathieu Rosenbaum (Ecole Polytechnique)
http://www.crest.fr/ses.php?user=3046
"Understanding the nature of volatility"
(Mathematisches Kolloquium)
15:45 coffee & cake, Sky-Lounge
bread & wine after the talk
For further details (including abstracts) see
http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraege…
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 11.01.2018, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Matthias Meiners (University of Innsbruck)
https://stochastics-mathematics.uibk.ac.at/index.php/staff/scientificstaff/…
"Convergence of Biggins' martingales at complex parameters"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 12.01.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Eric Finn Schaanning (ETH Zürich)
https://www.math.ethz.ch/the-department/people.html?u=ericsc
"Measuring systemic risk: The Indirect Contagion Index"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Oesterreichische Nationalbank
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Fr., 12.01.2018, 11:00, Veranstaltungssaal
Österreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna
Bernhard Haslhofer (Austrian Institute of Technology)
http://bernhardhaslhofer.info/
"O Bitcoin, Where Art Thou?
Insight into Large-Scale Transaction Graphs"
OeNB Research seminar:
https://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Wednesday(!), 20.12.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Alexander Cox (University of Bath, UK)
http://people.bath.ac.uk/mapamgc/
"Measure-value martingales (or martingale measures),
and financial applications"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Vienna Graduate School of Finance (VGSF)
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Fr., 15.12.2017, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Jean-Pierre Zigrand (London School of Economics, UK)
http://www.lse.ac.uk/Finance/People/Faculty/Zigrand
"Systemic Risk and the Dynamics of Temporary Financial Networks"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/index.php?id=172
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
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Season's greetings and best wishes for the New Year
from the FAM-ily (FAM @ TU Wien)
http://fam.tuwien.ac.at/
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WU Wien, Institute for Statistics and Mathematics
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We., 13.12.2017, 12:30, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Stefan Weber (Leibniz Universität Hannover, DE)
https://www.stochastik.uni-hannover.de/weber.html
"Pricing of Cyber Insurance Contracts in a Network Model"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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TU Wien: Colloquium in Statistics and Mathematical Methods in Economics
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We., 13.12.2017, 16:30, seminar room DB gelb 05
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 5th floor, yellow area
Martin Kerndler (TU Wien)
http://www.econ.tuwien.ac.at/mkerndler/
"Contracting Frictions and Inefficient Layoffs of Older Workers"
(Colloquium in Statistics and Mathematical Methods in Economics)
For further details (including abstracts) see
https://swm.tuwien.ac.at/colloquium.php
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 14.12.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Ilya Molchanov (University of Bern, CH)
http://www.imsv.unibe.ch/about_us/staff/prof_dr_molchanov_ilya/
"The semigroup of metric measure spaces and its
infinitely divisible measure"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Save the date (next year)
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7th Austrian Stochastics Days 2018
WU Vienna
Thursday-Friday, September 13-14, 2018
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Save the date (in two years)
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2nd Vienna Congress on Mathematical Finance 2019
& VCMF Educational Workshop
(jointly organised by TU Wien, University of Vienna and WU Vienna)
WU Vienna
Monday-Friday, September 9-13, 2019(!)
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