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reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Apr '16

29 Apr '16

------------------------------------------------------------------------ DIANA Research Group - DIfferential Algebras and Nonlinear Analysis ------------------------------------------------------------------------ Fr., 06.05.2016, 10:00, Besprechungsraum 3 (03.136) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 3rd floor Eberhard Mayerhofer (Dublin City University) http://www.eberhard-mayerhofer.eu/ "Option Portfolios on Multiple Assets" (joint work with Paolo Guasoni) (The DIANA seminar) For further details (including abstracts) see http://www.mat.univie.ac.at/~nigsch/diana/ ======================================================================== VCMF 2016 ------------------------------------------------------------------------ Submission Deadline: May 15, 2016 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Vienna Congress on Mathematical Finance & VCMF Educational Workshop September 12-16, 2016 Vienna, Austria https://fam.tuwien.ac.at/vcmf2016/ ======================================================================== ASD 2016 ------------------------------------------------------------------------ Submission Deadline: May 15, 2016 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 5th Austrian Stochastic Days June 30 - July 1, 2016 TU Graz, Austria http://www.math.tugraz.at/mathc/stochdays/ ======================================================================== SOfA 2016 ------------------------------------------------------------------------ Submission Deadline: June 3, 2016 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Set-Optimization for Applications Third International Conference on Set-Valued Variational Analysis and Set Optimization with Applications in Economics, Finance, Statistics and Game Theory September 19-23, 2016 WU Wien, Austria http://sofa2016.wu.ac.at/ ======================================================================== HFT 2016 ------------------------------------------------------------------------ High Frequency Trading - Curse or Blessing? September 22-23, 2016 Vienna, Austria http://hft2016.univie.ac.at/ ------------------------------------------------------------------------

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an additional talk this week
by Sandra Trenovatz 19 Apr '16

19 Apr '16

Maybe the following talk this Thursday is interesting for some people on the FAM-news mailinglist: ------------------------------------------------------------------------ University of Vienna, Faculty of Physics ------------------------------------------------------------------------ Th., 21.04.2016, 14:00-15:00, Seminarraum A Uni Wien, 1090 Vienna, Währingerstr. 17, 2nd floor Yann Brenier (CNRS, CMLS, Ecole Polytechnique, France) http://www.cmls.polytechnique.fr/perso/brenier/ "Large deviations, optimal transport and Newtonian gravitation" (Vienna relativity seminar) For further details (including abstracts) see https://physik.univie.ac.at/uploads/media/YannBrenier_21.04.2016.pdf (http://gravity.univie.ac.at/seminars-research-publications/) ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 15 Apr '16

15 Apr '16

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reminder for upcoming seminars and talks
by Sandra Trenovatz 08 Apr '16

08 Apr '16

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 11.04.2016, 16:45-17:45, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Christa Cuchiero (Univ. Vienna) http://www.mat.univie.ac.at/~cuchiero/ "Polynomial Processes in Stochastic Portfolio Theory" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 14.04.2016, 16:30, seminar room FH grün 04, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section David Belius (University of Zurich, Switzerland) http://user.math.uzh.ch/belius/ "Some log-correlated random fields and their extrema" (Vienna Seminar in Mathematical Finance and Probability) For further details (abstract should follow soon) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 15.04.2015, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Andreas Löhne (Friedrich-Schiller-Universität Jena) http://www.optimierung-loehne.uni-jena.de/ "On the Dual of the Solvency Cone" (joint work with Birgit Rudloff, WU Wien) (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/en/statmath/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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reminder for upcoming seminars and talks
by Sandra Trenovatz 01 Apr '16

01 Apr '16

------------------------------------------------------------------------ Workshop of the Wolfgang Pauli Institute (WPI) ------------------------------------------------------------------------ Monday, April 4. - Thursday, April 7, 2016, Seminar Room 08.135 WPI / Univ. of Vienna, 1090 Vienna, Oskar-Morgenstern-Platz 1 Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" For further details (including abstracts) see http://www.wpi.ac.at/event_view.php?id_activity=212 ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 08.04.2016, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Gunther Leobacher (Johannes Kepler Universität Linz) http://www.finanz.jku.at/index.php?id=leobacher&L=2 "QMC methods in quantitative finance, tradition and perspectives" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/en/statmath/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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reminder for upcoming seminars and talks
by Sandra Trenovatz 24 Mar '16

24 Mar '16

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reminder for upcoming seminars/talks & events
by Sandra Trenovatz 11 Mar '16

11 Mar '16

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 17.03.2016, 16:30, seminar room FH grün 04, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Miklos Rasonyi (Renyi Institute, Hungarian Academy of Sciences) http://renyi.mta.hu/~rasonyi/ "Optimal investment in the APM of Ross" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ASD 2016 ------------------------------------------------------------------------ 5th Austrian Stochastic Days June 30 - July 1, 2016 TU Graz, Austria http://www.math.tugraz.at/mathc/stochdays/ ======================================================================== VCMF 2016 ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance & VCMF Educational Workshop September 12-14 & 15-16, 2016 Vienna, Austria https://fam.tuwien.ac.at/vcmf2016/ ======================================================================== SOfA 2016 ------------------------------------------------------------------------ Set-Optimization for Applications Third International Conference on Set-Valued Variational Analysis and Set Optimization with Applications in Economics, Finance, Statistics and Game Theory September 19-23, 2016 WU Wien, Austria http://sofa2016.wu.ac.at/ ======================================================================== HFT 2016 ------------------------------------------------------------------------ High Frequency Trading - Curse or Blessing? September 22-23, 2016 Vienna, Austria http://hft2016.univie.ac.at/ -----------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 04 Mar '16

04 Mar '16

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Mo., 07.03.2016, 10:00, Freihaus, Zeichensaal 3, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 7th floor Cetin Gülüm (FAM @ TU Wien) "Consistency of Option Prices under Bid-Ask Spreads and Implied Volatility Slope Asymptotics" (Public PhD Thesis Defense) For further details (including abstracts) see https://fam.tuwien.ac.at/events/?showabstract=20160307 ------------------------------------------------------------------------ Uni Wien, lecture on Regularity structures ------------------------------------------------------------------------ We., 09.03.2016-27.04.2016, 9:00-11:15 & 11.30-13.00, seminar room 1 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, ground floor Josef Teichmann (ETH Zurich) lecture "Regularity structures" For further details see: https://people.math.ethz.ch/~jteichma/index.php?content=teach_regularitystr… ------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 09.03.2016, 12:00, room SR D4.0.136 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Otto Randl (WU Wien) https://www.wu.ac.at/en/finance/people/faculty/otto-randl/ "Dividend Risk Premia" (Finance Brown Bag Seminar) For further details (including abstracts) see http://www.wu.ac.at/finance/research/bbs/summer-term-2015/en/ To find the room on the WU Campus search for "D4.0.136" on: http://gis.wu.ac.at/?roomShow=D4.0.136 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 26 Feb '16

26 Feb '16

------------------------------------------------------------------------ Seminar Talks @ IST Austria ------------------------------------------------------------------------ Mo., 29.02.2016, 09:45, Seminar room, Lab Building West, ground floor Institute for Science and Technology, Am Campus 1, 3400 Klosterneuburg Anthony Lee (University of Warwick, UK) http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/lee/ "Particle filters for hidden Markov models" Invitation and abstract (also valid ticket for IST-Shutle): http://ist.ac.at/fileadmin/user_upload/pdfs/Talks/2016/02/Talk_Lee.pdf ------------------------------------------------------------------------ WU Gutmann Center Public Lecture ------------------------------------------------------------------------ Th., 03.03.2016, 16:00, Bank Gutmann, Schwarzenbergplatz 16, 1010 Vienna Sunil Wahal (Arizona State University, U.S.A.) https://apps.wpcarey.asu.edu/directory/people/profile.cfm?person=2179569 "The demand for diversification in incomplete markets" (WU Gutmann Center Public Lecture) For further details (including abstracts) see http://www.gutmann-center.at/gc/whatwedo/bridging/lectures/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 04.03.2016, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Çağın Ararat (Bilkent University, Turkey) http://www.ie.bilkent.edu.tr/ieweb2012/en/faculty_member/cagin "Measuring systemic risk via model uncertainty" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/en/statmath/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 04.03.2016, 11:00, room D3.0.221 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Sunil Wahal (Arizona State University, U.S.A.) https://apps.wpcarey.asu.edu/directory/people/profile.cfm?person=2179569 "The Demand for Diversification in Incomplete Markets" (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 "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 15 Feb '16

15 Feb '16

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