- FAM-news - TU FAM Mailing lists

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 04 Mar '22

04 Mar '22

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 10.3.2022, 19:00-20:00 (UTC +1:00 = CET), online talk Mesias Alfeus (Stellenbosch University) "Quantitative Finance: Toward A General Framework for Modelling Roll-Over Risk" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 10.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk Umut Çetin (London School of Economics) "Power Laws in Market Microstructure" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Franziska Wohlmuth 25 Feb '22

25 Feb '22

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 1.3.2022, 12:00 (UTC +1:00 = CET), online talk Anna Aksamit (University of Sydney) "Information modelling: new type of filtration enlargement and applications" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 3.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk Thorsten Schmidt (University of Freiburg) "Term Structure Modelling with Overnight Rates Beyond Stochastic Continuity" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 4.3.2022, 11:00-12:30 (UTC +1:00 = CET), on-campus talk: room TC.4.05 & stream Paul Eisenberg (WU Wien) "Affine Models for Energy Markets" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 4.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk Mitja Stadje (Ulm University) "Optimal portfolio choice under endogenous permanent market impacts" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 18 Feb '22

18 Feb '22

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 21.2.2022, 16:30-18:30 (UTC +1:00 = CET), online talk Gudmund Pammer (ETH Zurich) "The Wasserstein space of stochastic processes & computational aspects" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 24.2.2022, 19:00 (UTC +1:00 = CET), online talk Matteo Burzoni (University of Milan) "A unifying approach to viability and arbitrage" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Data Science Challenge ------------------------------------------------------------------------ UNIQA Data Science Challenge 2022 Anybody can join - students can win! Show your skills and accept the challenge: https://uniqa4ward.com/en/challenge.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 04 Feb '22

04 Feb '22

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 8.2.2022, 19:00 (UTC +1:00 = CET), online talk Damir Filipović (EPFL and Swiss Finance Insitute) "Stripping the Discount Curve -- a Robust Machine Learning Approach" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 9.2.2022, 13:00 (UTC +1:00 = CET), online talk Christian Furrer (University of Copenhagen) "Change of measure techniques for scaled insurance cash flows" For further details see https://owars.info/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 10.2.2022, 19:00-20:00 (UTC +1:00 = CET), online talk Stephane Crepey (Université de Paris / LPSM) "Darwinian model risk and reverse stress testing" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 28 Jan '22

28 Jan '22

The talk of Mr. Zhang starts at 16:30. Please find the correct information below. ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 3.02.2022, 16:30 (UTC+1 = CET), online talk Xin Zhang (University of Vienna) "Expert Prediction Problem" For further details see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk Bruno Bouchard (Paris Dauphine University) "Itô-Dupire formula for $C^1$-functionnals and approximate viscosity solutions of PPDE" For further details see https://sites.google.com/view/optimalstopping/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 28 Jan '22

28 Jan '22

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 3.02.2022, 16:45-17:30 (UTC+1 = CET), online talk Xin Zhang (University of Vienna) "Expert Prediction Problem" For further details see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk Bruno Bouchard (Paris Dauphine University) "Itô-Dupire formula for $C^1$-functionnals and approximate viscosity solutions of PPDE " For further details see https://sites.google.com/view/optimalstopping/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 21 Jan '22

21 Jan '22

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 25.1.2022, 19:00 (UTC +1:00 = CET), online talk Lin Will Cong (Cornell University) "Designing AI Models for Finance with An Illustration Using Panel Trees" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 26.1.2022, 16:00 (UTC +1:00 = CET), online talk Emanuela Rosazza Gianin (University of Milano-Bicocca) "Generalized PELVE and applications to risk measures " For further details see https://owars.info/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 27.1.2022, 19:00 (UTC +1:00 = CET), online talk Johannes Muhle-Karbe (Imperial College London) "Liquidity Risk and Asset Prices" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 14 Jan '22

14 Jan '22

------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ We., 19.1.2022, 18:15-19:30 (UTC +1:00 = CET), online talk Damir Filipovic (EPFL and Swiss Finance Institute) "Stripping the Discount Curve – a Robust Machine Learning Approach" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ 20th Winter Seminar on Mathematical Finance ------------------------------------------------------------------------ Mo., 24.1.2022, 08:30-16:30 (UTC +1:00 = CET), online seminar For further details (including abstracts & speakers) see https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/winterschool.html REGISTRATION https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/20onlineregistration.ht… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 07 Jan '22

07 Jan '22

Prosit Neujahr! Wir wünschen Ihnen Gesundheit, Glück und Erfolg für 2022! Franziska Wohlmuth und Sandra Trenovatz (FAM-office) ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 11.1.2022, 19:00 (UTC +1:00 = CET), online talk Thaleia Zariphopoulou (University of Texas) "Learning in mean-field games under forward performance criteria" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 12.1.2022, 16:00 (UTC +1:00 = CET), online talk Virginia Young (University of Michigan) "Stackelberg Differential Game for Insurance under Model Ambiguity" For further details see https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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Cancellation VSMFP Dec 16
by Stefan Gerhold 15 Dec '21

15 Dec '21

Dear subscribers, Tomorrow's talk in the Vienna Seminar in Mathematical Finance and Probability https://fam.tuwien.ac.at/events/vs-mfp/ is cancelled, and so there will be no seminar tomorrow. The intended new date is Feb 03 2022; details to be announced. Best regards Stefan Gerhold

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 10 Dec '21

10 Dec '21

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 16.12.2021, 15:30 (UTC +1:00 = CET), online Xin Zhang (University of Vienna) "Expert Prediction Problem" For further details (including abstract & log-in link) see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 15.12.2021, 18:00 (UTC +1:00 = CET), online talk Peter Carr (NYU) "Stoptions: Representations and Applications" For further details see https://sites.google.com/view/optimalstopping/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 03 Dec '21

03 Dec '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 8.12.2021, 17:00 (UTC +1:00 = CET), online talk Shengchao Zhuang (University of Nebraska-Lincoln) "S-shaped narrow framing, skewness and the demand for insurance" For further details see https://owars.info/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 9.12.2021, 19:00 (UTC +1:00 = CET), online talk Michael Kupper (University of Konstanz) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 9.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Christa Cuchiero (University of Vienna) "Optimal Bailout Strategies Resulting from the Drift Controlled Supercooled Stefan Problem" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 26 Nov '21

26 Nov '21

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 2.12.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Philippe Casgrain, ETH Zürich and Princeton University "Anytime-valid sequential testing for elicitable functionals via supermartingales " For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 2.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Tobias Fissler (WU Vienna) "Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 19 Nov '21

19 Nov '21

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 22.11.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk Simon Hochgerner (FMA - Austrian Financial Market Authority) "Mean-field LIBOR market models and valuation of long term guarantees" For further (including abstract & log-in link) see https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 23.11.2021, 18:00 (UTC +1:00 = CET), online talk Beatrice Acciaio (ETH Zurich) "Generative Adversarial Learning with Adapted Distances" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 24.11.2021, 13:00 (UTC +1:00 = CET), online talk Luitgard Veraart (London School of Economics) "When does portfolio compression reduce systemic risk?" For further details see https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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TODAY: talk of Peter Friz --- 2022: ASD
by Sandra Trenovatz 17 Nov '21

17 Nov '21

To whom it may concern, we would like to draw your attention to TODAY'a talk of Peter Friz, which was missing at the last FAM-news mailing. Additonally we suggest to save the date for the 10th Austrian Stochastics Days! Best wishes, Sandra ------------------------------------------------------------------------ Informal Probability Seminar ------------------------------------------------------------------------ We., 17.11.2021, 13:30-15:30 (UTC +1:00 = CET) Oskar-Morgenstern-Platz 1, 2nd floor, Meeting room 2 (BZ 2) Peter K. Friz (TU Berlin) "The Liouville Brownian rough path" For further details see https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/… ------------------------------------------------------------------------ ASD 2022 - Save the date ------------------------------------------------------------------------ 10th Austrian Stochastics Days 2022 Th.-Fr., September 8-9, 2022, Vienna, Austria https://stochastics-days.at/ Organised by Julio Backhoff (Univ. of Vienna) ------------------------------------------------------------------------ For further events of this week see: https://fam.tuwien.ac.at/events/#upcoming_talksevents

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 12 Nov '21

12 Nov '21

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 18.11.2021 lecture hall 14, Oskar-Morgenstern-Platz 1, 2nd floor 16:45-17:30 (UTC+1 = CET) Gabriela Kováĉova (WU Vienna) "Time consistency of mean-risk problem and a set-valued Bellman's principle" 17:30-18:15 (UTC+1 = CET) Stefan Rigger (University of Vienna) "Optimal bailout strategies and the drift-controlled probabilistic supercooled Stefan problem" For further details see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 17.11.2021, 13:00 (UTC +1:00 = CET), online talk Anna Aksamit (The University of Sydney) "Generalized BSDEs with random time horizon in a progressively enlarged filtration" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 18.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Sergio Pulido (ENSIIE) "American Options in the Rough Heston Model" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ Th., 18.11.2021, 15:00-15:45 (UTC +1:00 = CET), online talk Ivan Nourdin (University of Luxembourg) "The Breuer-Major theorem: old and new" For further details see https://www.owprobability.org/one-world-probability-seminar ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 05 Nov '21

05 Nov '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 8.11.2021, 17:00 (UTC +1:00 = CET), online talk David Proemel (Mannheim) "Model-free portfolio theory: a rough path approach" For further details see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 11.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Gudmund Pammer (ETH Zürich) "TBA" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 12.11.2021, 15:00-16:30 (UTC +1:00 = CET), online talk Łukasz Delong (Warsaw School of Economics) "Gamma Mixture Density Networks and their application to modelling insurance claim amounts" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 29 Oct '21

29 Oct '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 1.11.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Yvain Bruned (University of Edinburgh) "Locality for singular stochastic PDEs" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 4.11.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Beatrice Acciaio (ETH Zurich) "Adapted Wasserstein distances in mathematical finance" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 4.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Hansjörg Albrecher (Université de Lausanne) "On the Profitability of Selfish Blockchain Mining under Consideration of Ruin" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 22 Oct '21

22 Oct '21

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 26.10.2021, 19:00 (UTC +2:00 = CEST), online talk Charles-Albert Lehalle (ADIA) "Some Control Problems On Financial Markets And How Their Solutions Can Be Learned" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 28.10.2021, 19:00 (UTC +2:00 = CEST), online talk Hoi Ying Wong (Chinese University of Hong Kong) "Primal return ambiguity and dual risk ambiguity" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 28.10.2021, 17:15-18:15 (UTC +2:00 = CEST), online talk David Prömel (Universität Mannheim) "Model-free Portfolio Theory: A Rough Path Approach" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 15 Oct '21

15 Oct '21

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 20.10.2021, 18:00 (UTC +2:00 = CEST), online talk Zbigniew Palmowski (Wrocław University of Science and Technology) "Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions" For further details see https://sites.google.com/view/optimalstopping/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 08 Oct '21

08 Oct '21

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 14.10.2021 15:45-16:30 (UTC +2:00 = CEST), lecture hall 8 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1nd floor Julia Eisenberg (TU Wien) "Dividend maximisation with negative and positive preference rates: a behaviouristic interpretation" 16:45-17:30 (UTC +2:00 = CEST), lecture hall 5 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor Francesca Primavera (University of Vienna) "Lévy type signature models" For further details see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 11.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Samuel Cohen (University of Oxford) "Arbitrage-free market models via neural SDEs" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 12.10.2021, 19:00 (UTC +2:00 = CEST), online talk Sebastian Jaimungal (University of Toronto) "Risk-Aware Reinforcement Learning for Financial Modeling" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 15.10.2021, 16:00-17:30 (UTC +2:00 = CEST), online talk Steven Vanduffel (Vrije Universiteit Brussel (VUB)) "The optimal payoff for a Yaari investor" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 01 Oct '21

01 Oct '21

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 7.10.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Ibrahim Ekren (Florida State University) "Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 7.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Mathieu Rosenbaum (École Polytechnique) "AHEAD : Ad-Hoc Electronic Auction Design" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 8.10.2021, 09:00-10:30 (UTC +2:00 = CEST), online talk Thorsten Schmidt (University of Freiburg) "Abritrage Principles in Insurance" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 24 Sep '21

24 Sep '21

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Mo., 27.9.2021, 12:00-13:00 (UTC +2:00 = CEST), online talk Andrea Orame (Bank of Italy) "Quantitative Easing, Bank Lending, and Competition" For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 28.9.2021, 19:00 (UTC +2:00 = CEST), online talk Xin Guo (University of California, Berkeley) "Generative Adversarial Network (GANs): Game and Control Perspectives" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 29.9.2021, 19:00 (UTC +2:00 = CEST), online talk Daniel Bauer (University of Wisconsin–Madison) "The Marginal Cost of Risk and Capital Allocation in a Property and Casualty Insurance Company" For further details see https://owars.info/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 30.9.2021, 19:00 (UTC +2:00 = CEST), online talk Marco Frittelli (University of Milan) "Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 30.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Walter Schachermayer (University Vienna) "TBA" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Monte-Carlo Methods - course at TU Wien ------------------------------------------------------------------------ In winter term 2021/2022 Dr. Junjian Yang from FAM offers the online-course "Monte-Carlo Methods" https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105734 The course is a lecture combined with exercises and will bei given via Zoom every Friday 9:30-12:30 (around 14 times, Oct.-Jan). - Students from TU Wien can register through the course page (link above). - Students from Austrian universities other than TU Wien have to co-register / "mitbelegen" at TU Wien (https://www.tuwien.at/en/?id=1486 / https://www.tuwien.at/?id=1486) first. They can get a certificate at the end of the course. In case of interest from universities abroad we might offer access to the course documents and Zoom meetings. Please send your request to the lecturer or to FAM-office and consider that there is no certificate possible without registering as student of TU Wien. Please contact FAM-office (Sandra) fam(a)fam.tuwien.ac.at in case of questions. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 17 Sep '21

17 Sep '21

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 22.9.2021, 18:00 (UTC +2:00 = CEST), online talk Damien Lamberton, Université Gustave Eiffel "On the American put in the Heston model" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 23.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Mathias Beiglböck (University of Vienna) "The Wasserstein space of stochastic processes" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 24.9.2021, 16:00 (UTC +2:00 = CEST), online talk Christian Y. Robert (ENSAE) "Conditional mean risk sharing in the individual model for dependent losses" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 10 Sep '21

10 Sep '21

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 14.9.2021, 19:00 (UTC +2:00 = CEST), online talk Rama Cont (University of Oxford ) "TBA" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 15.9.2021, 14:00 (UTC +2:00 = CEST), online talk Caroline Hillairet (ENSAE-Paris, FRANCE) "Propagation of cyber incidents in an insurance portfolio" For further details see https://owars.info/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 16.9.2021, 13:00-14:00 (UTC +2:00 = CEST), online talk Konstantinos Spiliopoulos (Boston University) "Normalization effects on neural networks: generalization properties and high dimensions" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 03 Sep '21

03 Sep '21

------------------------------------------------------------------------ BFS Summer School ------------------------------------------------------------------------ 1st Summer School of the Bachelier Finance Society Tue-Fri, September 21-24, 2021, online event https://www.bachelierfinance.org/09-2021 Registration deadline: September 15, 2021 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 27 Aug '21

27 Aug '21

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu, 31.08.2021, 16:30-17:30 (UTC +2:00 = CEST), online talk Wolfgang Herold (FMA - Finanzmarktaufsicht) "Kapitalmarkt - aktuelle Entwicklungen und ihre Bedeutung für den Versicherungsmarkt" Weitere Informationen inkl. Abstract & Anmeldung: https://fam.tuwien.ac.at/vr/20210831.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 01.09.2021, 17:00 (UTC +2:00 = CEST), online talk Nora Muler (Universidad Torcuato Di Tella, Argentina) "Optimal dividend payment under constraints" For further details see https://owars.info/ ------------------------------------------------------------------------ ASD 2021, DMV-ÖMG ..., Junior female researchers ..., Risk Day, ... ------------------------------------------------------------------------ Furthermore this time we suggest a nice familiar Austrian event taking place in Styria... 9th Austrian Stochastics Days (ASD 2021) Thu-Fri, September 9-10, 2021, Leoben, Austria http://institute.unileoben.ac.at/amat/asd2021/ ...as well as the Austrian-German event taking place virtually: DMV-ÖMG Jahrestagung 2021 Mon-Fri, September 27 - October 1, 2021, online event https://www.uni-passau.de/dmv-oemg-2021/ Especially for female researchers we recommend the following event: Junior female researchers in probability Mon-Wed, October 4-6, 2021, hybrid, Berlin, DE https://www.wias-berlin.de/workshops/JFRP21/ For all events above registration for participation is still possible. For the yearly Risk Day at ETH Zurich the decision if will take place at ETH or virtually is still open (or just not online yet), so for now we can just propose to save the date: Risk Day 2021 Fri, September 17, 2021, ETH Zurich, CH or virtually https://math.ethz.ch/imsf/events/risk-day.html All events mentioned on the FAM webpage: https://fam.tuwien.ac.at/events/#conferencesevents (https://fam.tuwien.ac.at/events/) ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 13 Aug '21

13 Aug '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 18.8.2021, 10:00 (UTC +2:00 = CEST), online talk Hamza Hanbali (Monash University) "Detection of insurance price cycles using neural networks" For further details see https://owars.info/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 16 Jul '21

16 Jul '21

------------------------------------------------------------------------ BFS Summer School - September 2021 ------------------------------------------------------------------------ First Summer School of the Bachelier Finance Society 21 to 24 September 2021, Online via Zoom https://www.bachelierfinance.org/09-2021 Vortragende/Vorträge: Gaël Giraud (France CNRS and Georgetown Univ.) "Financial Macroeconomics and Climate Change" Pierre-Olivier Goffard (Univ. Claude Bernard Lyon 1) "BLOCKASTICS – Stochastic models for blockchain analysis" Xin Guo (Univ. of California Berkeley) & Renyuan Xu (Oxford Univ.) "Mean-Field Dynamics and Machine Learning" Alex Lipton (Sila, Hebrew University of Jerusalem and MIT) "Blockchains and distributed ledgers: the underlying mathematics, economics, and technology" Peter Tankov (ENSAE) "Introduction to Climate Finance" Registration is compulsory and free for members of the Bachelier Finance Society. For non-members the cost is 60$. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office 12 Jul '21

12 Jul '21

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 14.7.2021, 18:00 (UTC +2:00 = CEST), online talk Erhan Bayraktar (University of Michigan) "Equilibrium concepts for time-inconsistent stopping problems in continuous time" For further details see https://sites.google.com/view/optimalstopping/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 02 Jul '21

02 Jul '21

------------------------------------------------------------------------ 14th European Summer School in Financial Mathematics ------------------------------------------------------------------------ Mon-Fri, August 30 - September 3, 2021, hybrid event, Univ. of Edinburgh, UK https://www.icms.org.uk/events/workshops/ESSFM14 Submission and Registration (no deadline given, so we suggest to submit very soon) https://www.smartsurvey.co.uk/s/ESS14ED2021/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 25 Jun '21

25 Jun '21

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Th., 1.7.2021, 12:00-13:15 (UTC +2:00 = CEST), online talk Carole Bernard (Grenoble Ecole de Management) "Option-Implied Dependence and Correlation Risk Premium" For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 18 Jun '21

18 Jun '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 21.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Jin Ma (University of Southern California) "Set-valued Backward SDEs and Set-valued Stochastic Analysis" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 21.6.2021, 16:45-17:45 (UTC +2:00 = CEST), online talk Tobias Fissler (Vienna University of Economics and Business) "Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability" For further details see https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 22.6.2021, 19:00 (UTC +2:00 = CEST), online talk Markus Pelger (Stanford University) "Deep Learning Statistical Arbitrage" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 11 Jun '21

11 Jun '21

------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 17.6.2021, 19:00 (UTC +2:00 = CEST), online talk Jianfeng Zhang (University of Southern California) "Mean Field Game Master Equations with Monotonicity and Anti-monotonicity Conditions in Displacement Sense" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 04 Jun '21

04 Jun '21

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 8.6.2021, 19:00 (UTC +2:00 = CEST), online talk Giuseppe Nuti (UBS & Cornell University) and Lluís Antoni Jiménez Rugama (UBS) "Applying Explainable Bayesian Decision Trees to Trading" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Finance Research Seminar ------------------------------------------------------------------------ Fr., 11.6.2021, 11:00-12:15 (UTC +2:00 = CEST), online talk Ian Martin (London School of Economics) "Sentiment and speculation in a market with heterogeneous beliefs " For further (including abstract & log-in link) see http://www.vgsf.ac.at/events/finance-research-seminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 28 May '21

28 May '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 2.6.2021, 18:00 (UTC +2:00 = CEST), online talk Natalia Nolde (University of British Columbia) "An extreme value approach to CoVaR estimation " For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 3.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Yan Dolinsky (Hebrew University of Jerusalem) "Stochastic Stability for the Utility Maximization Problem" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 21 May '21

21 May '21

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ We., 24.5.2021, 12:45 - 13:45 (UTC +2:00 = CEST), webinar Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia) “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking” For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 27.5.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Benedict Bauer (TU Wien) "Self-similar Gaussian Markov processes" Aleksandar Arandjelovic (TU Wien) "Deep hedging in continuous time" Verena Köck (WU Vienna) "Solving partial-integro differential equations in finance and insurance: a deep learning approach" Guido Gazzani (University of Vienna) and Sara Svaluto-Ferro (University of Vienna) "Universal signature-based models: theory and calibration" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 14 May '21

14 May '21

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 19.5.2021, 18:00 (UTC +2:00 = CEST), online talk Nicole Bäuerle (Karlsruhe Institute of Technology) "Partially observable risk-sensitive stopping problems in discrete time" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ PDE Afternoon ------------------------------------------------------------------------ We., 19.5.2021, 15:30 - 16:00 (UTC +2:00 = CEST), online talk Daniel Toneian (University of Vienna) "Optimal Transport between Stochastic Processes" For further details see https://www.univie.ac.at/sfb65/#!/public/events/pde_afternoon/2021-03-01/20… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 20.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Christoph Czichowsky (London School of Economics) "Rough Volatility and Portfolio Optimisation under Transaction Costs" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 20.5.2021, 19:00 (UTC +2:00 = CEST), online talk Peter Bank (TU Berlin) "The value of not being predictable" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 21.5.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk Matthias Scherer (Department of Mathematics, Technical University of Munich) "A Comprehensive Model for Cyber Risk Based on Marked Point Processes and Its Application to Insurance" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 07 May '21

07 May '21

------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ We., 2.4.2021, 12:15-13:15 (UTC +2:00 = CEST), online talk Alessandro Melone (VGSF Universität Wien) "Consumption and Stock Returns: Levels vs. Growth for Conditional Asset Pricing" For further details see https://finance.univie.ac.at/en/research/brown-bag-seminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 30 Apr '21

30 Apr '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 5.5.2021, 14:00 (UTC +2:00 = CEST), online talk George Tzougas (London School of Economics) "Neural Network Embedding of the Negative Binomial Regression Model for Claim Frequencies Joint work with Ziyi Li" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 5.5.2021, 18:00 (UTC +2:00 = CEST), online talk Jean-Francois Chassagneux (Université de Paris) "IMulti-dimensional reflected BSDEs and applications to randomized switching problem" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 6.5.2021, 19:00 (UTC +2:00 = CEST), online talk Matheus Grasselli (McMaster University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 6.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Prof. Dr. Stéphane Villeneuve (Toulouse School of Economics) "Linear Optimal Contracts in a Gaussian World" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 7.5.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Erick Delage (HEC Montreal) "Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 23 Apr '21

23 Apr '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 26.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Thaleia Zariphopoulou (University of Texas) "Human-machine interaction models and robo-advising" For further details see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 27.4.2021, 19:00 (UTC +2:00 = CEST), online talk Iuliia Manziuk (Ecole Polytechnique) "Adaptive Trading Strategies Across Liquidity Pools" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ We., 28.4.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk Ronnie Sircar (Princeton University) "Cryptocurrencies, Mining & Mean Field Games" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 29.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Sara Svaluto-Ferro (Universität Wien) "From Signature-Based Models to Affine and Polynomial Processes and back" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 29.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Huyen Pham (Université de Paris) "DeepSet and their derivative networks for solving symmetric problems" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 29.4.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Friedrich Hubalek (TU Wien) "Comparing binomial and Gaussian tails with an application to utility maximization" Benjamin Robinson (University of Vienna) "Optimal control of martingales in a radially symmetric environment" Zach Feinstein (Stevens Institute of Technology) "Equilibrium Inverse Demand Functions" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 30.4.2021, 17:00 (UTC +2:00 = CEST), online talk Mike Ludkovski (University of California) "Multi-population longevity modeling with Gaussian Processes" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ Online Conference Beyond the Boundaries ------------------------------------------------------------------------ Beyond the Boundaries: New Directions in Financial and Actuarial Mathematics Tue-Fri, May 4-7, 2021, online conference by University of Leeds https://www.miryanagrigorova.com/conference-beyond-the-boundaries Registration is free! - Registration Deadline: April 29, 2021 Have a look at the impressive list of the invited speakers: https://www.miryanagrigorova.com/speakers ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 16 Apr '21

16 Apr '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 21.4.2021, 11:00 (UTC +2:00 = CEST), online talk Rui Zhou (University of Melbourne) "The Role of Longevity Annuities in Different Socioeconomic Classes: A Canadian Case Study" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 22.4.2021, 19:00 (UTC +2:00 = CEST), online talk Darrell Duffie (Stanford University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 22.2.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Julio Backhoff (Universität Wien) "The Mean Field Schrödinger Problem" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 23.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Etienne Marceau (Laval University) "Lundberg–Aumann–Serrano index of riskiness and ruin-based risk measures" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 09 Apr '21

09 Apr '21

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 13.4.2021, 19:00 (UTC +2:00 = CEST), online talk Josef Teichmann (ETH Zurich) "Consistent Recalibration Models, Deep Calibration and Learning of Constraint Dynamics" For further (including abstract & log-in link) see: https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 16.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Patrick Cheridito (ETH Zurich) "Assessing asset-liability risk and the numerical approximation of conditional expectations" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ AMaMeF 2021 ------------------------------------------------------------------------ 10th General AMaMeF Conference June 22-25, 2021, Padova, Italy hybrid or online event (depending on Covid19 situation) https://events.math.unipd.it/AMAMEF2021/ AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. The AMaMeF Conferences are organized in a roughly two-yearly schedule. The 10th General AMaMeF conference is organized by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited and several contributed sessions addressing a full range of topics in mathematical finance and its applications. Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission Deadline: Monday, May 3, 2021. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by Franziska Wohlmuth 02 Apr '21

02 Apr '21

------------------------------------------------------------------------ WU Wien research seminar series ------------------------------------------------------------------------ Fr., 7.4.2021, 09:00 (UTC +2:00 = CEST), online talk Luitgard A. M. Veraart (London School of Economics and Political Science) "When Does Portfolio Compression Reduce Systemic Risk?" For further details (including abstract & log-in link) see: https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 7.4.2021, 17:00 (UTC +2:00 = CEST), online talk Kazutoshi Yamazaki (Kansai University) "Double continuation regions for American options under Poisson exercise opportunities" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 8.4.2021, 19:00 (UTC +2:00 = CEST), online talk Tomoyuki Ichiba (University of California Santa Barbara) "Relative arbitrage among investors" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 26 Mar '21

26 Mar '21

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 1.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Xiaofei Shi (Columbia University) "Equilibrium Asset Pricing with Liquidity Risk" Mathieu Laurière (Princeton University) "Deep learning for Mean Field Games, and applications to finance" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 19 Mar '21

19 Mar '21

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 22.3.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk Gilles Stupfler (ENSAI France) "Asymmetric least squares techniques for extreme risk estimation" For further details (including abstract & log-in link) see: https://univienna.zoom.us/j/95698652741?pwd=MnZaZVpLa2ZsQkpLdXdtTy9WQUsrdz0… or https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 24.3.2021, 18:00 (UTC +1:00 = CET), online talk Erik Ekstrom (Uppsala University) "Stochastic games with unknown competition" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ We., 24.3.2021, 12:00 - 13:15 (UTC +1:00 = CET), webinar Fabio Trojani (University of Geneva) "Smart Stochastic Discount Factors" For further details (including abstract & log-in link) see: https://us02web.zoom.us/j/84414842010?pwd=WFFudm1ITDU1aWQ2Y0ttRFRXOGFVQT09 or https://www.carloalberto.org/events/category/ltiunito-webinar-series-in-fin… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Thibaut Mastrolia (École Polytechnique) "Some Recent Developments of Auction Design in Financial Markets" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 25.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Filip Lindskog (Stockholm University) "Market-Consistent Multiple-Priors Valuation of Cash Flows Subject to Capital Requirements" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJEpcOqqrjIuHNegJ9NINRKM53Z7DwjBYlYt or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 25.3.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Birgit Rudloff (WU Vienna) "Multivariate dynamic programming- from dynamic Nash games to the Mean-Risk problem" Stefan Gerhold (TU Wien) "Asymptotic pricing of VIX options under rough volatility" Walter Schachermayer (University of Vienna) "Faking Brownian Motion with continuous Markov martingales" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ We are pleased to announce the World Online Seminars on Machine Learning in Finance which will start on March 30th. The seminars will be held on a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, we will invite a speaker to cover a topic at the interface of machine learning and finance. Our opening speaker is Manuela Veloso from JP Morgan AI Research and CMU. More detailed information, in particular on the subsequent speakers can be found on our webpage https://sites.google.com/view/mlfinance/home. We also have a mailing list which can be subscribed through https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr…. The seminar announcements and the Zoom links will be sent via this mailing list, but you can also register for the zoom link on our webpage. Please bring the announcement to the attention of other researchers who may be interested. We are looking forward to seeing you at the seminars. Best regards, The organizers Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 12 Mar '21

12 Mar '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 15.3.2021, 17:00 (UTC +1:00 = CET), online talk Bruno Bouchard (Paris Dauphine) "Ito formula for C1 functionals and path-dependent applications in mathematical finance" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 18.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Dr. Andreas Søjmark (Imperial College London) "Dynamic Default Contagion and Contagious McKean-Vlasov Systems" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 05 Mar '21

05 Mar '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 8.3.2021, 17:00 (UTC +1:00 = CET), online talk Pierre Del Moral (INRIA (France)) "A backward Ito-Ventzell formula with an application to stochastic interpolation" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 10.3.2021, 18:00 (UTC +1:00 = CET), online talk Mike Ludkovski (UC Santa-Barbara) "mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 11.3.2021, 19:00 (UTC +1:00 = CET), online talk Tom Hurd (McMaster University) "COVID-19: Modelling Another Global Systemic Phenomenon" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJUqdOqsrTkuHNF3wgjlUz4_lsaxUqvfAzrN or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 11.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Christian Robert (ISFA Lyon) "Conditional Mean Risk Sharing in the Individual Model with Graphical Dependencies" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 12.3.2021, 16:00-17:30 (UTC +1:00 = CET), online talk Michel Denuit (Université catholique de Louvain) "Risk reduction by conditional mean risk sharing" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== ------------------------------------------------------------------------ IME 2021 - Call for abstracts ------------------------------------------------------------------------ 24th International Congress on Insurance: Mathematics and Economics Mon-Fri, July 5-9, 2021, online event SUBMISSION is open until April 30, 2021, at 11:59 p.m. (UTC-5) https://publish.illinois.edu/ime-conf-2021/call-for-abstracts/ ------------------------------------------------------------------------ EAJ 2021 - Call for papers ------------------------------------------------------------------------ 5th European Actuarial Journal Conference Wed-Thu, September 8-9, 2021, Lisbon, Portugal SUBMISSION is open until April 10, 2021 (WEST, UTC +1) http://eaj2020lisbon.org/index.php/program/call-for-papers ------------------------------------------------------------------------ ASD 2021 - Abstract Submssion ------------------------------------------------------------------------ 9th Austrian Stochastics Days Thu-Fri, September 9-10, 2021, Leoben, Austria http://institute.unileoben.ac.at/amat/asd2021/ SUBMISSION preferably before August 20, 2021 Send abstract in LaTeX to austrian.stochasticdays(a)gmail.com ------------------------------------------------------------------------ BFS 2021 - Abstract Submission ------------------------------------------------------------------------ 11th World Congress of the Bachelier Finance Society (BFS 2020) Mon-Fri, December 13-17, 2021, Hong Kong, China SUBMISSION is open until June 30, 2021 (11:59pm HKT, UTC +8). http://www1.se.cuhk.edu.hk/~bfs2020/cfp/cfp.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 26 Feb '21

26 Feb '21

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Mo., 1.3.2021, 17:00-18:00 (UTC +1:00 = CET), webinar Massimiliano Caporin (University of Padova) "Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model" For further details (registration and abstract) see https://www.carloalberto.org/event/massimiliano-caporin-university-of-padov… or https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Tu., 2.3.2021, 12:00-13:15 (UTC +1:00 = CET), online talk Roberto Renò (University of Verona) “V-shapes” For further details (registration and abstract) see https://www.carloalberto.org/event/roberto-reno-university-of-verona-webina… or https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 4.3.2021, 19:00 (UTC +1:00 = CET), online talk Marcel Nutz (Columbia University) "Entropic Optimal Transport " For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 19 Feb '21

19 Feb '21

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 24.2.2021, 18:00 (UTC +1:00 = CET), online talk Renyuan Xu (University of Oxford) "Interbank lending with benchmark rates: a singular control game" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 24.2.2021, 10:00 (UTC +1:00 = CET), online talk An Chen (Ulm University, Germany) "Linking risk management under expected shortfall to loss-averse behavior" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Thibaut Mastrolia (École Polytechnique) "Some Recent Developments of Auction Design in Financial Markets" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 25.2.2021, 13:00 (UTC +1:00 = CET), online talk Shige Peng (Shandong University) "TBA" For further details (including abstract & log-in link) see: ??https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 26.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Ludger Ruschendorf (University of Freiburg) "Evaluation of risks under dependence uncertainty" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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