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reminder for upcoming seminars and talks
by Sandra Trenovatz 26 Jan '15

26 Jan '15

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 26.01.2015, 15:30-16:30, ISOR-meeting room (6.511) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor Vincent Guigues (LIP6) http://webia.lip6.fr/~guigue/wikihomepage/pmwiki.php "Hypotheses testing on the optimal values of several risk-neutral or risk-averse convex stochastic programs and application to hypotheses testing on several risk measure values." (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 20 Jan '15

20 Jan '15

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Workshop on Operations Research and Stochastics in Economics and Business Wednesday, January 21, 2015 09:00–10:00: Birgit Rudloff, Princeton University "Multivariate risks" 11:00–12:00: Hamed Amini, EPFL Lausanne "Systemic risk in financial networks" 14:00–15:00: Agatha Murgoci, Copenhagen Business School "A theory of Markovian time-inconsistent stochastic control" Wednesday, January 28, 2015 09:00–10:00: Xiang Yu, University of Michigan "On the market viability unter proportional transaction costs" Location: WU Wien, Building D4, Room D4.4.008 For further details (including abstracts) see http://goo.gl/zSTgC4 or http://www.wu.ac.at/statmath/resseminar To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 22.1.2015, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Dan Hackmann (York University, CA) http://www.danhackmann.com/ "Analytical methods for Lévy processes with applications to finance" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Jan '15

12 Jan '15

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 15.1.2015, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Florian Baumgartner (University of Innsbruck, AT) http://www.uibk.ac.at/mathematik/personal/baumgartner/ "Representations of infinite dimensional Lévy processes and subordination" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Dec '14

12 Dec '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 18.12.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Christoph Temmel (VU University Amsterdam, NL) http://www.temmel.me/ "Disagreement percolation for simple point processe" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 15.12.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Mathias Staudigl (Universität Bielefeld) http://www.mwpweb.eu/MathiasStaudigl/ "On Dynamic games with incomplete information: Relations between discrete and continuous-time " (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 17.12.2014, 12:00, room SR D4.0.127 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Prof. Ryan Williams (Eller College of Management) http://finance.eller.arizona.edu/faculty/rwilliams.asp "Risk Management and Distress: Hedging with Purchase Obligations" (Finance Brown Bag Seminar) For further details (including abstracts) see http://www.wu.ac.at/finance/research/bbs To find the room on the WU Campus search for "D4.0.127" on: http://gis.wu.ac.at/?roomShow=D4.0.127 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Dec '14

09 Dec '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 11.12.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Paul Krühner (TU Dortmund University, DE) http://www.mathematik.tu-dortmund.de/de/personen/person/Paul+Kruehner.html "Optimal density bounds for SDEs with discontinuous drift coefficients" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks (1 talk this week, the others next week)
by Sandra Trenovatz 26 Nov '14

26 Nov '14

------------------------------------------------------------------------ Talk at the Computational Science Center (CSC) of University of Vienna ------------------------------------------------------------------------ Fr., 28.11.2014, 15.00, seminar room 11 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Vinicius Albani (IMPA, Brasil - visiting researcher at CSC) http://w3.impa.br/~vvla/ "An Inverse Problem in Mathematical Finance" Abstract: Introduced by Bruno Dupire, Derman and Kani in the nineties, the local volatility model generalizes the classical Black-Scholes model, replacing the constant volatility by a deterministic function of the price and the time. We review some results concerning the associated calibration problem and propose some extensions and applications. ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 4.12.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Michael Schmutz (University of Bern and FINMA, CH) "Risk based solvency frameworks and related challenges" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Th., 4.12.2014, 16:30, room SR D4.0.019 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Harry Zheng (Imperial College London) http://www.imperial.ac.uk/people/h.zheng "Utility-Risk Portfolio Selection" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/en/resseminar To find the room on the WU Campus search for "D4.0.019" on: http://gis.wu.ac.at/?roomShow=D4.0.019 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 21 Nov '14

21 Nov '14

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 24.11.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Teemu Pennanen (King's College, UK) http://www.mth.kcl.ac.uk/~teemu/ "Optimal investment and contingent claim valuation in illiquid markets" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 25.11.2014, 16:30, seminar room 107, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Stefan Thonhauser (TU Graz) http://www.researchgate.net/profile/Stefan_Thonhauser "Optimal reinsurance in risk theory" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 14 Nov '14

14 Nov '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 20.11.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Soumik Pal (University of Washington, Seattle, USA) http://www.math.washington.edu/~soumik/ "The geometry of relative arbitrage" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Th., 20.11.2014, 16:30, room SR D4.0.019 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Michaela Szölgyenyi (Johannes Kepler Universität Linz) http://www.finanz.jku.at/index.php?id=86 "Dividend maximization under regime switching and incomplete information" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/en/resseminar To find the room on the WU Campus search for "D4.0.019" on: http://gis.wu.ac.at/?roomShow=D4.0.019 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 07 Nov '14

07 Nov '14

------------------------------------------------------------------------ Habilitation at University of Vienna ------------------------------------------------------------------------ We., 12.11.2014, 17:30, lecture hall / Hörsaal 11 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Eberhard Mayerhofer (Dublin City University) "The Limits of Leverage" (Die Grenzen der Hebelwirkung) (public habilitation) For further details (including abstracts) see http://plone.mat.univie.ac.at/events/2014/12112014habilvortragmayerhofer ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 13.11.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Johannes Ruf (University College London) http://www.oxford-man.ox.ac.uk/~jruf/ "Convergence of local supermartingales and Novikov-type conditions for processes with jumps" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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UPDATE: reminder for upcoming seminars and talks
by Sandra Trenovatz 03 Nov '14

03 Nov '14

To Whom it May Concern: Due to an overlap of the Vienna Seminar in Mathematical Finance and Probability with the IST Lecture with the speaker Cédric Villani, the Vienna Seminar MFP will take place on Wednesday instead of Thursday. Furthermore we announce two PhD theses defenses at University of Vienna. Please find details below. Best regards, Sandra ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ We., 05.11.2014, 17:00, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Matthias Erbar (University of Bonn, DE) http://wt.iam.uni-bonn.de/erbar/home/ "Ricci curvature for finite Markov chains" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ IST Lecture with Cédric Villani: http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani… ------------------------------------------------------------------------ ------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at University of Vienna ------------------------------------------------------------------------ Tu., 07.11.2014, 13:00, seminar room 10 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Anastasiia Zalashko (University of Vienna) "Model independent pricing of Asian options" (Public PhD Thesis Defense, Supervisor: W. Schachermayer) ------------------------------------------------------------------------ Tu., 07.11.2014, 13:30, seminar room 10 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Lingqi Gu (University of Vienna) "The shadow price in utility maximization problems under transaction costs" (Public PhD Thesis Defense, Supervisor: W. Schachermayer) ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 03 Nov '14

03 Nov '14

------------------------------------------------------------------------ lecture "Energy Markets: Models and Derivatives Valuation" ------------------------------------------------------------------------ Mo., 03.11.2014 to Fr., 14.11.2014 TU Wien, 1040, Wiedner Hauptstr. 8 Carlo Sgarra (Politecnico die Milano, http://goo.gl/2PB0rG) lecture "Energy Markets: Models and Derivatives Valuation" First lecture on Mo., 03.11.2014, 14:00, seminar room 138A Freihaus building, 7th floor, yellow area For further details see: https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105669 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 06.11.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Matthias Erbar (University of Bonn, DE) http://wt.iam.uni-bonn.de/erbar/home/ "Ricci curvature for finite Markov chains" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Oct '14

29 Oct '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 30.10.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Giovanni Puccetti (University of Firenze, Italy) https://sites.google.com/site/giovannipuccetti/ "An Academic Response to Basel 3.5" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Institute of Science and Technology Austria (IST Austria) ------------------------------------------------------------------------ Th., 6.11.2014, 17:00-18:00, Location Raiffeisen Lecture Hall, IST Austria, Am Campus 1, 3400 Klosterneuburg Cédric Villani (Institut Henri Poincaré (UPMC/CNRS), Paris) http://cedricvillani.org/ "Of Triangles, Gases, Prices and Men" (IST Lecture) For further details (including abstract) see http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani… Registration until 31.10.2014: http://ist.ac.at/en/events/ist-lecture-registration/ (Special IST Lecture shuttle: 16:00 from TU Vienna, Resselgasse 1) (Regular IST shuttle: 16:12 U4 Heiligenstadt/public bus stop) ------------------------------------------------------------------------ 4th Austrian Stochastics Days ------------------------------------------------------------------------ Announcement of date & place: September 28-29, 2015 Vienna University of Technology http://fam.tuwien.ac.at/asd2015/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 24 Oct '14

24 Oct '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 30.10.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Giovanni Puccetti (University of Firenze, Italy) https://sites.google.com/site/giovannipuccetti/ "An Academic Response to Basel 3.5" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Institute of Science and Technology Austria (IST Austria) ------------------------------------------------------------------------ Th., 6.11.2014, 17:00-18:00, Location Raiffeisen Lecture Hall, IST Austria, Am Campus 1, 3400 Klosterneuburg Cédric Villani (Institut Henri Poincaré (UPMC/CNRS), Paris) http://cedricvillani.org/ "Of Triangles, Gases, Prices and Men" (IST Lecture) For further details (including abstract) see http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani… Registration until 31.10.2014: http://ist.ac.at/en/events/ist-lecture-registration/ (Special IST Lecture shuttle: 16:00 from TU Vienna, Resselgasse 1) (Regular IST shuttle: 16:12 U4 Heiligenstadt/public bus stop) ------------------------------------------------------------------------ 4th Austrian Stochastics Days ------------------------------------------------------------------------ Announcement of date & place: September 28-29, 2015 Vienna University of Technology http://fam.tuwien.ac.at/asd2015/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 18 Oct '14

18 Oct '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 23.10.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Johanna Penteker (Johannes Kepler Universität, Linz) http://goo.gl/z8XYr8 "p-summing multiplication operators, dyadic Hardy spaces and atomic decomposition" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Th., 23.10.2014, 16:30, room SR D4.0.019 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Hansjörg Albrecher (Universität Lausanne) http://www.hec.unil.ch/people/halbrecher "Insurance risk and the cost of capital" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/en/resseminar To find the room on the WU Campus search for "D4.0.019" on: http://gis.wu.ac.at/?roomShow=D4.0.019 > Michael Weber (University of Chicago) > "Nominal Rigidities and Asset Pricing" ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 24.10.2014, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Michael Weber (University of Chicago) http://faculty.chicagobooth.edu/michael.weber/ "Nominal Rigidities and Asset Pricing" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 27.10.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Wolfgang Karl Härdle (Humboldt-Universität zu Berlin) https://lvb.wiwi.hu-berlin.de/members/personalpages/wh "TEDRIS - Tail Event Driven RIsk Structures" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 13 Oct '14

13 Oct '14

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 13.10.2014, 17:00-18:00, ISOR-meeting room (6.511) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor Dennis Kristensen (UCL) https://sites.google.com/site/econkristensen/ "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Th., 16.10.2014, 16:30, room SR D4.0.019 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Nikolaus Hautsch (Universität Wien) http://homepage.univie.ac.at/nikolaus.hautsch/ "Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/en/resseminar To find the room on the WU Campus search for "D4.0.019 on: http://gis.wu.ac.at/?roomShow=D4.0.019 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 04 Oct '14

04 Oct '14

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 6.10.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor François Bachoc (ISOR) http://homepage.univie.ac.at/francois.bachoc/ "Maximum Likelihood and Cross Validation for covariance function estimation in Gaussian process regression" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 9.10.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Mladen Savov (University of Reading, UK) http://www.reading.ac.uk/maths-and-stats/about/Staff/m-savov.aspx "Recent developments for exponential functionals and some possible implications for pricing Asian options" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 10.10.2014, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Torben Andersen (Northwestern University) http://www.kellogg.northwestern.edu/faculty/directory/andersen_torben.aspx "Parametric Inference and Dynamic State Recovery from Option Panels" & "The Risk Premia Embedded in Index Options" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 07 Sep '14

07 Sep '14

------------------------------------------------------------------------ FAM, TU Vienna & Actuarial Association of Austria (AVÖ) ------------------------------------------------------------------------ EAJ 2014 - 2nd European Actuarial Journal (EAJ) Conference & Educational Workshop TU Vienna, September 8-12, 2014 Late registration for the EAJ Conference (Sept. 10-12) is still possible: http://www.fam.tuwien.ac.at/eaj2014/registration.php Special thanks go to our sponsors: Contributing sponsors: Vienna Insurance Group Milliman Sparkassen Versicherung - VIG Supporting sponsors: arithmetica Drei-Banken Versicherung fintegral consulting Gen Re - General Reinsurance HDI Versicherung Munich RE - Münchener Rückversicherungs-Gesellschaft Springer-Verlag http://www.fam.tuwien.ac.at/eaj2014/sponsors.php ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 11.9.2014, 16:30, seminar room SR09, Univ. of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Danila Zaev (National Research University, RU) http://www.hse.ru/en/staff/dzaev "Monge-Kantorovich problem with additional constraints" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 28 Jul '14

28 Jul '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 31.7.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Elisa Alos Alcalde (Universitat Pompeu Fabra, Barcelona, Spain) https://sites.google.com/site/juliobackhoff/ "A general method to develop closed-form approximations formulas and to estimate their error bounds, with applications to the study of spread options" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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2nd EAJ Conference in Vienna - last days of early registration (-10%)
by Sandra Trenovatz 17 Jul '14

17 Jul '14

+------------------------------------ | | 2nd European Actuarial Journal (EAJ) Conference | Vienna, September 10-12, 2014 | | EAJ Educational Workshop | Vienna, September 8-9, 2014 | | http://www.fam.tuwien.ac.at/eaj2014/ | +------------------------------------------------------------------- The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September 10-12, 2014) is an international conference in actuarial science and insurance mathematics. The aim is to bring together practicing actuaries and academics to discuss about challenging and current topics in actuarial science. We invite researchers and practitioners to join the event in the heart of beautiful Austria. The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a satellite event of the 2nd EAJ Conference, aimed at both academics and practitioners and providing a general overview over the past and current research results and their practical applications. We are proud to announce to already have registrations from the following countries: Algeria - Argentina - Australia - Austria - Belgium - Brazil - China - Colombia - Denmark - Finland - France - Germany - Greece - Iceland - Iran - Israel - Italy - Latvia - Netherlands - Norway - Portugal - Russia - Singapore - Slovenia - Spain - Sweden - Switzerland - Taiwan - Turkey - Ukraine - United Kingdom - USA With best regards from the organisers, Actuarial Association of Austria Vienna University of Technology For early registrations until July 25, a discount of 10% is allowed. Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/.

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reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Jun '14

29 Jun '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Tu., 1.7.2014, 15:30, seminar room 8, Univ. of Vienna, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Julio Backhoff (HU Berlin, Germany) https://sites.google.com/site/juliobackhoff/ "Sensitivity and robustness analysis of some stochastic optimization problems" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Th., 3.7.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Larry Goldstein (Univ. of Southern California, Los Angeles, USA) http://www-bcf.usc.edu/~larry/ "Applications of Stein Couplings for Concentration of Measure" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 21 Jun '14

21 Jun '14

------------------------------------------------------------------------ Wolfgang-Pauli-Institut ------------------------------------------------------------------------ Mo., 23.06.2014, 17:00, WPI seminar room Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 8th floor Juraj Kapasny (Masaryk University Brno & Univ. of Vienna) "Application of PDEs in option pricing: Black Scholes formula and how it failed" (Projektseminar 'Angewandte Analysis', Markowich & Mauser) Juraj will present a short basic explanation of mathematics for pricing options, the Black Scholes formula, and how it nearly triggered a crash when the LTCM fund collapsed in 1999 that was based on Black-Scholes formula and managed by Scholes himself. ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 16 Jun '14

16 Jun '14

------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 17.06.2014, 16:30, seminar room 107, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Lars Rösler(WU Wien) http://www.wu.ac.at/statmath/en/faculty_staff/projects/lroesler "Contagion Effects and Collateralized CVAs for Credit Default Swaps" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------

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reminder for upcoming talk & EAJ Conference
by Sandra Trenovatz 10 Jun '14

10 Jun '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 12.6.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Pingping Zeng (Hong Kong University of Science & Technology, China) "Closed-form partial transform of triple joint density for pricing exotic options and variance derivatives under the 3/2 model" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ======================================================================== +------------------------------------ | | 2nd European Actuarial Journal (EAJ) | Conference & Educational Workshop | | Vienna, September 8-12, 2014 | | http://www.fam.tuwien.ac.at/eaj2014/ | +------------------------------------------------------------------- The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September 10-12, 2014) is an international conference in actuarial science and insurance mathematics. The aim is to bring together practicing actuaries and academics to discuss about challenging and current topics in actuarial science. We invite researchers and practitioners to present their scientific work - the call for contributed talks and posters is open until June 15, 2014. The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a satellite event of the 2nd EAJ Conference, aimed at both academics and practitioners and providing a general overview over the past and current research results and their practical applications. Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/. -------------------------------------------------------------------- EAJ Conference 2014 Wednesday, September 10 - Friday, September 12, 2014 EAJ Educational Workshop Monday, September 8 - Tuesday, September 9, 2014 Conference Website: http://www.fam.tuwien.ac.at/eaj2014/ Location: Vienna University of Technology Wiedner Hauptstr. 8, 1040 Wien, Austria Organized by: Actuarial Association of Austria Vienna University of Technology Sponsored by (alphabetical order): arithmetica Drei-Banken Versicherung fintegral consulting HDI Versicherung Milliman Munich RE - Münchener Rückversicherungs-Gesellschaft Sparkassen Versicherung - Vienna Insurance Group Gen Re - General Reinsurance Springer-Verlag (further sponsors are welcome) http://www.fam.tuwien.ac.at/eaj2014/sponsors.php Invited Speakers and Talks... ... at the EAJ Conference: Hansjörg Albrecher (University of Lausanne, CH) Francesca Biagini (LMU Munich, DE) Andrew Cairns (Heriot-Watt University, Edinburgh, UK) Alexander Dotterweich (KPMG, Munich, DE) Hansjörg Furrer (Swiss Financial Market Supervisory Authority, CH) Stefan Jaschke (Munich Re, DE) Claus Mischler (Standard Life, Frankfurt, DE) Ragnar Norberg (ISFA, Universite Lyon 1, FR) Daniel Ryan (Swiss Re, London, UK) Michael Schlögl (Vienna Insurance Group, AT) Hanspeter Schmidli (University of Cologne, DE) Mogens Steffensen (University of Copenhagen, DK) Nele Vandaele (KBC Group, Brussels, BE) ... at the EAJ Educational Workshop: Carole Bernard (University of Waterloo, CA) Enrico Biffis (Imperial College Business School, London, UK) Claudia Czado (Technische Universität München, DE) Stéphane Loisel (ISFA, Université Lyon 1, FR) Alfred Müller (University of Siegen, DE) http://www.fam.tuwien.ac.at/eaj2014/speakers.php Submission of Contributed Talks & Posters: The call for contributed talks & posters is open until June 15, 2014. Acceptance/rejection letters will be sent by July 7 at the latest. http://www.fam.tuwien.ac.at/eaj2014/contributions.php Participation and Registration: Registration is possible until August 15, 2014. For early registrations until July 15, 2014, a discount of 10% is allowed. http://www.fam.tuwien.ac.at/eaj2014/registration.php CPD: The attendance at EAJ 2014 (full week, Sept. 8-12) may qualify for up to 29 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize EAJ 2014. The EAJ Educational Workshop (Sept. 8-9, 1014) may qualify for up to 13 CPD credits and the EAJ Conference (Sept. 10-12, 1014) may qualify for up to 16 CPD credits. See details on: http://www.fam.tuwien.ac.at/eaj2014/cpd.php

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reminder for upcoming seminars and talks
by Sandra Trenovatz 30 May '14

30 May '14

------------------------------------------------------------------------ University of Vienna, Department of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 2.6.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12. Stock Nikolaus Hautsch (ISOR, Univ. Wien) http://homepage.univie.ac.at/nikolaus.hautsch/ "Hochfrequenz auf Finanzmärkten - Fluch oder Segen?" (Antrittsvorlesung / Inaugural lecture) Interview im uni:view magazin: http://medienportal.univie.ac.at/uniview/professuren/detailansicht/artikel/… ------------------------------------------------------------------------

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reminder for upcoming seminars and talks (a further talk this week & next week)
by Sandra Trenovatz 20 May '14

20 May '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 22.05.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Christos E. Kountzakis (Univ. of the Aegean, GR, Univ. of Vienna, AT) "The Order Form of the Fundamental Theorems of Asset Pricing" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ TU Wien - Mathematikerinnen und Mathematiker in der Berufspraxis ------------------------------------------------------------------------ Di., 27.05.2014, 17:00, Freihaus Hörsaal 8 (Nöbauer Hörsaal), TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. Stock, gelber Bereich Carina Götzen and Onnen Siems (Meyerthole Siems Kohlruss GmbH, DE) "Mathematik in der Versicherungsbranche - ein Tag im Leben eines Aktuars in der Beratungsbranche" Weitere Information unter: http://fam.tuwien.ac.at/jobs/20140527_berufspraxis.pdf ------------------------------------------------------------------------ ======================================================================== EAJ 2014 - 2nd European Actuarial Journal (EAJ) Conference & Educational Workshop Vienna University of Technology, September 8-12, 2014 http://www.fam.tuwien.ac.at/eaj2014/ Submission of Contributed Talks & Posters possible until May 31, 2014! ========================================================================

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reminder for upcoming seminars and talks
by Sandra Trenovatz 16 May '14

16 May '14

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Tu., 20.05.2014, 17:00, seminar room 10 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor José Miguel Zapata (Univ. of Murcia & BBVA asset management, Spain) http://es.linkedin.com/pub/jose-miguel-zapata/28/46a/578 "Locally L^0-convex modules and conditional risk measures" Abstract: Locally L^0-convex modules are thought to be the suitable analytic foundation for conditional risk measures. With respect this idea, we review the notion of locally L^0-convex topologies and provide a characterization theorem of locally L^0-convex topologies induced by a family of L^0-seminorms, giving a counterexample of a locally L^0-convex topology which cannot be induced by any family of L^0-seminorms. We also review some important results drawn from convex analysis and adapted to L^0-modules: hyperplane separation theorems for L^0-modules as well as continuity, subdifferentiability and a dual representation of Fenchel-Moreau type for L^0-convex functions from L^0-modules into L^0. ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 12 May '14

12 May '14

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Mo., 12.05.2014, 17:00-18:00, Sky-Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Anders Rahbek (Univ. Copenhagen) http://www.econ.ku.dk/rahbek/ "Bootstrapping Nonstationary Heteroscedastic Vector Autoregressive Models" (ISOR Kolloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 15.5.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Alexander Fribergh (Université Paul Sabatier, FR) http://www.cims.nyu.edu/~fribergh/ "Biased random walk on supercritical percolation clusters" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 16.05.2014, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Igor Makarov (London Business School) http://faculty.london.edu/imakarov/ "Arbitrage Trading with Marking-to-market and Price Impact" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------ ======================================================================== EAJ 2014 - 2nd European Actuarial Journal (EAJ) Conference & Educational Workshop Vienna University of Technology, September 8-12, 2014 http://www.fam.tuwien.ac.at/eaj2014/ ========================================================================

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reminder for upcoming seminars and talks
by Sandra Trenovatz 05 May '14

05 May '14

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 5.5.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Markus Reiß (Humboldt-Universität zu Berlin) http://www.math.hu-berlin.de/~mreiss/ "Optimal estimation of linear functionals in irregular nonparametric models" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 8.5.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Fabio Bellini (University of Milano-Bicocca, IT) http://www.economia.unimib.it/BELLINI "Elicitable risk measures and expectiles" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks - today's public PhD theses defense
by Sandra Trenovatz 30 Apr '14

30 Apr '14

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ We., 30.04.2014, 17:00, room "Zeichensaal 1", TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 8th floor Cordelia Rudolph (FAM @ TU Wien) "A generalization of Panjer's recursion for dependent claim numbers and an approximation of Poisson mixture models" (Public PhD Thesis Defense) ------------------------------------------------------------------------ Sorry, this talk was by mistake not announced earlier. With best regards, Sandra Trenovatz

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reminder for upcoming seminars and talks
by Sandra Trenovatz 28 Apr '14

28 Apr '14

------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 29.04.2014, 16:30, seminar room 107, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Thorsten Schmidt (TU Chemnitz, DE) http://www.tu-chemnitz.de/mathematik/fima/ag/tschmidt.php "Default Times not Avoiding Stopping Times: Defaultable Term Structure Modelling beyond the Intensity-Paradigm" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------

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Mathematik & Wirtschaft: Veranstaltungen für (Oberstufen-)SchülerInnen
by Sandra Trenovatz 23 Apr '14

23 Apr '14

+------------------------------------------ | | Teenage Think Tank | http://www.teenagethinktank.at/ | +------------------------------------------------------ Die Initiative "Teenage Think Tank" startet am 25. April 2014 und hat sich das Ziel gesetzt interessierten SchülerInnen den praktischen Nutzen von Mathematik in der Wirtschaft aufzuzeigen. Möglich wird das durch die Kooperation mit der Technischen Universität Wien, dem Stadtschulrat für Wien und dem Science Center Netzwerk.Reale Probleme aus Wirtschaft und Gesellschaft durch innovative Ansätze mit mathematischen Methoden lösen - nicht weniger ist der Anspruch des Teenage Think Tank. Ermöglicht werden soll dies durch einen generationenübergreifenden Wissensaustausch. In den angebotenen Workshops wird die Plattform geboten, um die Ideen der Teenager zu sammeln und gemeinsam mit ExpertInnen weiterzuentwickeln. Die Resultate werden im Anschluss auf Umsetzungsmöglichkeit und Innovationskraft getestet. **"Die Ideen der Teenager sind unsere Zukunft"** ist Mitinitiator Bernhard Kronfellner überzeugt. **Ideen fördern - erarbeiten - testen** Mathematik zählt noch immer nicht zu den meistgenannten Lieblingsfächern in der Schule. Dennoch ist der Bedarf an kompetenten MathematikerInnen in der Wirtschaft hoch. Um ein Bindeglied zwischen Schulmathematik, interessierten SchülerInnen und Firmen zu schaffen, wurde der Teenage Think Tank ins Leben gerufen. Anhand praktischer Probleme, die die Vortragenden aus ihrem Berufsleben beisteuern, wird der Nutzen von Mathematik im Alltag erlebbar. Gleichzeitig sehen SchülerInnen, in welche unterschiedlichen Bereiche eine technisch-naturwissenschaftliche Ausbildung führen kann. Die Vortragenden der Startworkshops arbeiten z.B. in den Bereichen Bankenwesen, Medizin oder Rechtswissenschaften. Von Wirtschaftsseite besteht das Interesse an der Meinung der Jugendlichen zu aktuellen Fragestellungen. Durch gezielte Einbindung der Teenager sollen adäquate Lösungen gemeinsam entwickelt werden. Der Schulmathematik bietet sich die Option den Unterricht durch reale Beispiele zu erweitern und die konkrete Anwendbarkeit des Erlernten zu demonstrieren. **Vernetzung erwünscht** Neben den Workshop-Terminen - in Folge sollen ein bis zwei pro Semester stattfinden - steht eine App zur Vernetzung zur Verfügung. Diese soll durchgehenden Kontakt zwischen den Beteiligten ermöglichen. Neue Ideen können eingereicht werden, bestehende Ideen können bewertet werden und Rechenbeispiele aus der Praxis werden angeboten. Die Ergebnisse aus den Workshops werden in White Papers veröffentlicht. SchülerInnen haben somit Ergebnisse parat, die ihr Engagement dokumentieren. **Teenage Think Tank - Kick off Veranstaltung** Freitag, 25. April 2014, 15:00 - 19. 30 Uhr Festsaal der TU Wien Karlsplatz 13, 1040 Wien Die Teilnahme ist kostenfrei! (Online-Anmeldung erbeten) Kurzentschlossene interessierte SchülerInnen der Oberstufe sind herzlich eingeladen! Webtipp: http://www.teenagethinktank.at/ **Rückfragehinweise:** Prof. Manfred Kronfellner Institut für Diskrete Mathematik und Geometrie Technische Universität Wien Wiedner Hauptstraße 8-10, 1040 Wien M +43-699-19384561 manfred.kronfellner(a)tuwien.ac.at [Text von http://www.tuwien.ac.at/aktuelles/news_detail/article/8749/?no_cache=1 ]

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reminder for upcoming seminars and talks
by Sandra Trenovatz 21 Apr '14

21 Apr '14

------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 23.04.2014, 12:00, room SR D4.0.019 (EG) WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Eberhard Mayerhofer (Dublin City University) http://www.eberhard-mayerhofer.com/ "The Limits of Leverage" (Finance Brown Bag Seminar) For further details (including abstracts) see http://www.wu.ac.at/finance/research/bbs To find the room on the WU Campus search for "D4.0.019" on: http://gis.wu.ac.at/?roomShow=D4.0.019 ------------------------------------------------------------------------ FAM @ TU Wien ------------------------------------------------------------------------ Th., 24.04.2014, 15:00, seminar room 101c, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Yosef Rinott (The Hebrew University of Jerusalem, Israel) http://pluto.huji.ac.il/~rinott/ "On methods for model selection" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 24.04.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Jorge P. Zubelli (IMPA, Rio de Janeiro, Brazil) http://w3.impa.br/~zubelli/ "Calibration of Stochastic Volatility Models with Applications to Commodities" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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EAJ 2014 - Conference & Educational Workshop
by Sandra Trenovatz 17 Apr '14

17 Apr '14

========================================================== EAJ 2014: 2nd European Actuarial Journal (EAJ) Conference & Educational Workshop Vienna, September 8-12, 2014 ========================================================== EAJ Conference 2014 Wednesday, September 10 - Friday, September 12, 2014 EAJ Educational Workshop Monday, September 8 - Tuesday, September 9, 2014 Conference Website: http://www.fam.tuwien.ac.at/eaj2014/ Location: Vienna University of Technology Wiedner Hauptstr. 8, 1040 Wien, Austria Organized by: Actuarial Association of Austria Vienna University of Technology Sponsored by (alphabetical order): arithmetica fintegral HDI Versicherung Milliman Munich RE - Münchener Rückversicherungs-Gesellschaft Sparkassen Versicherung - Vienna Insurance Group Gen Re - General Reinsurance Springer-Verlag (further sponsors are welcome) Plenary & Invited Speakers... http://www.fam.tuwien.ac.at/eaj2014/speakers.php ... at the EAJ Conference: Hansjörg Albrecher (University of Lausanne, CH) Francesca Biagini (LMU Munich, DE) Andrew Cairns (Heriot-Watt University, Edinburgh, UK) Alexander Dotterweich (KPMG, Munich, DE) Hansjörg Furrer (Swiss Financial Market Supervisory Authority, CH) Stefan Jaschke (Munich Re, DE) Claus Mischler (Standard Life, Frankfurt, DE) Ragnar Norberg (ISFA, Universite Lyon 1, FR) Daniel Ryan (Swiss Re, London, UK) Michael Schlögl (Vienna Insurance Group, AT) Hanspeter Schmidli (University of Cologne, DE) Mogens Steffensen (University of Copenhagen, DK) Nele Vandaele (KBC Group, Brussels, BE) ... at the EAJ Educational Workshop: Carole Bernard (University of Waterloo, CA) Enrico Biffis (Imperial College Business School, London, UK) Claudia Czado (Technische Universität München, DE) Stéphane Loisel (ISFA, Université Lyon 1, FR) Alfred Müller (University of Siegen, DE) Submission of Contributed Talks: The call for contributed talks is open until May 31, 2014. http://www.fam.tuwien.ac.at/eaj2014/contributed_talks.php Participation and Registration: Registration is possible until August 15, 2014. For early registrations until July 15, 2014, a discount of 10% is allowed. http://www.fam.tuwien.ac.at/eaj2014/registration.php CPD: The attendence at EAJ 2014 (full week, Sept. 8-12) qualifies for up to 29 CPD credits for Austrian and German actuaries. 13 CPD credits for the Educational Workshop (Sept. 8-9) and 16 CPD credits for the EAJ Conference (Sept. 10-12). Details from other national actuarial associations will follow soon: http://www.fam.tuwien.ac.at/eaj2014/cpd.php For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: <eaj2014(a)fam.tuwien.ac.at>

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Apr '14

09 Apr '14

------------------------------------------------------------------------ math-space ------------------------------------------------------------------------ Do., 10.04.2014, 19:00, math-space, Ovaltrakt e-5.4 Museumsquartier, 1070, Museumsplatz 1 (beim Durchgang zur Breiten Gasse) Mathias Beiglböck (Universität Wien) und Johannes Morgenbesser (Österreichische Nationalbank) "Von der Black-Scholes-Formel zur Finanzkrise - Versuch einer mathematischen Vereinfachung" Veranstaltungsreihe "Mathematik: Kompass zwischen Sein und Schein" http://math.space.or.at/veranst3/kompass.php ------------------------------------------------------------------------ ======================================================================== Jointly organised by AVÖ & TU Wien: ======================================================================== EAJ 2014 - 2nd European Actuarial Journal (EAJ) Conference & Educational Workshop Vienna University of Technology, September 8-12, 2014 http://www.fam.tuwien.ac.at/eaj2014/ Registration and Abstract Submission Now Open! ========================================================================

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reminder for upcoming seminars and talks - CORRECTION
by Sandra Trenovatz 04 Apr '14

04 Apr '14

(now the date of talk should be correct - sorry for the wrong mailing) ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 11.04.2014, 11:00, room D3.0.221 WU, 1020 Wien, Welthandelsplatz 1, WU Campus, building D3, ground floor Ralph Koijen (London Business School) http://www.koijen.net/ "Shadow Insurance" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 04 Apr '14

04 Apr '14

------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 17.01.2014, 11:00, room D3.0.221 WU, 1020 Wien, Welthandelsplatz 1, WU Campus, building D3, ground floor Ralph Koijen (London Business School) http://www.koijen.net/index.html "Shadow Insurance" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 28 Mar '14

28 Mar '14

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ We., 2.4.2014, 16:15-17:00, Sky-Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Stefan Gerhold: (FAM @ TU Wien) http://www.fam.tuwien.ac.at/~sgerhold/ "Disproof of a conjecture by Rademacher on partial fractions" (Mathematisches Kolloquium) 15:45 coffee & cake, Sky-Lounge For further details (including abstracts) see http://plone.mat.univie.ac.at/talks/colloquium/view?set_language=en ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 3.4.2014, 16:30, seminar room 101C, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Gabor Pete (Technical University of Budapest, HU) http://www.math.bme.hu/~gabor/ "The scaling limit of the planar Minimal Spanning Tree" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/agfm/ ------------------------------------------------------------------------ New lecture (with including exercises) in english language: ------------------------------------------------------------------------ The lecture was already announced once, but the start of the lecture was shifted to April 3rd: Applied Counterparty Credit Risk Management ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Lecturer: Mario Schlener, MBA M.A., KBS Capital Partners AG, Baar, CH Date/time: Thursday, 03.04.2014 - 26.06.2014, 16:30 - 19:45 Location: lecture hall FH Hörsaal 2: "Freihaus" building, 2nd floor, yellow area, TU Wien, Wiedner Hauptstraße 8-10, 1040 Wien For further details see: https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105666 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 21 Mar '14

21 Mar '14

------------------------------------------------------------------------ Announcement of talks organised by AVÖ (Aktuarvereinigung Österreichs) ------------------------------------------------------------------------ Tu., 27.03.2014, 16:00, Freihaus Hörsaal 8, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd fl., yellow section Axel Helmert (COR & FJA) "Low interest rate challenge: Trends in der Produktgestaltung" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/vr/ ------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 25.03.2014, 16:30, seminar room 107, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th fl., green section Christiane Elgert (Universität Rostock, DE) "Numerische Lösung der Diffusionsgleichung bei variabler räumlicher Struktur" (application talk about master theses) For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ -------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 14 Mar '14

14 Mar '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 20.3.2014, 16:30, seminar room 101C, TU, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Mathieu Rosenbaum (University Pierre and Marie Curie, Paris 6, FR) http://www.crest.fr/ses.php?user=3046 "Limit theorems for nearly unstable Hawkes processes" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/agfm/ ------------------------------------------------------------------------ Th., 20.3.2014, 17:30, seminar room 101C, TU, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Marius Hofert (TU Munich, DE) ) http://www.math.ethz.ch/~hofertj/ "An extreme value approach for modeling operational risk losses depending on covariates" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/agfm/ ------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 17.3.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Robert Stelzer (Universität Ulm) http://www.uni-ulm.de/en/mawi/finmath/people/stelzer.html "Stochastic Volatility and Possible Long Memory: The supOU Model" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 21.03.2014, 11:00, room D3.0.221 (ground floor) 1020 Vienna, Welthandelsplatz 1, WU Campus, Building D3 Alexander Ljungqvist (New York University) http://pages.stern.nyu.edu/~aljungqv/ "How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the WU Campus visit: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 07 Mar '14

07 Mar '14

------------------------------------------------------------------------ Tu., 11.03.2014, 16:30, seminar room 105A, TU Wien, 1040 Wien, Argentinierstraße 8, 1st floor Mathias Staudigl (University of Bielefeld, DE) http://mwpweb.eu/MathiasStaudigl/ "Large deviations and Stochastic stability in games" For further details (including abstracts) see http://orcos.tuwien.ac.at/events/ ------------------------------------------------------------------------ Th., 13.3.2014, 16:30, seminar room 101C, TU, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Claudio Fontana (University of Évry Val d'Essonne, FR) https://sites.google.com/site/fontanaclaud/ "Insider information, arbitrage profits and honest times" (Arbeitsgemeinschaft Finanzmathematik) For further details (including abstracts) see http://fam.tuwien.ac.at/agfm/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks / teaching in summer term 2014
by Sandra Trenovatz 01 Mar '14

01 Mar '14

======================================================================== Scientific talks: ------------------------------------------------------------------------ Mo., 3.3.2014, 17:00-18:00, Skylounge WU Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Viktor Todorov (Northwestern University) http://www.kellogg.northwestern.edu/faculty/todorov/htm/ "Inference Theory for Volatility Functional Dependencies" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Th., 6.3.2014, 16:30, seminar room 101C, TU, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Peter Markowich (University of Cambridge) http://www.peter-markowich.net/ "Price Formation Modeling with PDE: From Boltzmann to Free Boundaries" (Arbeitsgemeinschaft Finanzmathematik) For further details (including abstracts) see http://www.fam.tuwien.ac.at/agfm/ ======================================================================== Teaching @ TU Wien: ------------------------------------------------------------------------ Courses of the research unit FAM @ TU Wien: http://www.fam.tuwien.ac.at/lehre/lva/ Continuing Professional Development (CPD) for actuaries: http://www.fam.tuwien.ac.at/cpd/ ------------------------------------------------------------------------ New lecture (with including exercises) in english language: ------------------------------------------------------------------------ Applied Counterparty Credit Risk Management ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Lecturer: Mario Schlener, MBA M.A., KBS Capital Partners AG, Baar, CH Aim/subject of course: - Students shall understand and be able to apply the learned tools in real life examples from the financial industry and capital markets - Students will learn a hands on understanding of real world examples of how counterparty credit risk is managed and measured - After this course students will have discussed the following main points: - How to calculate counterparty exposure for derivative portfolio - How to calculate Credit Valuation Adjustment (CVA) and Debt Valuation Adjustment (DVA) - What is Funding Value Adjustment (FVA) - How the Financial Industry manages and hedges counterparty credit risk (i.e. difference between a Risk Management- and Trading- Approach) - How to define a hedging strategy for a sample portfolio to reduce risk for a sample bank - How to apply a multi-curve discounting approach compared to a single curve discounting approach - What is a CSA and ISDA contract and how are these contracts negotiated and applied in a financial transaction - What is a close out valuation - How can a portfolio be hedged applying a standardized risk-off/VaR analysis - How does the regulation of a Central Counterparty change the financial markets and the day-to-day business of trading activities of financial institutions In this course the students will learn how counterparty credit risk: 1. changed the financial markets 2. changed the way risk management departments of global financial institutions manage risk and 3. how financial institutions measure and hedge counterparty credit risk Course methods and organisation: Lectures will be organized around specific prepared presentation material and a given set of relevant papers and further book chapters. Students are not forced to read further papers or books to understand the topics discussed in class. There will be class assignments and a final exam for this course. Grading will be based on class participation, assignments and final exam. Date/time: Thursday, 13.03.2014 - 26.06.2014, 16:30 - 18:45 Location: lecture hall FH Hörsaal 2: "Freihaus" building, 2nd floor, yellow area, TU Wien, Wiedner Hauptstraße 8-10, 1040 Wien ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 24 Jan '14

24 Jan '14

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Th., 30.01.2014, 17:00, seminar room 11 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Damir Filipovic (Swiss Finance Institute @ EPFL) http://sfi.epfl.ch/filipovic "Linear-Rational Term Structure Models" (Seminar on Mathematical Finance) For further details see http://www.fam.tuwien.ac.at/events/ or http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 17 Jan '14

17 Jan '14

------------------------------------------------------------------------ Arbeitsgemeinschaft Diskrete Mathematik, TU Wien ------------------------------------------------------------------------ Tu., 21.01.2014, 15:15-16:45, Dissertantenraum 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 8th floor, green section Stefan Gerhold (FAM @ TU Wien) http://fam.tuwien.ac.at/~sgerhold/ "Disproof of a conjecture by Rademacher on partial fractions" (Seminar Arbeitsgemeinschaft Diskrete Mathematik) For further details (including abstracts) see http://www.dmg.tuwien.ac.at/nfn/agdm.html ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Th., 23.01.2014, 17:00, seminar room 11 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Lingqi Gu (University of Vienna) "Discussion on the article of G. Benedetti and L. Campi (2011): 'Multivariate utility maximization with proportional transaction costs and random endowment'" (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 14 Jan '14

14 Jan '14

To Whom it May Concern, the talk of Mathieu Rosenbaum this Thursday is cancelled. Mr. Rosenbaum will visit the funeral of the well known frech mathematician Mark Yor, who passed away last week: http://www.academie-sciences.fr/academie/membre/Yor_Marc.htm Below you can find a talk this friday organized by the VGSF which might also be interesting for mathematicians. Best regards, Sandra (Trenovatz) ------------------------------------------------------------------------ CANCELLED: ^^^^^^^^^^ Th., 16.01.2014 Mathieu Rosenbaum (University Pierre and Marie Curie, Paris 6) "Limit theorems for nearly unstable Hawkes processes" ------------------------------------------------------------------------ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 17.01.2014, 11:00, room TC.4.27 (4th floor) 1020 Vienna, Welthandelsplatz 1, WU Campus, Building TC Paul Schneider (University of Lugano) https://sites.google.com/site/paulgschneider/ "Generalized Risk Premia - The Economic Value of Predictability" (Finance Research Seminar) You can find abstract & paper here: http://www.vgsf.ac.at/fileadmin/user_upload/P/2014_Schneider_Generalized_Ri… For further details of the seminar see: http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the new WU Campus search for the room number "TC.4.27" on: http://gis.wu.ac.at/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 10 Jan '14

10 Jan '14

------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 14.01.2014, 16:30, seminar room 107, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Petra Posedel (Zagreb School of Economics and Management, Croatia) http://edu.zsem.hr/~pposedel/ "Asymptotic analysis for optimal estimating functions for a class of stochastic volatility models with jumps" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Th., 16.01.2014, 17:00, seminar room 11 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Mathieu Rosenbaum (University Pierre and Marie Curie, Paris 6) http://www.crest.fr/ses.php?user=3046 "Limit theorems for nearly unstable Hawkes processes" (Seminar on Mathematical Finance) For further details see http://www.fam.tuwien.ac.at/events/ or http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 07 Jan '14

07 Jan '14

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Th., 09.01.2014, 17:00, seminar room 11 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Sebastian Andres (University of Bonn) http://wt.iam.uni-bonn.de/andres/ "Invariance Principle for the Random Conductance Model in a degenerate ergodic enviroment" (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 02 Dec '13

02 Dec '13

------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 03.12.2013, 16:30, seminar room 107, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Christian Kuehn (Analysis und Scientific Computing, TU Wien) http://www.asc.tuwien.ac.at/~ckuehn/ "A Tour Through Stochastic Multiscale Dynamics via a Model Problem" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ Announcement of talks organised by ECON @ TU Wien ------------------------------------------------------------------------ Th., 05.12.2013, 16:00, Besprechungsraum Galerie, 1040 Wien, Argentinierstraße 8 (ground floor) Julia Eisenberg (FAM @ TU Wien) http://www.fam.tuwien.ac.at/~jeisenbe/ "Optimal Consumption Under Deterministic Income" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 26 Nov '13

26 Nov '13

------------------------------------------------------------------------ FAM @ TU Wien ------------------------------------------------------------------------ Tu., 16.11.2013, 16:30, seminar room 107, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Jonas Hirz (FAM @ TU Wien) https://tiss.tuwien.ac.at/adressbuch/adressbuch/person/243179 "Introduction to Cointegration with Applications to Finance" (talk within the seminar about High Frequency Trading) For further details (literature) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Th., 28.11.2013, 17:00, seminar room 11 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Christian Bayer (TU Berlin) http://page.math.tu-berlin.de/~bayer/ "t.b.a." (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html ------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at UniVie ------------------------------------------------------------------------ Fr., 29.11.2013, 11:00-11:30, seminar room 09, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Claus Griessler (University of Vienna) "Model-Independent Finance and Martingale Transport" (Public PhD Thesis Defense) ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 18 Nov '13

18 Nov '13

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Tu., 19.11.2013, 17:00, seminar room 12 (mathematics) 1090 Wien, Oskar-Morgenstern-Platz 1 Miryana Grigorova (Université Paris-Diderot - Paris 7) http://www.proba.jussieu.fr/perso.php?id=194 "Choquet integrals, stochastic dominance with respect to a capacity and risk measures" (Seminar on Probability Theory) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS13_prob.html ------------------------------------------------------------------------ Talk at University of Vienna, Faculty of Mathematics, Guest of FAM @ TU Wien ------------------------------------------------------------------------ Th., 21.11.2013, 17:00, seminar room 11 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Stefano Pagliarani (University of Padova) http://www.math.unipd.it/~stefanop/ "PIDE's expansions in option pricing" (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 22.11.2013 Opening Symposium "Stochastics, Economics, and Architecture" http://visitstatmath.wu.ac.at/ ------------------------------------------------------------------------ TU Wien, Institute of Management Science ------------------------------------------------------------------------ Fr., 22.11.2013 - Sa., 23.11.2013 28th Workshop of the Austrian Working Group on Banking and Finance 2013 http://www.imw.tuwien.ac.at/fc/awg_2013/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 11 Nov '13

11 Nov '13

------------------------------------------------------------------------ Talk at University of Vienna, Faculty of Mathematics (Guest of FAM @ TU Wien) ------------------------------------------------------------------------ Th., 14.11.2013, 17:00, seminar room 11 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Michaela Szölgyenyi (JKU Linz) http://www.finanz.jku.at/index.php?id=86 "Bayesian dividend maximization and associated SDEs" (Seminar on Mathematical Finance) For further details see http://www.mat.univie.ac.at/~finance_hp/seminarWS13.html ------------------------------------------------------------------------

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