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reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

3 years

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 --

3 years, 1 month

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

3 years, 1 month

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

3 years, 1 month

TODAY: talk of Peter Friz --- 2022: ASD

by Sandra Trenovatz

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

3 years, 1 month

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

3 years, 1 month

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

3 years, 2 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

3 years, 2 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ --

3 years, 2 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

3 years, 2 months

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