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14th European Summer School in Financial Mathematics
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Mon-Fri, August 30 - September 3, 2021,
hybrid event, Univ. of Edinburgh, UK
https://www.icms.org.uk/events/workshops/ESSFM14
Submission and Registration (no deadline given, so we suggest to submit
very soon)
https://www.smartsurvey.co.uk/s/ESS14ED2021/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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LTI@UniTO Webinar Series in Finance
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Th., 1.7.2021, 12:00-13:15 (UTC +2:00 = CEST), online talk
Carole Bernard (Grenoble Ecole de Management)
"Option-Implied Dependence and Correlation Risk Premium"
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 21.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Jin Ma (University of Southern California)
"Set-valued Backward SDEs and Set-valued Stochastic Analysis"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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ISOR Colloquium
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Mo., 21.6.2021, 16:45-17:45 (UTC +2:00 = CEST), online talk
Tobias Fissler (Vienna University of Economics and Business)
"Backtesting Systemic Risk Forecasts using Multi-Objective
Elicitability"
For further details see
https://isor.univie.ac.at/isor-colloquium/current-talks/
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World Online Seminars on Machine Learning in Finance
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Tu., 22.6.2021, 19:00 (UTC +2:00 = CEST), online talk
Markus Pelger (Stanford University)
"Deep Learning Statistical Arbitrage"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Bachelier Finance Society One World Seminars
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Th., 17.6.2021, 19:00 (UTC +2:00 = CEST), online talk
Jianfeng Zhang (University of Southern California)
"Mean Field Game Master Equations with Monotonicity and
Anti-monotonicity Conditions in Displacement Sense"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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World Online Seminars on Machine Learning in Finance
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Tu., 8.6.2021, 19:00 (UTC +2:00 = CEST), online talk
Giuseppe Nuti (UBS & Cornell University) and Lluís Antoni Jiménez Rugama
(UBS)
"Applying Explainable Bayesian Decision Trees to Trading"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Finance Research Seminar
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Fr., 11.6.2021, 11:00-12:15 (UTC +2:00 = CEST), online talk
Ian Martin (London School of Economics)
"Sentiment and speculation in a market with heterogeneous beliefs "
For further (including abstract & log-in link) see
http://www.vgsf.ac.at/events/finance-research-seminar/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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One World Actuarial Research Seminar
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We., 2.6.2021, 18:00 (UTC +2:00 = CEST), online talk
Natalia Nolde (University of British Columbia)
"An extreme value approach to CoVaR estimation "
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
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Talks in Financial and Insurance Mathematics
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Th., 3.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Yan Dolinsky (Hebrew University of Jerusalem)
"Stochastic Stability for the Utility Maximization Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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LTI@UniTO Webinar Series in Finance
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We., 24.5.2021, 12:45 - 13:45 (UTC +2:00 = CEST), webinar
Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia)
“Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of
Banking”
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
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Vienna Seminar in Mathematical Finance and Probability
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Th., 27.5.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for
the event.
Benedict Bauer (TU Wien)
"Self-similar Gaussian Markov processes"
Aleksandar Arandjelovic (TU Wien)
"Deep hedging in continuous time"
Verena Köck (WU Vienna)
"Solving partial-integro differential equations in finance and
insurance: a deep learning approach"
Guido Gazzani (University of Vienna) and
Sara Svaluto-Ferro (University of Vienna)
"Universal signature-based models: theory and calibration"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Online seminars on Optimal Stopping and Related Topics
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We., 19.5.2021, 18:00 (UTC +2:00 = CEST), online talk
Nicole Bäuerle (Karlsruhe Institute of Technology)
"Partially observable risk-sensitive stopping problems in discrete time"
For further details see
https://sites.google.com/view/optimalstopping/home
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PDE Afternoon
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We., 19.5.2021, 15:30 - 16:00 (UTC +2:00 = CEST), online talk
Daniel Toneian (University of Vienna)
"Optimal Transport between Stochastic Processes"
For further details see
https://www.univie.ac.at/sfb65/#!/public/events/pde_afternoon/2021-03-01/20…
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Talks in Financial and Insurance Mathematics
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Th., 20.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Christoph Czichowsky (London School of Economics)
"Rough Volatility and Portfolio Optimisation under Transaction Costs"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Bachelier Finance Society One World Seminars
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Th., 20.5.2021, 19:00 (UTC +2:00 = CEST), online talk
Peter Bank (TU Berlin)
"The value of not being predictable"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Research Seminar Series
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Fr., 21.5.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk
Matthias Scherer (Department of Mathematics, Technical University of
Munich)
"A Comprehensive Model for Cyber Risk Based on Marked Point Processes
and Its Application to Insurance"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Finance Brown Bag Seminar
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We., 2.4.2021, 12:15-13:15 (UTC +2:00 = CEST), online talk
Alessandro Melone (VGSF Universität Wien)
"Consumption and Stock Returns: Levels vs. Growth for Conditional Asset
Pricing"
For further details see
https://finance.univie.ac.at/en/research/brown-bag-seminar/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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One World Actuarial Research Seminar
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We., 5.5.2021, 14:00 (UTC +2:00 = CEST), online talk
George Tzougas (London School of Economics)
"Neural Network Embedding of the Negative Binomial Regression Model
for Claim Frequencies Joint work with Ziyi Li"
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
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Online seminars on Optimal Stopping and Related Topics
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We., 5.5.2021, 18:00 (UTC +2:00 = CEST), online talk
Jean-Francois Chassagneux (Université de Paris)
"IMulti-dimensional reflected BSDEs and applications to randomized
switching problem"
For further details see
https://sites.google.com/view/optimalstopping/home
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Bachelier Finance Society One World Seminars
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Th., 6.5.2021, 19:00 (UTC +2:00 = CEST), online talk
Matheus Grasselli (McMaster University)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Talks in Financial and Insurance Mathematics
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Th., 6.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Prof. Dr. Stéphane Villeneuve (Toulouse School of Economics)
"Linear Optimal Contracts in a Gaussian World"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 7.5.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk
Erick Delage (HEC Montreal)
"Equal Risk Pricing and Hedging of Financial Derivatives with Convex
Risk Measures"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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