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

04 Mar '22

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

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

25 Feb '22

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

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

18 Feb '22

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

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

04 Feb '22

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

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

28 Jan '22

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

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

28 Jan '22

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

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

21 Jan '22

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

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

14 Jan '22

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

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

07 Jan '22

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

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Cancellation VSMFP Dec 16
by Stefan Gerhold 15 Dec '21

15 Dec '21

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

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