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

10 Dec '21

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

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

03 Dec '21

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

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

26 Nov '21

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

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

19 Nov '21

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

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

17 Nov '21

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

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

12 Nov '21

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

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

05 Nov '21

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

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

29 Oct '21

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

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

22 Oct '21

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

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

15 Oct '21

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

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