FAM-news

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1036 discussions

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 16.01.2020, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Thorsten Rheinländer (TU Wien) https://fam.tuwien.ac.at/~rheinlan/ "On pathwise stochastic integration" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 17.01.2020, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Natalie Packham (Berlin School of Economics and Law) http://www.packham.net/ "Correlation stress testing of stock and credit portfolios" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ --

4 years, 5 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

4 years, 5 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

Dear friends of FAM & subscribers of FAM-news, As the next week(s) there will be (most probably) no talks we already now wish you a Merry Christmas and a prosperous New Year 2020! Franziska & Sandra (FAM office) ------------------------------------------------------------------------ 8. Weihnachtskolloquium: TU Wien ------------------------------------------------------------------------ Fr., 20.12.2019, 14:00-18:30, Infineon HUB, TU Wien, 1040, Paniglgasse 1-3, Erdgeschoss Liste der Vortragenden: * Florian Besau (TU Wien) * Esther Daus (TU Wien) * Lukas Fabrykowski (Triangular IT Solutions) * Dominik Forkert (IST Austria) * Philip Plank (UNIQA) * Stefanie Pichler (A1 Digital International GmbH) * Rafael Reisenhofer (Uni Wien) * Florian Karl Richter (Northwestern) Das Weihnachtskolloquium (WK) findet seit 2012 jährlich statt und hat sich aus einem anfänglichen Treffen einer Gruppe von Studienkolleg_innen zu einem festen Termin entwickelt, mit Teilnehmer_innen aus den unterschiedlichsten Fachrichtungen der Mathematik. In den Fachvorträgen berichten ehemalige Studierende der TU von ihren aktuellen Arbeits- und Forschungsgebieten und geben somit auch einen Einblick, wohin der berufliche Weg — von Promotion bis Industrie — nach dem Mathematikstudium führen kann. https://www.math.uni-hamburg.de/home/schwenninger/hp/kolloquium.html ------------------------------------------------------------------------ Save the date: ASD 2020 ------------------------------------------------------------------------ 8th Austrian Stochastics Days Th.-Fr., September 10-11, 2020 University of Leoben (German: Montanuniversität Leoben), Austria ------------------------------------------------------------------------ Save the date! ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport June, 20-26, 2020, Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy Organised by Beatrice Acciaio (LSE), Mathias Beiglböck (Uni Vienna), Christa Cuchiero (WU Vienna), Irene Klein (Uni Vienna), Astrid Kollros (Uni Vienna), Maria Elvira Mancino (Uni Florence), Josef Teichmann (ETH) More detailed information is available on the webpage of the CRM: http://www.crm.sns.it/event/448/ ------------------------------------------------------------------------ --

4 years, 6 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

4 years, 6 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 03.12.2019, 16:30, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Dr. Florian Gach, Österreichische Finanzmarktaufsicht (FMA) "Analytische Validierungsformeln für die Berechnung des besten Schätzwerts in der klassischen Lebensversicherung" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/events/vr/20191203.php ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 5.12.2019, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Stefan Gerhold (TU Wien) https://fam.tuwien.ac.at/~sgerhold/ "Dynamic trading under integer constraints" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ We., 4.12.2019, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor 15:45 coffee & cake 16:15 Jérôme Bolte (Toulouse School of Economics, FRA) https://www.tse-fr.eu/people/jerome-bolte "Convergence of gradient curves:Lojasiewicz nequalities, functional inequalities and optimal transport" (Mathematisches Kolloquium) afterwards vinum cum pane For further details (including abstracts) see http://mathematik.univie.ac.at/newsevents/mathematisches-kolloquium/ ------------------------------------------------------------------------ --

4 years, 7 months

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ ViZuS 2019 - Vienna-Zurich Symposium for young researchers ------------------------------------------------------------------------ *ViZuS 2019* Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields Wed - Fri, Nov. 27 - 29, 2019 Freihaus building of TU Wien, Vienna, Austria *Special Guest / Keynote Speaker:* - Walter Schachermayer (University of Vienna) *Schedule:* https://fam.tuwien.ac.at/vizus2019/#schedule For more details please see: https://fam.tuwien.ac.at/vizus2019/ ------------------------------------------------------------------------ Oesterreichische Nationalbank ------------------------------------------------------------------------ Fr., 29.11.2019, 11:00, Veranstaltungssaal Oesterreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna Anna A. Obizhaeva (New Economic School, RU) http://pages.nes.ru/aobizhaeva/ "Market Microstructure Invariance and Transaction Costs" For registration (until 26.11.2019!) and abstract see: https://www.oenb.at/en/Calendar/2019/2019-11-29-fridayseminar-obizhaeva.html ------------------------------------------------------------------------

4 years, 7 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Tu., 19.11.2019, lecture hall SR 14 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor 16:30 Christian Schmeiser (Uni Wien) "Can entropy dissipation for Markov processes by time reversal be generalized to nonlinear evolution problems?" (Vienna Seminar in Mathematical Finance and Probability) 17:30 Paul Eisenberg (University of Liverpool, UK) "t.b.a." (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 19.11.2019, 16:30, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Martin Hahn (International Association of Insurance Supervisors) "Insurance Capital Standard" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/events/vr/20191119.php ------------------------------------------------------------------------ PDE Afternoon ------------------------------------------------------------------------ We., 20.11.2019, 14:00-14:45, lecture hall HS 11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Carlo Orrieri (University of Trento, Italy) "A variational approach to the planning problem" (PDE Afternoon) For further details see https://npde.tuwien.ac.at/public/pde_afternoon/?semester=WS2019-20 ------------------------------------------------------------------------ --

4 years, 7 months

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 15.11.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Patrick Cheridito (ETH Zurich) https://people.math.ethz.ch/~patrickc/ "Deep optimal stopping" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ ------------------------------------------------------------------------ ViZuS 2019 ... NEWS! ------------------------------------------------------------------------ *Special Guest / Keynote Speaker:* - Walter Schachermayer (University of Vienna) Talk: "Stochastic Portfolio Theory" *ViZuS 2019* Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields Wed, November 27, 2019 (afternoon) - Fri, November 29, 2019 (evening) Freihaus building of TU Wien, Vienna, Austria For submission & registration see https://fam.tuwien.ac.at/vizus2019/ ------------------------------------------------------------------------ Save the date! ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport June, 20-26, 2020, Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy Organised by Beatrice Acciaio (LSE), Mathias Beiglböck (Uni Vienna), Christa Cuchiero (WU Vienna), Irene Klein (Uni Vienna), Josef Teichmann (ETH Zurich) More detailed information is available on the webpage of the CRM: http://www.crm.sns.it/event/448/ ------------------------------------------------------------------------

4 years, 7 months

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 05.11.2019, 17:00, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Reinhold Kainhofer (Generali Versicherung und AVÖ/ÖFdV) "Überprüfung der Angemessenheit der Rententafel AVÖ 2005-R" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 08.11.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Christoph Belak (TU Berlin, DE) http://belak.ch/ "Stochastic Impulse Control: Recent Progress and Applications" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ FAM @ TU Wien: ViZuS 2019 ------------------------------------------------------------------------ Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields (ViZuS 2019) Wed, November 27, 2019 (afternoon) - Fri, November 29, 2019 (evening) Freihaus building of TU Wien, Vienna, Austria For submission & registration see https://fam.tuwien.ac.at/vizus2019/ ------------------------------------------------------------------------

4 years, 7 months

reminder for upcoming seminars and talks

by Franziska Wohlmuth

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 17.10.2019, 16:30, lecture hall HS 11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Mathias Beiglböck (Univ. Vienna) https://www.mat.univie.ac.at/~mathias/ "An introduction to weak adapted topologies" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Workshop Oesterreichische Nationalbank ------------------------------------------------------------------------ Fr., 25.10.2019, 9:00-17:00, Auditorium, ground floor Oesterreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna Workshop on "Digital currencies, Central Banks and the blockchain: policy implications" Registration under event-management(a)oenb.at by October 17, 2019, at the latest. There are only a few places available. For further details see https://fam.tuwien.ac.at/contact/temp/Workshop_20191025.pdf ------------------------------------------------------------------------ SAVE THE DATE: ASD 2020 ------------------------------------------------------------------------ 8th Austrian Stochastics Days Th.-Fr., September 10-11, 2020 University of Leoben (German: Montanuniversität Leoben), Austria ------------------------------------------------------------------------

4 years, 8 months

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