FAM-news

fam-news@fam.tuwien.ac.at

1110 discussions

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 11 Jun '21

11 Jun '21

------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 04 Jun '21

04 Jun '21

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 28 May '21

28 May '21

1 0

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

21 May '21

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 14 May '21

14 May '21

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ PDE Afternoon ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 07 May '21

07 May '21

------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 30 Apr '21

30 Apr '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ 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… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 23 Apr '21

23 Apr '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 26.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Thaleia Zariphopoulou (University of Texas) "Human-machine interaction models and robo-advising" For further details see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 27.4.2021, 19:00 (UTC +2:00 = CEST), online talk Iuliia Manziuk (Ecole Polytechnique) "Adaptive Trading Strategies Across Liquidity Pools" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ We., 28.4.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk Ronnie Sircar (Princeton University) "Cryptocurrencies, Mining & Mean Field Games" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 29.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Sara Svaluto-Ferro (Universität Wien) "From Signature-Based Models to Affine and Polynomial Processes and back" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 29.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Huyen Pham (Université de Paris) "DeepSet and their derivative networks for solving symmetric problems" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 29.4.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Friedrich Hubalek (TU Wien) "Comparing binomial and Gaussian tails with an application to utility maximization" Benjamin Robinson (University of Vienna) "Optimal control of martingales in a radially symmetric environment" Zach Feinstein (Stevens Institute of Technology) "Equilibrium Inverse Demand Functions" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 30.4.2021, 17:00 (UTC +2:00 = CEST), online talk Mike Ludkovski (University of California) "Multi-population longevity modeling with Gaussian Processes" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ Online Conference Beyond the Boundaries ------------------------------------------------------------------------ Beyond the Boundaries: New Directions in Financial and Actuarial Mathematics Tue-Fri, May 4-7, 2021, online conference by University of Leeds https://www.miryanagrigorova.com/conference-beyond-the-boundaries Registration is free! - Registration Deadline: April 29, 2021 Have a look at the impressive list of the invited speakers: https://www.miryanagrigorova.com/speakers ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 16 Apr '21

16 Apr '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 21.4.2021, 11:00 (UTC +2:00 = CEST), online talk Rui Zhou (University of Melbourne) "The Role of Longevity Annuities in Different Socioeconomic Classes: A Canadian Case Study" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 22.4.2021, 19:00 (UTC +2:00 = CEST), online talk Darrell Duffie (Stanford University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 22.2.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Julio Backhoff (Universität Wien) "The Mean Field Schrödinger Problem" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 23.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Etienne Marceau (Laval University) "Lundberg–Aumann–Serrano index of riskiness and ruin-based risk measures" 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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 09 Apr '21

09 Apr '21

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 13.4.2021, 19:00 (UTC +2:00 = CEST), online talk Josef Teichmann (ETH Zurich) "Consistent Recalibration Models, Deep Calibration and Learning of Constraint Dynamics" For further (including abstract & log-in link) see: https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 16.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Patrick Cheridito (ETH Zurich) "Assessing asset-liability risk and the numerical approximation of conditional expectations" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ AMaMeF 2021 ------------------------------------------------------------------------ 10th General AMaMeF Conference June 22-25, 2021, Padova, Italy hybrid or online event (depending on Covid19 situation) https://events.math.unipd.it/AMAMEF2021/ AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. The AMaMeF Conferences are organized in a roughly two-yearly schedule. The 10th General AMaMeF conference is organized by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited and several contributed sessions addressing a full range of topics in mathematical finance and its applications. Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission Deadline: Monday, May 3, 2021. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

1 0

Jump to page:

2026

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

FAM-news