FAM-news

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reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

5 years, 1 month

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/ ------------------------------------------------------------------------ --

5 years, 1 month

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 ------------------------------------------------------------------------

5 years, 1 month

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 ------------------------------------------------------------------------ --

5 years, 1 month

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/ ------------------------------------------------------------------------

5 years, 1 month

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/ ------------------------------------------------------------------------

5 years, 2 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 ------------------------------------------------------------------------

5 years, 3 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ PDE Afternoon at TU Wien ------------------------------------------------------------------------ We., 9.10.2019, 15:00 - 15:30, lecture hall HS 11, Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Gudmund Pammer (TU Wien) "From Optimal Weak Transport to the Schrödinger problem" (PDE Afternoon) For further details see https://npde.tuwien.ac.at/public/pde_afternoon/?semester=WS2019-20 ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 10.10.2019, 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/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 11.10.2019, 11:00, room D3.0.225 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Joël Peres (INSEAD) https://www.insead.edu/faculty-research/faculty/joel-peress "Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/events/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.225" on: http://gis.wu.ac.at/?roomShow=D3.0.225 ------------------------------------------------------------------------

5 years, 3 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 01.10.2019, 17:00, Freihaus Hörsaal 6 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area Gerd Müller und Bernd Müller (SCOR) »Biological Age Model«: Eine erweiterte Form der Risikobewertung in der Lebensversicherung (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------

5 years, 3 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ FAM @ TU Wien: Rough Workshop 2019 ------------------------------------------------------------------------ Wed-Fri, 04-06.09.2019, Zeichensaal 3 (Freihaus, 7th fl., green section) FAM @ TU Wien, Wiedner Hauptstraße 8-10, 1040 Wien *Workshop "Rough volatility: regularity structures and deep learning"* Wed, 15:00-16:30 & Thu, 9:15-10:45 Peter Friz (TU Berlin) "Rough paths, rough volatility, regularity structures" Thu, 11:00-12:30 & Fri, 10:00-11:30 Christian Bayer (WIAS Berlin) "Calibration of rough volatility models by deep learning" For further details (including abstracts) see https://fam.tuwien.ac.at/rough2019/ ------------------------------------------------------------------------ Wolfgang Pauli Institute: High-Dimensional Stochastics ------------------------------------------------------------------------ Th., 05.09.2019, 14:00-17:00, Seminar Room 08.135, WPI, 1090 Wien, Oscar-Morgenstern Platz 1, 8th floor *"An afternoon of high-dimensional stochastics"* Speakers: - Sara Svaluto-Ferro (Wien) - Christa Cuchiero (Wien) - Nils Detering (Santa Barbara, California) - Paul Eisenberg (Liverpool) - Asma Khedher (Amsterdam) For further details see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… ------------------------------------------------------------------------

5 years, 4 months

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