FAM-news

fam-news@fam.tuwien.ac.at

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reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

To Whom it May Concern: This time we inform about future events in Austria or events co-organised by researchers from Austria, as well as about changes at the BFS Congress in Hong Kong. Best regards, Sandra (FAM-office) ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy Mon-Fri, June 20-26, 2020 http://www.crm.sns.it/event/448/ Invited speakers: Luigi Ambrosio (SNS Pisa), Julio Backhoff (U Vienna), Pauline Barrieu (LSE), Christian Bayer (WIAS Berlin), Sara Biagini (LUISS Rome), Luciano Campi (LSE), Rama Cont (U Oxford), Jaksa Cvitanic (Caltech), Christoph Czichowsky (LSE), Albina Danilova (LSE), Freddy Delbaen (ETH Zürich), Giulia di Nunno (Oslo U), Darrell Duffie (Stanford U), Peter Friz (TU Berlin), Stefan Gerhold (TU Wien), Nassif Ghoussoub (UBC), Sigrid Kaellblad (KTH Stockholm), Constantinos Kardaras (LSE), Dimitri Kramkov (Carnegie Mellon U), David Kreps (Standford U), Daniel Lacker (Columbia U), Robert McCann (U Toronto), Johannes Muhle-Karbe (Imperial College), Jan Obloj (Oxford U), Soumik Pal (U Washington, Seattle), David Proemel (Oxford U), Catherine Rainer (Brest U), Kavita Ramanan (Brown U), Luigia Ripani (U Lyon 1, Irvine), Mathieu Rosenbaum (École Polytechnique), Birgit Rudloff (WU Vienna), Misha Skolnikov (Princeton U), Mete Soner (ETH Zürich), Sara Svaluto-Ferro (U Vienna), Ludovic Tangpi (Princeton U), Nizar Touzi (École Polytechnique), Kim Weston (Rutgers U) Organised by: Beatrice Acciaio (LSE London) Mathias Beiglböck (Uni Vienna) Christa Cuchiero (Uni Vienna) Irene Klein (Uni Vienna) Josef Teichmann (ETH Zürich) ------------------------------------------------------------------------ 13th European Summer School in Financial Mathematics ------------------------------------------------------------------------ 13th European Summer School in Financial Mathematics University of Vienna, Vienna, Austria Mon-Fri, August 31 - September 4, 2020 https://www.univie.ac.at/summer_school_MathFinance/ Lectures by: Lyudmila Grigoryeva (University of Konstanz) Xin Guo (University of California, Berkeley) Lukasz Szpruch (University of Edinburgh) Josef Teichmann (ETH Zurich) Special invited lecture by: Yuri Kabanov (Lomonosov Moscow State University) Organising committee: Daniel Bartl (Uni Vienna) Mathias Beiglboeck (Uni Vienna) Christa Cuchiero (Uni Vienna) Zehra Eksi (WU Vienna) Ruediger Frey (WU Vienna) Irene Klein (Uni Vienna) Mathias Pohl (Uni Vienna) Sara Svaluto-Ferro (Uni Vienna) Junjian Yang (TU Wien) ------------------------------------------------------------------------ Conference on High-Dimensional Stochastics ------------------------------------------------------------------------ Conference on High-Dimensional Stochastics Wolfgang Pauli Institute, Vienna, Austria Mon-Wed, September 7-9, 2020 https://www.mn.uio.no/math/english/research/groups/store/events/conferences… Plenary speakers confirmed: Jochen Blath (TU Berlin) Sonja Cox (University of Amsterdam) Victor Panaretos (EPFL Lausanne) Markus Riedle (King's College London) Organised by: Fred Espen Benth (U. Oslo) Almut Veraart (Imperial College London) Christa Cuchiero (WPI c/o U. Vienna) ------------------------------------------------------------------------ ASD 2020 ------------------------------------------------------------------------ 8th Austrian Stochastics Days (ASD 2020) MU Leoben (Montanuniversität Leoben), Leoben, Austria Thu-Fri, September 10-11, 2020 http://institute.unileoben.ac.at/amat/asd2020/ Keynote speakers: Michaela Szölgyenyi (Alpe-Adria-University Klagenfurt) Jonas Tölle (University of Helsinki) Organised by: Alexander Steinicke (MU Leoben) Erika Hausenblas (MU Leoben) Debopriya Mukherjee (MU Leoben) ------------------------------------------------------------------------ BFS 2020 - NEW DATE! ------------------------------------------------------------------------ 11th World Congress of the Bachelier Finance Society (BFS 2020) Hong Kong, China Mon-Fri, December 14-18, 2020 <-- NEW DATE! http://www1.se.cuhk.edu.hk/~bfs2020/ Abstract submission deadline extended to June 30, 2020 (11:59pm HKT). ------------------------------------------------------------------------ -- Sandra Trenovatz / FAM-office phone +43-1-58801-10511, mail <sandra(a)fam.tuwien.ac.at> Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstr. 8 / E105-01 & -05, 1040 Vienna, Austria

5 years, 2 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

5 years, 3 months

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 20.01.2020, 16:45, lecture hall HS 7 (#1.303) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Michael Kupper (Univ. Konstanz, DE) https://www.mathematik.uni-konstanz.de/kupper/ "Max-stable risk measures and large deviations" (ISOR Colloquium) The seminar is preceded by tea and coffee with the speaker in the ISOR meeting room (#6.511, 6th floor) at 16.15. For further details (including abstracts) see https://isor.univie.ac.at/isor-colloquium/ ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 21.01.2020, 17:00, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Götz Cypra (UNIQA Versicherung Wien), Dr. Mario Hörig (Oliver Wyman Actuarial, DE) "Deep Learning Techniken im Einsatz: Anwendungen im Kontext von Economic Capital und Cash Flow Projektionsmodellen" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ Details zu Vortrag und Anmeldung siehe: https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------

5 years, 3 months

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

5 years, 3 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

5 years, 3 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/ ------------------------------------------------------------------------ --

5 years, 4 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

5 years, 4 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/ ------------------------------------------------------------------------ --

5 years, 4 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 ------------------------------------------------------------------------

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

5 years, 5 months

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