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reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ WU Public Lecture ------------------------------------------------------------------------ Tu., 8.1.2019, 18:00, Ceremonial Hall 1 / Festsaal 1 WU Wien, 1020, Welthandelsplatz 1, Building LC, ground floor "The Cost of Destroying the Death Star" (WU Public Lecture) Keynote speaker & panellist: Zach Feinstein (Washington University in St. Louis, US) Further panellists: Birgit Rudloff (WU Vienna, AT) Martin Summer (OeNB, AT) Moderator: Stefan Pichler (vice rector, WU Vienna, AT) For abstract and registration see: https://wu.at/matters-deathstar or https://www.facebook.com/events/284338275717020/ To find the room on the WU Campus search for "LC.0.100" on: http://gis.wu.ac.at/?roomShow=LC.0.100 ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 10.1.2019, 16:30, lecture hall HS13 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Christian Bayer (WIAS Berlin, DE) https://www.wias-berlin.de/people/bayerc/ "A regularity structure for rough volatility" (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., 11.01.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Zach Feinstein (Washington University in St. Louis, US) https://engineering.wustl.edu/Profiles/Pages/Zachary-Feinstein.aspx "Pricing debt in an Eisenberg-Noe interbank network with comonotonic endowments" (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 ------------------------------------------------------------------------ TU Wien, recruitment talks "Mathematische Stochastik" ------------------------------------------------------------------------ As already sent out before christmas holidays, the recruitment talks for the full professorship in robability Theory and Mathematical Statistics ("Universitätsprofessur für Mathematische Stochastik") continue from today to this Wednesday. For details, including abstract see: https://fam.tuwien.ac.at/contact/temp/Berufungsvortraege_MSTOCH.pdf ------------------------------------------------------------------------

6 years

Vienna Probability Seminar

by Sandra Trenovatz

Dear colleagues, the researchers - Mathias Beiglböck and - Nathanael Berestycki from University of Vienna and - Laszlo Erdös and - Jan Maas from IST Austria start a new seminar: Vienna Probability Seminar ^^^^^^^^^^^^^^^^^^^^^^^^^^ See: https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… Talks of this seminar will usually not be posted on the FAM-news mailinglist (unless talks are within the area of Financial and Actuarial Mathematics). In case you are interested in these talks you can subscribe yourself to the corresponding mailinglist: https://lists.univie.ac.at/mailman/listinfo/vps Best wishes, Sandra -- Sandra Trenovatz <sandra(a)fam.tuwien.ac.at> phone +43-1-58801-10511, mobile +43-664-5005638 Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-1, 1040 Vienna, Austria (DVR: 0005886)

6 years

reminder for upcoming seminars and talks

by Sandra Trenovatz

Dear friends of FAM & subscribers of FAM-news, this week seems to be a quiet week for talks in the area of financial and actuarial mathematics - nevertheless it will not be quiet at all. The recruitment talks for the full professorship in Probability Theory and Mathematical Statistics ("Universitätsprofessur für Mathematische Stochastik") at TU Wien start this Tuesday. Stochastics/Probability theory is important for many different fields of science and technology - therefore we announce these talks. As the next two weeks there will be (most probably) no talks I already now wish you a Merry Christmas and a prosperous New Year 2019! Sandra (Sandra Trenovatz, FAM, http://fam.tuwien.ac.at/) --------------------------------------------------------------------- TU Wien, recruitment talks "Mathematische Stochastik" --------------------------------------------------------------------- Tu., 18.12.2018, 10:30-12:30, lecture hall HS 17 Friedrich Hartmann TU Wien, 1040, Karlsplatz 13, staircase 7, 3rd floor Alexandre Stauffer (University of Bath) https://sites.google.com/site/alexandrestauffer/ "Random aggregation processes: Long-time behavior, phase transition and dendritic formation" For details, including abstract see: https://fam.tuwien.ac.at/contact/temp/Berufungsvortraege_MSTOCH.pdf To find the lecture hall HS17 in the main building of TU Wien see: https://fam.tuwien.ac.at/contact/temp/HS17.png ----- Overview of all recruitment talks for the full professorship in Probability Theory and Mathematical Statistics ("Universitätsprofessur für Mathematische Stochastik"): Tu., 18.12.2018, HS 17: 10:30 Alexandre Stauffer Mo., 07.01.2019, FH 3: 08:30 Omer Angel 10:30 Mykhaylo Shkolnikov 14:00 Erika Hausenblas 16:00 Johannes Muhle-Karbe Tu., 08.01.2019, FH 2: 10:00 Nicolas Perkowski 13:30 Fabio Toninelli 16:00 Arnulf Jentzen We., 09.01.2019, FH 3: 08:30 Noam Berger 10:30 Matthias Erbar ---------------------------------------------------------------------

6 years

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 10.12.2018, 16:45, lecture hall HS 7 (#1.303) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Damian Kozbur (Universität Zurich) https://www.econ.uzh.ch/en/people/faculty/kozbur.html "Inference for Dependent Data with Cluster Learning" (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/ ------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 12.12.2018, 11:00-12:15, room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Paul Pelzl (VU Amsterdam & Tinbergen Institute) https://research.vu.nl/en/persons/paul-pelzl "Capital Regulations and Credit Line Management during Crisis Times" (Finance Brown Bag Seminar) For further details (including abstracts) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------- University of Vienna, Deptartment of Finance ------------------------------------------------------------------------ We., 12.12.2018, 11:45-12:45, seminar room 6 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Guillaume Vuillemey (HEC Paris) https://sites.google.com/site/guillaumevuillemey/ "Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty" (Brown Bag Seminar) For further details (including abstracts) see http://finance.univie.ac.at/en/research/brown-bag-seminar/ ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 13.12.2018, 16:30, lecture hall HS13 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Oleg I. Klesov (National Technical University of Ukraine) http://matan.kpi.ua/en/people/klesov/ "Law of the iterated logarithm for inverse subordinators and some applications in risk models" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

6 years, 1 month

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 10.12.2018, 16:45, lecture hall HS 7 (#1.303) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Damian Kozbur (Universität Zurich) https://www.econ.uzh.ch/en/people/faculty/kozbur.html "Inference for Dependent Data with Cluster Learning" (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/ ------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 12.12.2018, 11:00-12:15, room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Paul Pelzl (VU Amsterdam & Tinbergen Institute) https://research.vu.nl/en/persons/paul-pelzl "Capital Regulations and Credit Line Management during Crisis Times" (Finance Brown Bag Seminar) For further details (including abstracts) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------- University of Vienna, Deptartment of Finance ------------------------------------------------------------------------ We., 12.12.2018, 11:45-12:45, seminar room 6 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Guillaume Vuillemey (HEC Paris) http://www.hec.edu/Faculty-Research/Faculty-Directory/VUILLEMEY-Guillaume "Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty" (Brown Bag Seminar) For further details (including abstracts) see http://finance.univie.ac.at/en/research/brown-bag-seminar/ ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 13.12.2018, 16:30, lecture hall HS13 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Oleg I. Klesov (National Technical University of Ukraine) http://matan.kpi.ua/en/people/klesov/ "Law of the iterated logarithm for inverse subordinators and some applications in risk models" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

6 years, 1 month

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 3.12.2018, 16:45, lecture room 7 (#1.303) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Mathias Pohl (University of Vienna) https://fec.univie.ac.at/researchers/mathias-pohl/ "Robust risk aggregation with neural networks" (joint work with Stephan Eckstein and Michael Kupper) (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., 04.12.2018, 16:30, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Onnen Siems, Carina Götzen (Meyerthole Siems Kohlruss, DE) Praxisbericht "Aktuarielle Analyse von großen Telematikdatenmengen (Big Data)" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ University of Vienna, Deptartment of Finance ------------------------------------------------------------------------ We., 5.12.2018, 11:45-12:45, seminar room 6 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Anton van Boxtel (University of Vienna) https://sites.google.com/site/antonvanboxtel/ "Credit Market Competition and Liquidity" (Brown Bag Seminar) For further details (including abstracts) see http://finance.univie.ac.at/en/research/brown-bag-seminar/ ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 06.12.2018, 16:30, lecture hall HS13 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Halil Mete Soner (ETH Zürich, CH) https://people.math.ethz.ch/~hmsoner/ "Pricing-hedging Duality" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ TU Wien, Faculty of Mathematics and Geoinformation ------------------------------------------------------------------------ Fr., 07.12.2018, 11:00, seminar room DA grün 05, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 5th floor, green area Julia Eisenberg (TU Wien, AT & Univ. Liverpool, UK) https://fam.tuwien.ac.at/~jeisenbe/ "The time value of money in the actuarial framework" (Vorstellungsvortrag vor angestrebter Habilitation) For further details (including abstracts) see https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------

6 years, 1 month

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 29.11.2018, 16:30, lecture hall HS13 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Andrey Pilipenko (National Technical University of Ukraine) https://www.imath.kiev.ua/~apilip/ "Functional limit theorems for perturbed random walks" (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., 30.11.2018, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Alexander McNeil (University of York, UK) https://www.york.ac.uk/management/staff/amcneil/ "Spectral backtests of forecast distributions with application to risk management" (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 ------------------------------------------------------------------------

6 years, 1 month

reminder for upcoming seminars and talks

by Sandra Trenovatz

6 years, 1 month

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 16.11.2018, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Clara Grazian (University of Oxford) https://sites.google.com/site/claragrazian/home "Bayesian analysis of semiparametric copula models" (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 ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 16.11.2018, 11:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Christa Cuchiero (University of Vienna) https://www.mat.univie.ac.at/~cuchiero/ "Contemporary stochastic volatility modeling - theory and empirics" (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 ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 16.11.2018, 11:00, room D3.0.225 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Adrian Buss (INSEAD) https://www.insead.edu/faculty-research/faculty/adrian-buss "The Implications of Financial Innovation for Capital Markets and Household Welfare" (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 ------------------------------------------------------------------------

6 years, 1 month

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at University of Vienna ------------------------------------------------------------------------ Mo., 2.7.2018, 11:00, seminar room 2 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1st floor Mathias Pohl (University of Vienna) "Robust Portfolio Optimization and Dimensional Analysis in Finance" (Public PhD Thesis Defense) For further details see https://fam.tuwien.ac.at/contact/temp/20180702_phd-defense_pohl.pdf ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 4.7.2018, 16:30, seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area Khaled Bahlali (Université de Toulon) https://www.hindawi.com/28918560/ "t.b.a." (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ TU Wien - VISS 2018 - registration ends on Monday, July 2 ------------------------------------------------------------------------ VISS 2018 - Vienna International Summer School "Machine Learning Methods and Data Analytics in Risk and Insurance" TU Wien, Mon-Fri, July 9 - 13, 2018 https://fam.tuwien.ac.at/viss2018/ Main speakers: Prof. Dr. Gareth W. PETERS, Heriot-Watt University, Edinburgh Prof. Dr. Pavel V. SHEVCHENKO, Macquarie University, Sydney Special invited lectures: Prof. Dr. Josef TEICHMANN, ETH Zurich Prof. Dr. Allan HANBURY, TU Wien Registration possible until Monday, July 2 https://fam.tuwien.ac.at/viss2018/registration.php ------------------------------------------------------------------------

6 years, 2 months

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