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VCMF 2019 - Vienna, Austria
Vienna Congress on Mathematical Finance
Mon-Wed, September 9-11, 2019
VCMF Educational Workshop
Thu-Fri, September 12-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
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To Whom it May Concern,
The second Vienna Congress on Mathematical Finance (VCMF 2019) will be
held from September 9-11, 2019, once again at the new campus of WU
Vienna. The conference will bring together leading experts from various
fields of Mathematical Finance such as:
- Computational Methods and Machine Learning
- Credit Risk and Systemic Risk
- Limit Order Book and High Frequency Trading
- Markets with Frictions and Large Trader Models
- New Financial Markets (Cryptocurrencies,
Electricity, Energy, Securitization)
- Risk Measures and Optimization (Portfolio Optimisation,
Risk Allocation, Risk Aggregation)
- Robust Finance
- Stochastic and Rough Volatility
The conference program will feature plenary lectures, parallel sessions
with invited and contributed talks as well as poster sessions. Moreover,
there will be an attractive social program.
The conference is followed by a two-day Educational Workshop on
September 12 and 13, 2019, with lectures by internationally recognized
experts that will be a great learning opportunity in particular for
younger scientists.
The VCMF 2019 follows the successful previous edition, VCMF 2016, with
240 attendees, 83 talks and 28 poster presentations.
For further information including details on plenary and invited
speakers invited see the conference homepage at
https://fam.tuwien.ac.at/vcmf2019/
Submission and Registration is open:
https://fam.tuwien.ac.at/vcmf2019/registration.php
We are looking forward to meeting you in September in Vienna!
With kind regards from the VCMF 2019 organisers,
Mathias Beiglböck, Rüdiger Frey, Stefan Gerhold,
Friedrich Hubalek, Irene Klein, Thorsten Rheinländer,
Birgit Rudloff, Walter Schachermayer, Uwe Schmock
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Location:
Campus of WU Wien
Welthandelsplatz 1, 1020 Vienna/Wien, Austria
Organized by:
WU Vienna - Vienna University of Economics & Business
TU Wien - Vienna University of Technology
University of Vienna
Gold Sponsor:
Raiffeisen Bank International
(further sponsors are welcome)
Plenary Speakers...
at the Congress:
- Beatrice Acciaio (London School of Economics)
- Fred Espen Benth (University of Oslo)
- Christa Cuchiero (WU Vienna)
- Paul Embrechts (ETH Zurich)
- Antoine Jacquier (Imperial College London)
- Sebastian Jaimungal (University of Toronto)
- Johannes Muhle-Karbe (Imperial College London)
at the Educational Workshop:
- Julien Guyon (Bloomberg, Columbia Univ., New York Univ.)
- Huyên Pham (University Paris VII Diderot)
- Josef Teichmann (ETH Zurich)
- Luitgard A. M. Veraart (London School of Economics)
Invited Speakers at the Congress:
- Emmanuel Bacry (Ecole Polytechnique and Université Paris-Dauphine)
- Damir Filipovic (L'Ecole Polytechnique Fédérale de Lausanne)
- Kathrin Glau (Queen Mary University of London)
- Archil Gulisashvili (Ohio University)
- Julien Guyon (Bloomberg, Columbia Univ., New York Univ.)
- Nikolaus Hautsch (University of Vienna)
- Blanka Horvath (King's College and Imperial College London)
- Ying Jiao (Université Claude Bernard Lyon 1)
- Sigrid Källblad (KTH Royal Institute of Technology)
- Marcel Nutz (Columbia University)
- Luitgard A. M. Veraart (London School of Economics)
- further speakers t.b.a.
https://fam.tuwien.ac.at/vcmf2019/speakers.php
Additionally on the first day of the congress there will be a panel
discussion with the title:
"The big data revolution in mathematical finance"
Panellists:
- Nikolaus Hautsch
Professor of Finance and Statistics
of University of Vienna
- Jonas Hirz
BELTIOS GmbH (Austria) and
Head of the Data Science Section of
the Actuarial Association of Austria (AVÖ)
- further Panellists t.b.a.
Moderator:
- Josef Teichmann
Full Professor of Financial Mathematics, ETH Zürich
For further details see the program:
https://fam.tuwien.ac.at/vcmf2019/program.php
Important dates and deadlines:
Submission:
The call for contributed talks & posters
is open until April 30, 2019.
Acceptance/rejection letters will be sent
end of May 2019 (June 7, 2019 at the latest).
Registration:
Early registration is possible until June 30, 2019.
Registration is possible until August 15, 2019.
Submission and Registration:
https://fam.tuwien.ac.at/vcmf2019/registration.php
CPD:
The attendance at VCMF 2019 (full week, Sept. 9-13, 2019)
may qualify for up to 30 CPD credits for those delegates
whose national actuarial organization's CPD requirements
recognize VCMF 2019.
18 CPD credits for VCMF Congress (Sep 9-11) and
12 CPD credits for VCMF Educational Workshop (Sep 12-13).
VCMF 2019 is accredited by the AVÖ - Actuarial Association of Austria.
For any requests, do not hesitate to write an e-mail to the conference &
workshop secretariat: vcmf2019(a)fam.tuwien.ac.at
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"Le congrès danse beaucoup, mais il ne marche pas."
("The congress does not move forward, it dances.")
Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815)
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To Whom it May Concern,
additionally to a talk this week we announce a few events of research
and cooperation partners as well as the "Vienna Congress on Mathematical
Finance (VCMF 2019)" co-organised by FAM @ TU Wien.
Best wishes, Sandra (Trenovatz)
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Veranstaltungsreihe "Actuarial Modelling Club"
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Th., 21.3.2019, 17:00, Freihaus Hörsaal 5
TU Wien, 1040, Wiedner Hauptstraße 8-10 , 2. Stock, grüner Bereich
Dr. Gerold Petritsch (EVN)
"Über den aktuariellen Tellerrand hinaus:
Data Science als Erfolgsfaktor in der Energiewirtschaft"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
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MathFinance - Frankfurt, April 2019
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MathFinance Conference
Frankfurt, April 8-9, 2019
MathFinance hosts the annual Conference in Frankfurt which is tailored
to the European finance community. Providing cutting-edge research and
brand new practical applications, the conference is intended for
practitioners in the areas of trading, quantitative or derivative
research, risk and asset management, insurance as well as for academics
studying or researching in the field of financial mathematics.
https://www.mathfinance.com/events/mathfinance-conference/
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Optimal Transport - Vienna, May/June 2019
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Thematic Programme "Optimal Transport"
The program brings together researchers working on Optimal Transport in
diverse areas, such as stochastic analysis, mathematical finance,
analysis in singular spaces, geometric inequalities, gradient flows,
optimal random matching, optimal transport for density matrices,
numerical methods, computer vision, and machine learning. The aim of the
proposed ESI programme is to establish interactions, encourage new
collaborations, and identify synergies between these different disciplines.
May 6-10: Introductory School on Optimal Transport
May 13-17: Workshop 1: Optimal Transport: from Geometry to Numerics
June 3-7: Workshop 2: Opt. Transport in Analysis and Probability
http://pub.ist.ac.at/~jmaas/ESI_OT2019/
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AMaMeF - Paris, June 2019
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9th General AMaMeF Conference
Paris, June 11-14, 2019 in Paris
AMaMeF, acronym for Advanced Mathematical Methods in Finance, is a
European network of research promoting the exchange and diffusion of
knowledge in the field of Mathematical Finance. Under the auspices of
AMaMeF numerous conferences, workshops and other scientific activities
have been organized. Among these the General AMaMeF Conferences have
been the biggest, and they are currently organized in a roughly
two-yearly schedule.
https://9amamef.sciencesconf.org
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VCMF 2019 - Vienna, September 2019
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2nd Vienna Congress on Mathematical Finance 2019
& VCMF Educational Workshop
WU Vienna, Mon-Fri, September 9-13, 2019,
jointly organised by WU Wien, TU Wien and University of Vienna
Submission of abstracts as well as registration is already possible:
https://fam.tuwien.ac.at/vcmf2019/
The VCMF 2019 follows the successful previous edition, VCMF 2016, with
240 attendees, 83 talks and 28 poster presentations.
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Announcement of Public PhD Thesis Defense at TU Wien
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We., 13.3.2019, 14:00, conference room of the Deanery,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor
(8th floor, then staircase in the green area)
Christiane Elgert (FAM @ TU Wien)
"Theory of Distribution-Constrained Optimization Problems"
(Public PhD Thesis Defense)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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PDE Afternoon at TU Wien
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We., 06.03.2019, 15:30 bis 16:00, HS 17 Friedrich,
TU Wien, 1040, Karlsplatz 13, main building, staircase VII, 3rd floor
Gudmund Pammer (TU Wien)
"Stability of the weak transport / continuity
of super-hedging in finance"
(PDE Afternoon)
For further details see
https://www.univie.ac.at/sfb65/#!/public/events/details/?type=1&id=380
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TU ForMath — Forum Mathematik
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Th., 7.3.2019, 18:00 - 19:00, Freihaus Hörsaal 3
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow area
Johannes Morgenbesser (Österreichische Nationalbank)
"Mathematics undercover: Die Mathematik hinter Blockchain und Bitcoin"
For further information see:
https://www.tuformath.at/vortraege/
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Talks at University of Vienna
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Tu., 19.02.2019, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Nicolas Juillet (Université de Strasbourg)
"Excursions and Transport"
Abstract:
Transport on the real line for power of the distance $d^p$ cost is
well-known especially when p>1 where the canonical quantile transport is
the unique optimal transport. For p=1 it is not unique and for p<1 it is
not optimal anymore and there is no uniqueness anymore. However, I will
present a natural transport problem providing a solution that catches in
a canonical way the transport behavior for p<1.
(https://mathematik.univie.ac.at/newsevents/nachrichtenvolldarstellung/news/…)
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 24.01.2019, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Nathael Gozlan (Université Paris 5 - René Descartes)
https://sites.google.com/view/nathaelgozlanmath
"Optimal transport for barycentric transport costs"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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To whom it may concern,
I appologize for the second mailing this week, but I forgot to send out
the public PhD theses defense of Sühan Altay today at 10:00 at TU Wien.
Additionally todays talks within the Vienna Probability Seminar start
later than I have announced yesterday.
Best wishes, Sandra (FAM-office)
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Announcement of Public PhD Thesis Defense at TU Wien
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Tu., 15.01.2019, 10:00, conference room of the Deanery,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor
(8th floor, then staircase in the green area)
Sühan Altay (FAM @ TU Wien)
"Interest Rate Modeling and Optimal Trading Portfolios
with Dependence and Partial Information"
(Public PhD Thesis Defense)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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Uni Wien & IST Austria: Vienna Probability Seminar
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Tu., 15.01.2019, 16:30-18:30, room "Besprechungszimmer 2"
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
16:30
David Garcia-Zelada (Paris Dauphine, FR)
"A large deviation principle for empirical measures
on Polish spaces"
17:30 (or 5 min later):
Chiranjib Mukherjee (Universität Münster, DE)
"Compactness, large deviations and some applications"
For further details of the Vienna Probability Seminar (including
abstracts) see
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 17.01.2019, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Maike Klein (FAM @ TU Wien)
https://fam.tuwien.ac.at/~klein/
"Optimal Stopping Problems with Expectation Constraints"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Uni Wien & IST Austria: Vienna Probability Seminar
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Tu., 15.01.2019, room "Besprechungszimmer 2"
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
15:30-16:30
David Garcia-Zelada (Paris Dauphine, FR)
"A large deviation principle for empirical measures
on Polish spaces"
17:00 - 18:00
Chiranjib Mukherjee (Universität Münster, DE)
"Compactness, large deviations and some applications"
For further details of the Vienna Probability Seminar (including
abstracts) see
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 17.01.2019, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Maike Klein (FAM @ TU Wien)
https://fam.tuwien.ac.at/~klein/
"Optimal Stopping Problems with Expectation Constraints"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Public Lecture
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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
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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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/
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WU Wien, Institute for Statistics and Mathematics
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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
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TU Wien, recruitment talks "Mathematische Stochastik"
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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
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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)