FAM-news

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reminder for upcoming seminars and talks
by Sandra Trenovatz 10 Dec '18

10 Dec '18

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 07 Dec '18

07 Dec '18

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 30 Nov '18

30 Nov '18

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 26 Nov '18

26 Nov '18

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reminder for upcoming seminars and talks
by Sandra Trenovatz 19 Nov '18

19 Nov '18

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reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Nov '18

12 Nov '18

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 30 Oct '18

30 Oct '18

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 19 Oct '18

19 Oct '18

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reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Oct '18

12 Oct '18

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 18.10.2018, 16:30, seminar room SR11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Johannes Wiesel (University of Oxford, UK) https://www.maths.ox.ac.uk/people/johannes.wiesel "Statistical estimation of superhedging prices" (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., 19.10.2018, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Matthias Fengler (University of St. Gallen, CH) https://www.alexandria.unisg.ch/persons/2894 "Textual Sentiment, Option Characteristics, and Stock Return Predictability" (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., 19.10.2018, 11:00, room D3.0.225 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Suleyman Basak (London Business School, UK) http://www.suleymanbasak.com "Asset Prices and No-Dividend Stocks" (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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 05 Oct '18

05 Oct '18

To Whom it May Concern: after a summer break FAM-news will again regularly announce talks & events in the area of Financial and Actuarial Mathematics (FAM) in Vienna. Sometimes also a few others. In case you have new colleagues who might be intersted in the FAM-news mailinglist please forward this e-mail to them, so they can subscribe: https://fam.tuwien.ac.at/mailman/listinfo/fam-news Best wishes, Sandra (Sandra Trenovatz, FAM-office, fam(a)fam.tuwien.ac.at) ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 12.10.2018, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Walter Farkas (University of Zurich) https://people.math.ethz.ch/~farkas/ "Intrinsic Risk Measures" (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 ------------------------------------------------------------------------ IST Austria, talk of new professor for Stochastics of Univ. of Vienna ------------------------------------------------------------------------ Tu., 09.10.2018, 16:00, Big Seminar room I21.EG.101 (ground floor) IST Austria, 3400 Klosterneuburg, Am Campus 1, Office Building West Nathanael Berestycki (University of Vienna) https://homepage.univie.ac.at/nathanael.berestycki/ "Dimers and Imaginary Geometry" (Formal Sciences Seminar) For further details (including abstracts) see https://ist.ac.at/index.php?id=2480&event_id=1399 Shuttle bus from U4 Heiligenstadt to IST Austria: https://ist.ac.at/campus-life/shuttle-bus/ ------------------------------------------------------------------------

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