To Whom it May Concern,
the TU Wien (FAM - Financial and Actuarial Mathematics), WU Vienna,
University of Vienna as well as the Wolfgang Pauli Institute jointly
organise the international event *VCMF 2019*:
Vienna Congress on Mathematical Finance
Mon-Wed, 9-11 September 2019
VCMF Educational Workshop
Thu-Fri, 12-13 September 2019
https://fam.tuwien.ac.at/vcmf2019/
*End of Early Registration:*
Reduced registration fee applies until 30 June 2019:
https://fam.tuwien.ac.at/vcmf2019/registration.php
*Abstracts:*
For the VCMF Educational Workshop all abstracts are online, for the VCMF
Conference the first abstracts are available. See:
https://fam.tuwien.ac.at/vcmf2019/program.php
*"START-Preis":*
Christa Cuchiero - plenary speaker of the VCMF Conferende as well as
(former) employee of TU Wien, University of Vienna and WU Vienna -
received the "START-Preis" of the Austrian Science Fund (FWF). This is
the highest Austrian award for young scientists of any discipline - the
recipients are selected by an international jury of experts. See:
https://fam.tuwien.ac.at/vcmf2019/news.php
*Vienna City Hall:*
The Conference Dinner takes place in the Vienna City Hall - same a the
Vienna Ball of Sciences or the worldwide renowned Life Ball. After the
delicious dinner participants can dance - true to the motto of the VCMF
event: "Mu and Sigma waltzing the Congress":
https://fam.tuwien.ac.at/vcmf2019/mu_sigma.php
With best regards,
Sandra
VCMF 2019 Conference & Workshop Secretariat
Katrin Artner and Sandra Trenovatz
+---------------------
|
| 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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Announcement of a Habilitation Talk at TU Wien
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Tu., 18.06.2019, 09:30, seminar room DA gelb 05a
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 5th floor
Julia Eisenberg (TU Wien, Univ. Liverpool)
https://fam.tuwien.ac.at/~jeisenbe/
"A new approach for satisfactory pensions with no guarantees"
(Public Habilitation Talk / Habilitationskolloquium)
For further details (including abstracts) see
http://fam.tuwien.ac.at/contact/temp/Habilkolloquium_Eisenberg.pdf
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Universität Wien - Fachvortrag und Fallbeispiel aus der Beratungspraxis
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Tu., 18.06.2019, 17:30 c.t., Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Ferdinand Graf (d-fine)
"Künstliche Intelligenz in der Praxis"
David Haberfellner (d-fine)
"Kapitalmarkt und Ordermanagement"
(Mathematik in derUnternehmensberatung -
Fachvortrag und Fallbeispiel aus der Beratungspraxis)
Ausklang des Abends mit Snacks und Getränken.
For further details (including abstracts) see
http://fam.tuwien.ac.at/contact/temp/20190618_dfine.pdf
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Veranstaltungsreihe "Actuarial Modelling Club"
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Mo., 24.06.2019, 17:00, lecture hall 6
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area
Frank Schiller (Munich Re, DE)
"Moderne Life-Style Produkte in der Lebensversicherung
mit Big Data und Machine Learning"
(Actuarial Modelling Club)
For further details (including abstracts) and *registration* see
https://fam.tuwien.ac.at/vr/
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Veranstaltungsreihe "Actuarial Modelling Club"
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We., 12.06.2019, 17:00, lecture hall 5
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area
Jan-Philip Gamp, Ehsan Ayatollahi (Milliman, DE)
"IFRS17 - unterschiedliche Bewertungsansätze
in der Lebensversicherung"
(Actuarial Modelling Club)
For further details (including abstracts) and *registration* see
https://fam.tuwien.ac.at/vr/
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Vienna Graduate School of Finance (VGSF)
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Th., 13.6.2019, 11:00-12:30, room D3.0.233
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Dimitri Vayanos (London School of Economics)
http://www.lse.ac.uk/Finance/People/Faculty/Vayanos
"Asset Management Contracts and Equilibrium Prices"
(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 "D3.0.233" on:
http://gis.wu.ac.at/?roomShow=D3.0.233
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Announcement of a Habilitation Talk at TU Wien
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Tu., 18.06.2019, 09:30, seminar room DA gelb 05a
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 5th floor
Julia Eisenberg (TU Wien, Univ. Liverpool)
https://fam.tuwien.ac.at/~jeisenbe/
"A new approach for satisfactory pensions with no guarantees"
(Public Habilitation Talk / Habilitationskolloquium)
For further details (including abstracts) see
http://fam.tuwien.ac.at/contact/temp/Habilkolloquium_Eisenberg.pdf
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Workshop 2 of the Thematic Program "Optimal Transport"
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Mo.-Fr, 03.- 07.05.2109, Boltzmann Lecture Hall, 2nd floor
Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2
Workshop 2: Optimal Transport in Analysis and Probability
For further details (including abstracts) see
https://www.esi.ac.at/activities/events/2019/optimal-transport
- - - - - - - - - - - - - - -
To mention one of the talks:
- - - - - - - - - - - - - - -
Mo., 03.05.2109, 15:00-15:45:
Sigrid Källblad (KTH Stockholm)
"Stochastic control of measure-valued martingales
with applications to robust finance"
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Vienna Graduate School of Finance (VGSF)
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Fr., 07.06.2019, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Robert Korajczyk (Northwestern University)
https://www.kellogg.northwestern.edu/faculty/directory/korajczyk_robert.aspx
"Arbitrage Portfolios"
(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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Veranstaltungsreihe "Actuarial Modelling Club"
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We., 12.06.2019, 17:00, lecture hall 5
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area
Jan-Philip Gamp, Ehsan Ayatollahi (Milliman, DE)
"IFRS17 - unterschiedliche Bewertungsansätze
in der Lebensversicherung"
(Actuarial Modelling Club)
For further details (including abstracts) and *registration* see
https://fam.tuwien.ac.at/vr/
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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 24.06.2019, 17:00, lecture hall 6
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area
Frank Schiller (Munich Re, DE)
"Moderne Life-Style Produkte in der Lebensversicherung
mit Big Data und Machine Learning"
(Actuarial Modelling Club)
For further details (including abstracts) and *registration* see
https://fam.tuwien.ac.at/vr/
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Announcement of Public PhD Thesis Defense at University of Vienna
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Friday, 17.05.2019, Besprechungszimmer / meeting room 9th floor
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1
12:30:
Annemarie Grass (Univ. Vienna)
"Multimarginal Solutions to the Skorokhod Embedding Problem
and the Information Paradox in Robust Mathematical Finance"
(Public PhD Thesis Defense)
13:00:
Manuel Eder (Univ. Vienna)
"A synthetic view on stochastic processes"
(Public PhD Thesis Defense)
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VCMF 2019 - Submissions possible until Saturday, May 18, 2019
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Vienna Congress on Mathematical Finance
& VCMF Educational Workshop
Vienna, September 9-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
The submission deadline for contributed talks & posters
is Saturday, May 18, 2019.
https://fam.tuwien.ac.at/vcmf2019/registration.php
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WU Wien, Institute for Statistics and Mathematics
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Fr., 24.05.2019, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Katia Colaneri (University of Leeds, UK)
https://physicalsciences.leeds.ac.uk/staff/1491/dr-katia-colaneri
"A class of recursive optimal stopping problems
with an application to stock trading"
(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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WU Wien, Institute for Finance, Banking and Insurance
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Mo., 13.5.2019, 12:00, room D4.0.019
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Steven Baker (University of Virginia)
https://www.commerce.virginia.edu/faculty/baker
"Asset Prices and Portfolios with Externalities"
(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 "D4.0.019" on:
http://gis.wu.ac.at/?roomShow=D4.0.019
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WU Wien, Institute for Finance, Banking and Insurance
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We., 08.05.2019, 11:00, room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Leopold Sögner (IHS)
https://www.ihs.ac.at/de/personen/leopold-soegner/
"Optimal High-Risk Investment"
(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
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VCMF 2019 - Extended Submission Deadline
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2nd Vienna Congress on Mathematical Finance 2019
& VCMF Educational Workshop
(jointly organised by WU Wien, TU Wien, University of Vienna and WPI)
WU Vienna, Mon-Fri, September 9-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
***UPDATE:***
The submission deadline for contributed talks & posters
is extended until Saturday, May 18, 2019.
https://fam.tuwien.ac.at/vcmf2019/registration.php
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 18.04.2019, 15:45, Boltzmann Lecture Hall, 2nd floor
Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2
Josef Teichmann (ETH Zurich, CH)
https://people.math.ethz.ch/~jteichma/
"Machine Learning in Finance"
(Vienna Seminar in Mathematical Finance and Probability)
Please note that time & place is different as usual!
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
This talk is also part of the thematic program "Optimal Transport" - see
below.
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Thematic Program "Optimal Transport"
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Th., 18.04.2019, 13:45-16:45, Boltzmann Lecture Hall, 2nd floor
Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2
Eric Carlen (Rutgers Univ.)
"Brascamp Lieb inequalities for fermions
and non-commutative mass transport"
Yvain Bruned (Univ. of Edinburgh)
"Geometric Stochastic Heat Equations"
Josef Teichmann (ETH Zürich)
"Machine Learning in Finance"
Th., 25.04.2019, 15:45-16:45, Boltzmann Lecture Hall, 2nd floor
Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2
Mathieu Lewin (CNRS & Univ. Paris-Dauphine)
"Optimal Transport and Density Functional Theory"
May 6-10: Introductory School on Optimal Transport
May 13-17: Workshop 1: Optimal Transport: from Geometry to Numerics
June 3-7: Workshop 2: Optimal Transport in Analysis and Probability
For further details (including abstracts) see
https://www.esi.ac.at/activities/events/2019/optimal-transport
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WU Wien, Institute for Statistics and Mathematics
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Fr., 12.4.2019, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Michaela Szölgyenyi (University of Klagenfurt)
https://www.aau.at/en/statistics/team/szoelgyenyi-michaela/
"Convergence order of Euler-type schemes for SDEs
in dependence of the Sobolev regularity of the drift"
(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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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 4.4.2019, 16:15(!), seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Hanna Wutte (ETH Zurich)
https://www.math.ethz.ch/the-department/people.html?u=hwutte
"Randomized shallow neural networks
and their use in understanding gradient descent"
(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., 5.4.2019, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Nadja Klein (School of Business and Economics, HU Berlin)
http://www.wiwi.hu-berlin.de/de/professuren/vwl/statistik/members/personalp…
"Implicit Copulas from Bayesian Regularized Regression Smoothers"
(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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Vienna City Marathon
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Sunday, 7.4.2019, 9:xx - 13:yy, 42.195 km through Vienna,
at the relay category this is: 15.5 + 6.0 + 9.3 + 11.395 km.
FAM starts with 4 relay teams:
FAM@TU speed measure
FAM@TU random walk
FAM@TU expected shortfall
FAM@TU no free lunch
You are welcome to cheer for us :-)
For further details - especially the results afterwards - see
https://www.vienna-marathon.com/
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