------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 29.09.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Tilmann Blümmel (TU Wien)
"Understanding the structure of No Arbitrage"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
========================================================================
IME 2017 - Save the date!
------------------------------------------------------------------------
21st International Congress on
Insurance: Mathematics and Economics
Mon–Wed, July 3–5, 2017
TU Wien, Vienna, Austria
https://fam.tuwien.ac.at/ime2017/
------------------------------------------------------------------------
--------------------------------------------------------------------
Announcement of Public PhD Thesis Defense
--------------------------------------------------------------------
Mo., 12.09.2015, 11:30, Besprechungsraum 9. Stock,
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 9th floor
Junjian Yang (University of Vienna)
"Optimal Portfolios: Transaction Costs and Shadow Prices"
(Public PhD Thesis Defense)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/temp/Yang.pdf
--------------------------------------------------------------------
Vienna is a beautiful city with a lot of attractions.
We would like to draw your attention to some of them.
========================================================================
HFT 2016
------------------------------------------------------------------------
High Frequency Trading - Curse or Blessing?
September 22-23, 2016
University of Vienna, Austria
http://hft2016.univie.ac.at/
Confirmed speakers:
Torben G. Anderson (Northwestern University)
Jean-Philippe Bouchaud (CFM, Paris)
Jonathan Brogaard (University of Washington)
Rama Cont (Imperial College London)
Thierry Foucault (HEC Paris)
Frank Hatheway (NASDAQ)
Terrence Hendershott (UC Berkely)
Andrei Kirilenko (Imperial College London)
Pete Kyle (University of Maryland)
Albert Menkveld (VU Amsterdam)
Mark Podolskij (Aarhus University)
Philip Protter (Columbia University)
Chris Rogers (University of Cambridge)
Mathieu Rosenbaum (University Paris 6)
========================================================================
SOfA 2016
------------------------------------------------------------------------
Set-Optimization for Applications
Third International Conference on Set-Valued Variational Analysis and
Set Optimization with Applications in Economics, Finance, Statistics and
Game Theory
September 19-23, 2016
WU Wien, Vienna, Austria
http://sofa2016.wu.ac.at/
Keynote speakers:
Efe Ok, New York University, USA
Matteo Rocca, University of Insubria, Italy
========================================================================
VCMF 2016
------------------------------------------------------------------------
Vienna Congress on Mathematical Finance
and VCMF Educational Workshop
September 12-16, 2016
WU Wien, Vienna, Austria
https://fam.tuwien.ac.at/vcmf2016/
Organized by:
WU Wien - Vienna University of Economics and Business
TU Wien - Vienna University of Technology
University of Vienna
Special thanks go to the sponsors of VCMF 2016:
Gold Sponsors:
Deloitte
Erste Group Bank AG
KPMG Austria
Raiffeisen Bank International AG (RBI)
Silver Sponsor:
d-fine Austria GmbH
Raiffeisen Capital Management (RCM)
Plenary Speakers...
... at the Congress:
Freddy Delbaen (ETH Zurich, CH)
Hans Föllmer (Humboldt-Universität zu Berlin, DE)
Peter Friz (Technische Universität Berlin, DE)
Emmanuel Gobet (École Polytechnique, FR)
Mathieu Rosenbaum (École Polytechnique & UPMC, FR)
Josef Teichmann (ETH Zurich, CH)
Almut Veraart (Imperial College London, UK)
... at the Educational Workshop:
Nicole Bäuerle (Karlsruhe Institute of Technology, DE)
Alexander McNeil (Heriot-Watt University, UK)
Johannes Muhle-Karbe (University of Michigan, US)
Peter Tankov (Université Paris-Diderot (Paris 7), FR)
Invited Speakers at the Congress:
Elisa Alos (Universitat Pompeu Fabra Barcelona, ES)
Christian Bayer (WIAS, DE)
Agostino Capponi (Columbia University, US)
Patrick Cheridito (ETH Zurich, CH)
Ulrich Horst (Humboldt-Universität zu Berlin, DE)
Jan Kallsen (Christian-Albrechts-Universität zu Kiel, DE)
Rüdiger Kiesel (Universität Duisburg-Essen, DE)
Dörte Kreher (Humboldt-Universität zu Berlin, DE)
Antonis Papapantoleon (TU Berlin, DE)
Philipp Schönbucher (Financialytic GmbH, DE)
Jorge P. Zubelli (IMPA, BR)
On the first day of the congress there will be a panel discussion::
"Role of mathematical models in financial risk management
and regulation (broadly defined)"
Panellists are representatives from the regulators, the industry and the
academic world:
- Gabriela de Raaij
Oesterreichische Nationalbank (OeNB)
- Thomas Steiner
Austrian Treasury (OeBFA)
- Johann Strobl
Raiffeisen Bank International AG (RBI)
- Josef Teichmann
Full Professor of Financial Mathematics, ETH Zürich
Moderator:
- Walter Schachermayer
Senior fellow at the Institute for Theoretical Studies, ETH Zürich,
Full Professor of Mathematics, University of Vienna
For further details see the program:
https://fam.tuwien.ac.at/vcmf2016/program.php
Submission of Poster Presentations is still possible:
https://fam.tuwien.ac.at/vcmf2016/registration.php
========================================================================
--
FAM-office:
Sandra Trenovatz <fam(a)fam.tuwien.ac.at>
Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstrasse 8/105-1, 1040 Vienna, Austria
(DVR: 0005886)
Dear Colleagues and Friends,
we like to bring to your attention that the early registration for VCMF
2016 ends on June 30, 2016:
Vienna Congress on Mathematical Finance
and VCMF Educational Workshop
https://fam.tuwien.ac.at/vcmf2016/ .
Due to many requests we opened again the submission for poster
presentations. Slots for contributed talks are filled and we already
have a waiting list.
For further information see below or visit the conference webpage:
https://fam.tuwien.ac.at/vcmf2016/
We thank you for your interest and are looking forward to welcoming you
in Vienna!
With kind regards from the VCMF 2016 organisers,
Mathias Beiglböck, Christa Cuchiero, Rüdiger Frey,
Stefan Gerhold, Friedrich Hubalek, Irene Klein,
Thorsten Rheinländer, Birgit Rudloff,
Walter Schachermayer, Uwe Schmock
-----------------------------------------------------------------------
This Vienna Congress on Mathematical Finance (September 12-14) will
bring together leading experts from various fields of Mathematical
Finance. The conference program will feature plenary lectures, parallel
sessions with invited and contributed talks as well as poster sessions.
Additionally on the first day of the congress there will be a panel
discussion with the title:
"Role of mathematical models in financial risk management
and regulation (broadly defined)"
Panellist are representatives from the regulators, the industry and the
academic world:
- Gabriela de Raaij
Oesterreichische Nationalbank (OeNB)
- Thomas Steiner
Austrian Treasury (OeBFA)
- Johann Strobl
Raiffeisen Bank International AG (RBI)
- Josef Teichmann
Full Professor of Financial Mathematics, ETH Zürich
Moderator:
- Walter Schachermayer
Senior fellow at Institute for Theoretical Studies, ETH Zürich,
Full Professor of Mathematics, University of Vienna
For further details see the program:
https://fam.tuwien.ac.at/vcmf2016/program.php
The congress is followed by a two-day Educational Workshop (September
15-16) with lectures by internationally recognized experts that will be
a great learning opportunity in particular for younger scientists.
+---------------------
|
| VCMF 2016 - Vienna, Austria
|
| Vienna Congress on Mathematical Finance
| Mon-Wed, September 12-14, 2016
|
| VCMF Educational Workshop
| Thu-Fri, September 15-16, 2016
|
| https://fam.tuwien.ac.at/vcmf2016/
|
+-------------------------------------------------
Location:
Campus of WU Wien
Library & Learning Center (LC) and Teaching Center (TC)
Welthandelsplatz 1, 1020 Vienna/Wien, Austria
Organized by:
WU Wien - Vienna University of Economics and Business
TU Wien - Vienna University of Technology
University of Vienna
Gold Sponsors (alphabetical order):
Deloitte
Erste Group Bank AG
KPMG Austria
Raiffeisen Bank International AG (RBI)
Silver Sponsor:
Raiffeisen Capital Management (RCM)
(further sponsors are welcome)
Plenary Speakers...
... at the Congress:
Freddy Delbaen (ETH Zurich, CH)
Hans Föllmer (Humboldt-Universität zu Berlin, DE)
Peter Friz (Technische Universität Berlin, DE)
Emmanuel Gobet (École Polytechnique, FR)
Mathieu Rosenbaum (École Polytechnique & UPMC, FR)
Josef Teichmann (ETH Zurich, CH)
Almut Veraart (Imperial College London, UK)
... at the Educational Workshop:
Nicole Bäuerle (Karlsruhe Institute of Technology, DE)
Alexander McNeil (Heriot-Watt University, UK)
Johannes Muhle-Karbe (University of Michigan, US)
Peter Tankov (Université Paris-Diderot (Paris 7), FR)
https://fam.tuwien.ac.at/vcmf2016/speakers.php
Invited Speakers...
... at the Congress:
Elisa Alos (Universitat Pompeu Fabra Barcelona, ES)
Christian Bayer (WIAS, DE)
Agostino Capponi (Columbia University, US)
Patrick Cheridito (Princeton University, US)
Ulrich Horst (Humboldt-Universität zu Berlin, DE)
Jan Kallsen (Christian-Albrechts-Universität zu Kiel, DE)
Rüdiger Kiesel (Universität Duisburg-Essen, DE)
Dörte Kreher (Humboldt-Universität zu Berlin, DE)
Antonis Papapantoleon (TU Berlin, DE)
Philipp Schönbucher (Financialytic GmbH, DE)
Jorge P. Zubelli (IMPA, BR)
https://fam.tuwien.ac.at/vcmf2016/speakers.php
Submission of Poster Presenations:
The call for poster presenations is open until July 15, 2016.
Acceptance/rejection letters will be sent as soon as possible,
but at end of July 2016 at the latest.
https://fam.tuwien.ac.at/vcmf2016/registration.php
Participation and Registration:
Early registration is possible until June 30, 2016.
Standard registration is possible until August 15, 2016.
https://fam.tuwien.ac.at/vcmf2016/registration.php
Online registration & Submission:
http://www.conftool.net/vcmf2016
CPD:
The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may
qualifies for up to 31 CPD credits for those delegates whose national
actuarial organization's CPD requirements recognize VCMF 2016.
20 CPD credits for Vienna Congress on Mathematical Finance (Sep 12-14)
and 11 CPD credits for VCMF Educational Workshop (Sep 15-16).
VCMF 2016 is accredited by the AVÖ - Actuarial Association of Austria.
Save the Date:
==============
IME 2017 -
21st International Congress on Insurance: Mathematics and Economics
TU Wien, Mon-Wed, July 3-5, 2017
https://fam.tuwien.ac.at/ime2017/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Th., 16.06.2016, 14:30(-15:30), room SR D4.0.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Johanna Nešlehová (McGill University, Montréal, Canada)
http://www.math.mcgill.ca/neslehova/
Christian Genest (McGill University, Montréal, Canada)
http://www.math.mcgill.ca/cgenest/
"Estimating extremal dependence using B-splines"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/en/statmath/resseminar/
To find the room on the WU Campus search for "D4.0.127" on:
http://gis.wu.ac.at/?roomShow=D4.0.127
------------------------------------------------------------------------
TU Wien, Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Th., 16.06.2016, 16:00, Freihaus Hörsaal 3
TU Wien, 1040, Wiedner Hauptstr 8, Freihaus, 2. Stock, gelber Bereich
Ronald Laszlo (Vienna Insurance Group),
Karin Nowak (B&W Deloitte)
"Herausforderung Immobilien unter Solvency II"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 16.06.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Mathias Pohl (University of Vienna)
http://stochopt.univie.ac.at/researchers/mathias-pohl/
"An Applied Take on Dependence Uncertainty"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 02.06.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Stefan Ankirchner (University of Jena, Germany)
http://www.stochastik.uni-jena.de/Mitarbeiter/Prof_+Dr_+S_+Ankirchner.html
"Play safe if ahead, take risk if behind"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
------------------------------------------------------------------------
University of Vienna, Dept. of Statistics and Decision Support Systems
------------------------------------------------------------------------
Mo., 23.5.2016, 16:45-17:45, Lecture Hall 12
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 2nd floor
Milos Kopa (Charles University Prague)
http://www.karlin.mff.cuni.cz/~kopa/
"Robustness in stochastic programs
with decision dependent randomness"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
========================================================================
Additionally this time we refer to a Summer School in Italy as the Nobel
laureate (and Austrian mathematician) Martin Hairer gives a mini course
there:
------------------------------------------------------------------------
CIME-EMS Summer School in applied mathematics in Centaro/Italy
------------------------------------------------------------------------
"Singular Random Dynamics"
August 22 - August 27, 2016
Cetraro, Italy
http://web.math.unifi.it/users/cime/
Mini Courses:
Massimiliano Gubinelli (IAM, Bonn)
"Applications of controlled paths to problems
in stochastic analysis"
Martin Hairer (Univ. Warwick)
"Stochastic PDEs and Renormalisation"
Panagiotis Souganidis (Univ. Chicago)
"Hamilton-Jacobi partial differential equations and
conservation laws with rough time signals and applications"
Nikolay Tzvetkov (Univ. Cergy-Pontoise)
"On Hamiltonian partial differential equations
with random initial conditions"
Registration is open until end May:
http://php.math.unifi.it/users/cime/Courses/2016/course.php?codice=20162
Place:
http://php.math.unifi.it/users/cime/Cetraro/Cetraro.htmlhttps://goo.gl/maps/ve4vb6Cg6w32
========================================================================
------------------------------------------------------------------------
University of Vienna, Dept. of Statistics and Decision Support Systems
------------------------------------------------------------------------
Mo., 09.05.2016, 16:45-17:45, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Josef Teichmann (ETH Zurich)
https://people.math.ethz.ch/~jteichma/
"Affine processes and non-linear differential equations"
(joint work with Georg Grafendorfer and Christa Cuchiero)
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 12.05.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Roberto Renò (University of Verona, Italy)
http://dse.univr.it/reno/
"The drift burst hypothesis"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
------------------------------------------------------------------------
DIANA Research Group - DIfferential Algebras and Nonlinear Analysis
------------------------------------------------------------------------
Fr., 06.05.2016, 10:00, Besprechungsraum 3 (03.136)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 3rd floor
Eberhard Mayerhofer (Dublin City University)
http://www.eberhard-mayerhofer.eu/
"Option Portfolios on Multiple Assets"
(joint work with Paolo Guasoni)
(The DIANA seminar)
For further details (including abstracts) see
http://www.mat.univie.ac.at/~nigsch/diana/
========================================================================
VCMF 2016
------------------------------------------------------------------------
Submission Deadline: May 15, 2016
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Vienna Congress on Mathematical Finance
& VCMF Educational Workshop
September 12-16, 2016
Vienna, Austria
https://fam.tuwien.ac.at/vcmf2016/
========================================================================
ASD 2016
------------------------------------------------------------------------
Submission Deadline: May 15, 2016
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
5th Austrian Stochastic Days
June 30 - July 1, 2016
TU Graz, Austria
http://www.math.tugraz.at/mathc/stochdays/
========================================================================
SOfA 2016
------------------------------------------------------------------------
Submission Deadline: June 3, 2016
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Set-Optimization for Applications
Third International Conference on Set-Valued Variational Analysis and
Set Optimization with Applications in Economics, Finance, Statistics and
Game Theory
September 19-23, 2016
WU Wien, Austria
http://sofa2016.wu.ac.at/
========================================================================
HFT 2016
------------------------------------------------------------------------
High Frequency Trading - Curse or Blessing?
September 22-23, 2016
Vienna, Austria
http://hft2016.univie.ac.at/
------------------------------------------------------------------------