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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 22.01.2018, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Jean-Michel Zakoian (CREST, Paris)
http://www.crest.fr/ses.php?user=3078
"Estimation risk for the VaR of portfolios driven
by semi-parametric multivariate models"
(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/colloquia-seminars/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 25.01.2018, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Omar El-Euch (Univ. Pierre et Marie Curie - Paris 6)
https://fr.linkedin.com/in/omar-el-euch-2a699746
"Multi-factor approximation of rough volatility 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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------------------------------------------------------------------------
University of Vienna, Faculty of Mathematics
------------------------------------------------------------------------
We., 10.1.2018, 16:15-17:15, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Mathieu Rosenbaum (Ecole Polytechnique)
http://www.crest.fr/ses.php?user=3046
"Understanding the nature of volatility"
(Mathematisches Kolloquium)
15:45 coffee & cake, Sky-Lounge
bread & wine after the talk
For further details (including abstracts) see
http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraege…
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 11.01.2018, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Matthias Meiners (University of Innsbruck)
https://stochastics-mathematics.uibk.ac.at/index.php/staff/scientificstaff/…
"Convergence of Biggins' martingales at complex parameters"
(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
------------------------------------------------------------------------
Fr., 12.01.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Eric Finn Schaanning (ETH Zürich)
https://www.math.ethz.ch/the-department/people.html?u=ericsc
"Measuring systemic risk: The Indirect Contagion Index"
(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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Oesterreichische Nationalbank
------------------------------------------------------------------------
Fr., 12.01.2018, 11:00, Veranstaltungssaal
Österreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna
Bernhard Haslhofer (Austrian Institute of Technology)
http://bernhardhaslhofer.info/
"O Bitcoin, Where Art Thou?
Insight into Large-Scale Transaction Graphs"
OeNB Research seminar:
https://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
------------------------------------------------------------------------
-------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
-------------------------------------------------------------------
Wednesday(!), 20.12.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Alexander Cox (University of Bath, UK)
http://people.bath.ac.uk/mapamgc/
"Measure-value martingales (or martingale measures),
and financial applications"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
-------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Graduate School of Finance (VGSF)
------------------------------------------------------------------------
Fr., 15.12.2017, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Jean-Pierre Zigrand (London School of Economics, UK)
http://www.lse.ac.uk/Finance/People/Faculty/Zigrand
"Systemic Risk and the Dynamics of Temporary Financial Networks"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/index.php?id=172
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
------------------------------------------------------------------------
Season's greetings and best wishes for the New Year
from the FAM-ily (FAM @ TU Wien)
http://fam.tuwien.ac.at/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
We., 13.12.2017, 12:30, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Stefan Weber (Leibniz Universität Hannover, DE)
https://www.stochastik.uni-hannover.de/weber.html
"Pricing of Cyber Insurance Contracts in a Network Model"
(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: Colloquium in Statistics and Mathematical Methods in Economics
------------------------------------------------------------------------
We., 13.12.2017, 16:30, seminar room DB gelb 05
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 5th floor, yellow area
Martin Kerndler (TU Wien)
http://www.econ.tuwien.ac.at/mkerndler/
"Contracting Frictions and Inefficient Layoffs of Older Workers"
(Colloquium in Statistics and Mathematical Methods in Economics)
For further details (including abstracts) see
https://swm.tuwien.ac.at/colloquium.php
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 14.12.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Ilya Molchanov (University of Bern, CH)
http://www.imsv.unibe.ch/about_us/staff/prof_dr_molchanov_ilya/
"The semigroup of metric measure spaces and its
infinitely divisible measure"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
------------------------------------------------------------------------
Save the date (next year)
------------------------------------------------------------------------
7th Austrian Stochastics Days 2018
WU Vienna
Thursday-Friday, September 13-14, 2018
------------------------------------------------------------------------
Save the date (in two years)
------------------------------------------------------------------------
2nd Vienna Congress on Mathematical Finance 2019
& VCMF Educational Workshop
(jointly organised by TU Wien, University of Vienna and WU Vienna)
WU Vienna
Monday-Friday, September 9-13, 2019(!)
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of a Habilitation Talk at WU Wien
------------------------------------------------------------------------
Th., 07.12.2017, 14:00, Sitzungssaal 2 (AD.0.122)
WU Wien, 1020, Welthandelsplatz 1, Building AD, ground floor
Zehra Eksi (WU Wien)
https://www.wu.ac.at/statmath/faculty-staff/faculty/zeksi/
"Continuous-time Partial Information Models
in Finance: Inference and Applications"
(Public Habilitation Talk / Habilitationskolloquium)
To find the room on the WU Campus search for "AD.0.122" on:
http://gis.wu.ac.at/?roomShow=AD.0.122
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 07.12.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Tongseok Lim (University of Oxford, UK)
https://www.maths.ox.ac.uk/people/tongseok.lim
"Dual attainment problem for Martingale Optimal Transport"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of Public PhD Thesis Defense at Univ. Wien
------------------------------------------------------------------------
Th., 30.11.2017, 10:00, Besprechungszimmer
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 9th floor
Anastasiia Zalashko (University of Vienna)
"Causal optimal transport: theory and applications"
(Public PhD Thesis Defense)
For further details (including abstracts) see
http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraege…
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 30.11.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Julio Backhoff (TU Wien)
https://sites.google.com/site/juliobackhoff/
"Martingale Benamou-Brenier: a probabilistic perspective"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
========================================================================
Additionally to talks of this week this time I refer to
regular research seminars in Vienna,
webpages with events announcements,
mailing lists and further information.
------------------------------------------------------------------------
VS-MFP - Vienna Seminar in Mathematical Finance and Probability
(FAM & MSTOCH @ TU Wien, MFP @ UniVie, StatMath @ WU Vienna)
https://fam.tuwien.ac.at/vs-mfp/
Research Seminar - Statistics and Mathematics
(Institute for Statistics and Mathematics, WU Vienna)
https://www.wu.ac.at/en/statmath/research/resseminar/
Finance Research Seminar of the VGSF
(Vienna Graduate School of Finance)
http://www.vgsf.ac.at/events/finance-research-seminar/
Finance Brown Bag Seminar
(Institute for Finance, Banking and Insurance, WU Wien, and VGSF)
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
Brown Bag Seminar
(Department of Finance, University of Vienna)
http://finance.univie.ac.at/en/research/brown-bag-seminar/
ISOR Colloquium
(Department of Statistics and Operations Research, University of Vienna)
https://isor.univie.ac.at/colloquia-seminars/
OeNB Research Seminars
(Oesterreichische Nationalbank)
http://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
SWM Colloqium
(Statistics and Mathematical Methods in Economics, TU Wien)
https://swm.tuwien.ac.at/colloquium.php
WPI-Events
(Wolfgang Pauli Institute, Vienna)
http://www.wpi.ac.at/activities_view.php?s=event
PDE Afternoon - former: DK Seminar
(Doctoral Program Dissipation and Dispersion in Nonlinear PDEs)
http://npde.tuwien.ac.at/?open=StatSem
SFB5 Events
(Special Research Program F65 "Taming Complexity in Partial Differential
Systems)
https://www.univie.ac.at/sfb65/public/events/
[current topics: Nonlinear Evolution PDEs, Stochastic Processes and
Stochastic Differential Equations, Optimal Transportation]
ESI Activities
(Erwin Schrödinger Institute, Vienna)
https://www.esi.ac.at/activities
Continuing Professional Development (CPD) for actuaries
[mainly german] (FAM @ TU Wien)
https://fam.tuwien.ac.at/cpd/
Corresponding mailing list:
https://fam.tuwien.ac.at/mailman/listinfo/fam-vr
Vienna Finance Newsletter (VFN-L)
... is a mailing list for announcements of lectures, conferences (and
more) about finance and economics with a focus on Vienna, Austria.
https://fam.tuwien.ac.at/mailman/listinfo/vfn-l
FAM-jobs - Job-offers in the area of Financial and Actuarial Mathematics
in Austria
http://fam.tuwien.ac.at/jobs/
Corresponding mailing list:
https://fam.tuwien.ac.at/mailman/listinfo/fam-jobs
------------------------------------------------------------------------
You got this email because you are subscribed to the mailing list FAM-news.
The FAM-news mailing list announces talks and events in the area of
financial and actuarial mathematics of the Research Unit Financial and
Actuarial Mathematics (FAM) at TU Wien and other departments,
universities & institutions in Vienna.
There is usually one email per week with the upcoming events.
If you have new colleagues who might be interested in this weekly
information please tell that they can subscribe (and unsubscribe) on
their own:
https://fam.tuwien.ac.at/mailman/listinfo/fam-news
For any questions concerning the FAM-news mailing list please do not
hesitate to contact me (Sandra Trenovatz <sandra(a)fam.tuwien.ac.at>).
------------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fr., 17.11.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Johanna F. Ziegel (University of Bern, CH)
http://www.imsv.unibe.ch/about_us/staff/prof_dr_ziegel_johanna_f/
"Elicitability and backtesting: Perspectives for banking regulation"
(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, Reserach Unit Computational Statistics
------------------------------------------------------------------------
Mo., 6.11.2017, 10:30, seminar room 107/1
TU Wien, 1040, Wiedner Hauptstr. 7, "Goldenes Lamm", 1st floor
Tim Verdonck (KU Leuven)
https://www.kuleuven.be/wieiswie/c/en/person/00071962
"Robust methods for claims reserving"
For further details (including abstracts) see
https://institute.tuwien.ac.at/fileadmin/t/compstat/upload/vortr_verdonck.p…
------------------------------------------------------------------------
University of Vienna, Dept. of Statistics and Decision Support Systems
------------------------------------------------------------------------
Mo., 6.11.2017, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
René Henrion (WIAS Berlin)
http://www.wias-berlin.de/people/henrion/
"Probabilistic Constraints in infinite dimensions"
(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/colloquia-seminars/
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 09.11.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Walter Schachermayer (University of Vienna)
https://www.mat.univie.ac.at/~schachermayer/
"The amazing power of dimensional analysis:
Quantifying market impact"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
TU Wien: 50 Years Statistics and Probability Theory
------------------------------------------------------------------------
Fr., 10.11.2017, 09:00-13:00, Festsaal (Festival Hall),
Main Building of TU Wien, staircase 1, 1st floor,
Karlsplatz 13, 1040 Wien
"50 Years Statistics and Probability Theory"
Organisers:
Mathias Beiglböck (MSTOCH @ TU Wien)
Efstathia Bura (ASTAT @ TU Wien)
Peter Filzmoser (CSTAT @ TU Wien)
Keynote Speakers:
Prof. Max von Renesse (University of Leipzig)
Prof. Peter Rousseeuw (KU Leuven)
For further programm & registration(!) see
http://cstat.tuwien.ac.at/filz/fest50/ or
https://fam.tuwien.ac.at/events/temp/invitation50.pdf
[Fast registration is highly appreciated.]
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fr., 10.11.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Natesh S. Pillai (Harvard University, USA)
http://www.people.fas.harvard.edu/~pillai/
"Bayesian Factor Models in High Dimensions"
(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., 10.11.2017, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
David Lando (Copenhagen Business School)
https://sf.cbs.dk/dlando
"t.b.a."
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/index.php?id=172
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
------------------------------------------------------------------------
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 19.10.2017, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Beatrice Acciaio (London School of Economics, UK)
http://beatrice-acciaio.net/
"Dynamic Cournot-Nash equilibrium via
non-anticipative optimal transport"
(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., 20.10.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Josef Teichmann (ETH Zürich)
https://people.math.ethz.ch/~jteichma/
"Machine Learning in Finance"
(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
------------------------------------------------------------------------