Maybe the following talk this Thursday is interesting for some people on
the FAM-news mailinglist:
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University of Vienna, Faculty of Physics
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Th., 21.04.2016, 14:00-15:00, Seminarraum A
Uni Wien, 1090 Vienna, Währingerstr. 17, 2nd floor
Yann Brenier (CNRS, CMLS, Ecole Polytechnique, France)
http://www.cmls.polytechnique.fr/perso/brenier/
"Large deviations, optimal transport and Newtonian gravitation"
(Vienna relativity seminar)
For further details (including abstracts) see
https://physik.univie.ac.at/uploads/media/YannBrenier_21.04.2016.pdf
(http://gravity.univie.ac.at/seminars-research-publications/)
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 18.04.2016, 16:45-17:45, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Ariel Neufeld (ETH Zurich)
https://people.math.ethz.ch/~aneufeld/
"On Asymptotic Exponential Arbitrage "
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 11.04.2016, 16:45-17:45, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Christa Cuchiero (Univ. Vienna)
http://www.mat.univie.ac.at/~cuchiero/
"Polynomial Processes in Stochastic Portfolio Theory"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 14.04.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
David Belius (University of Zurich, Switzerland)
http://user.math.uzh.ch/belius/
"Some log-correlated random fields and their extrema"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (abstract should follow soon) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 15.04.2015, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Andreas Löhne (Friedrich-Schiller-Universität Jena)
http://www.optimierung-loehne.uni-jena.de/
"On the Dual of the Solvency Cone"
(joint work with Birgit Rudloff, WU Wien)
(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 "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Workshop of the Wolfgang Pauli Institute (WPI)
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Monday, April 4. - Thursday, April 7, 2016, Seminar Room 08.135
WPI / Univ. of Vienna, 1090 Vienna, Oskar-Morgenstern-Platz 1
Workshop on
"Pathwise methods, Functional Calculus
and applications in Mathematical Finance"
For further details (including abstracts) see
http://www.wpi.ac.at/event_view.php?id_activity=212
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WU Wien, Institute for Statistics and Mathematics
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Fr., 08.04.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Gunther Leobacher (Johannes Kepler Universität Linz)
http://www.finanz.jku.at/index.php?id=leobacher&L=2
"QMC methods in quantitative finance, tradition and perspectives"
(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 "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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We., 30.03.2016, seminar room FH grün 04 (TU Wien),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
14:00
Martin Keller-Ressel (TU Dresden, Germany)
http://www.math.tu-dresden.de/~mkeller/
"Implied Volatilities from Strict Local Martingales"
(Vienna Seminar in Mathematical Finance and Probability)
15:00
Michael Kupper (Universität Konstanz, Germany)
http://cms.uni-konstanz.de/math/kupper/
"Duality formulas for robust pricing and hedging in discrete time"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 17.03.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Miklos Rasonyi (Renyi Institute, Hungarian Academy of Sciences)
http://renyi.mta.hu/~rasonyi/
"Optimal investment in the APM of Ross"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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ASD 2016
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5th Austrian Stochastic Days
June 30 - July 1, 2016
TU Graz, Austria
http://www.math.tugraz.at/mathc/stochdays/
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VCMF 2016
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Vienna Congress on Mathematical Finance
& VCMF Educational Workshop
September 12-14 & 15-16, 2016
Vienna, Austria
https://fam.tuwien.ac.at/vcmf2016/
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SOfA 2016
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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
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High Frequency Trading - Curse or Blessing?
September 22-23, 2016
Vienna, Austria
http://hft2016.univie.ac.at/
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Announcement of Public PhD Thesis Defense at TU Wien
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Mo., 07.03.2016, 10:00, Freihaus, Zeichensaal 3,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 7th floor
Cetin Gülüm (FAM @ TU Wien)
"Consistency of Option Prices under Bid-Ask Spreads
and Implied Volatility Slope Asymptotics"
(Public PhD Thesis Defense)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/?showabstract=20160307
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Uni Wien, lecture on Regularity structures
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We., 09.03.2016-27.04.2016, 9:00-11:15 & 11.30-13.00, seminar room 1
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, ground floor
Josef Teichmann (ETH Zurich)
lecture "Regularity structures"
For further details see:
https://people.math.ethz.ch/~jteichma/index.php?content=teach_regularitystr…
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WU Wien, Institute for Finance, Banking and Insurance
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We., 09.03.2016, 12:00, room SR D4.0.136
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Otto Randl (WU Wien)
https://www.wu.ac.at/en/finance/people/faculty/otto-randl/
"Dividend Risk Premia"
(Finance Brown Bag Seminar)
For further details (including abstracts) see
http://www.wu.ac.at/finance/research/bbs/summer-term-2015/en/
To find the room on the WU Campus search for "D4.0.136" on:
http://gis.wu.ac.at/?roomShow=D4.0.136
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Seminar Talks @ IST Austria
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Mo., 29.02.2016, 09:45, Seminar room, Lab Building West, ground floor
Institute for Science and Technology, Am Campus 1, 3400 Klosterneuburg
Anthony Lee (University of Warwick, UK)
http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/lee/
"Particle filters for hidden Markov models"
Invitation and abstract (also valid ticket for IST-Shutle):
http://ist.ac.at/fileadmin/user_upload/pdfs/Talks/2016/02/Talk_Lee.pdf
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WU Gutmann Center Public Lecture
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Th., 03.03.2016, 16:00,
Bank Gutmann, Schwarzenbergplatz 16, 1010 Vienna
Sunil Wahal (Arizona State University, U.S.A.)
https://apps.wpcarey.asu.edu/directory/people/profile.cfm?person=2179569
"The demand for diversification in incomplete markets"
(WU Gutmann Center Public Lecture)
For further details (including abstracts) see
http://www.gutmann-center.at/gc/whatwedo/bridging/lectures/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 04.03.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Çağın Ararat (Bilkent University, Turkey)
http://www.ie.bilkent.edu.tr/ieweb2012/en/faculty_member/cagin
"Measuring systemic risk via model uncertainty"
(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 "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Vienna Graduate School of Finance (VGSF)
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Fr., 04.03.2016, 11:00, room D3.0.221
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Sunil Wahal (Arizona State University, U.S.A.)
https://apps.wpcarey.asu.edu/directory/people/profile.cfm?person=2179569
"The Demand for Diversification in Incomplete Markets"
(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 "D3.0.221" on:
http://gis.wu.ac.at/?roomShow=D3.0.221
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 18.02.2016, 16:30, seminar room FH grün 04 (TU Wien),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Tongseok Lim (University of British Columbia, Vancouver, Canada)
http://www.math.ubc.ca/~lds/
"On the structure of underlying assets under marginal constraints,
which maximize / minimize the price of an option"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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========================================================================
VCMF 2016
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Vienna Congress on Mathematical Finance
September 12-14, 2016
VCMF Educational Workshop
September 15-16, 2016
Vienna, Austria
https://fam.tuwien.ac.at/vcmf2016/ - REGISTRATION OPEN NOW!
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HFT 2016
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High Frequency Trading - Curse or Blessing?
September 22-23, 2016
Vienna, Austria
http://hft2016.univie.ac.at/
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ASD 2016
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5th Austrian Stochastic Days
June 30 - July 1, 2016
TU Graz, Austria
See preliminary information (german & english) below.
----
Subject: Austrian Stochastic Days, Vorinformation (preliminary info)
From: ASD2016 <austrian.stochasticdays(a)gmail.com>
Liebe Kolleginnen und Kollegen !
Dies ist eine Vor-Information:
in diesem Jahre werden die Austrian Stochastic Days
von Wolfgang Woess + N.N. an der
TU Graz organisiert.
Termine: Donnerstag 30.6. und Freitag 1.7.2016
(Die 2. Septemberhälfte ist durch andere Ereignisse ausgefüllt.)
Webseite, Hauptredner/innen und alle weiteren Details folgen später.
Es wird hilfreich sein, die folgenden Prä-Registrierungs-
Daten (je bälder desto besser) an die email-Adresse
austrian.stochasticdays(a)gmail.com
zu erhalten:
- Nachname Vorname
- wissenschaftliche Einrichtung (Uni,...)
- Absicht, einen Vortrag zu halten
Herzliche Grüße, Wolfgang Woess
----
Dear colleagues,
this is a preliminary information:
this year, the Austrian Stochastic Days are going to be
organised by Wolfgang Woess + N.N. at TU Graz.
They will take place on Thursday June 30 + Friday July 1.
(The 2nd half of September is filled by other activities).
Webpage, keynote speaker(s) and all further details
will be provided later on.
It will be helpful to receive (the sooner the better !)
the following pre-registration data to the email address
austrian.stochasticdays(a)gmail.com
- Name + first name
- scientific organisation
- intention to give a talk
Thank you, with best regards
Wolfgang Woess
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