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reminder for upcoming seminars and talks
by Sandra Trenovatz 27 Nov '17

27 Nov '17

------------------------------------------------------------------------ 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>). ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 10 Nov '17

10 Nov '17

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 03 Nov '17

03 Nov '17

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 17 Oct '17

17 Oct '17

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Oct '17

09 Oct '17

------------------------------------------------------------------------ FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics ------------------------------------------------------------------------ Tu., 10.10.2017, 16:30, Böcklsaal TU Wien, 1040, Karlsplatz 13, Hauptgebäude, Stiege 1, 1. Stock Sabrina Mulinacci (University of Bologna, IT) https://www.unibo.it/sitoweb/sabrina.mulinacci/ "Generalizations of the Marshall-Olkin distribution and applications" (Vortragsreihe in Finanz- und Versicherungsmathematik) Due to limited space we ask for registration! For further details (including abstracts) see: https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ TU Wien: Colloquium in Statistics and Mathematical Methods in Economics ------------------------------------------------------------------------ We., 11.10.2017, 16:30, seminar room DB gelb 04 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, yellow area Sabrina Mulinacci (University of Bologna, IT) https://www.unibo.it/sitoweb/sabrina.mulinacci/ "C-convolution based stochastic processes in discrete time and financial prices dynamics" (Colloquium in Statistics and Mathematical Methods in Economics) For further details (including abstracts) see https://swm.tuwien.ac.at/colloquium.php ------------------------------------------------------------------------ TU Wien: Colloquium in Statistics and Mathematical Methods in Economics ------------------------------------------------------------------------ Th., 12.10.2017, 10:00, lecture hall FH Hörsaal 7 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow area Hannu Oja (University of Turku, FI) http://users.utu.fi/hfvoja/ "Independent component analysis using third and fourth cumulants" (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., 12.10.2017, 16:30, seminar room SR11 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Gaoyue Guo (University of Oxford, UK) https://www.maths.ox.ac.uk/people/gaoyue.guo "Numerical computation of martingale optimal transportation" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Recruitment talks for professorhip 'Stochastics' at Univ. of Vienna ------------------------------------------------------------------------ Fr., 13.10.2017 - Di., 19.10.2017, Sky Lounge University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 12th floor Hendrik Weber (Univ. of Warwick) Mykhaylo Shkolnikov (Princeton) Vadim Kaloshin (University of Maryland) Nicolas Perkowski (Humboldt-Universität zu Berlin) For all details including abstracts see https://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraeg… ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Sep '17

29 Sep '17

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 05.10.2017, 16:30, seminar room SR11 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Oleg I. Klesov and Elena Timoshenko (National Technical University of Ukraine) http://matan.kpi.ua/en/people/klesov/ "Generalized renewal processes with applications to stochastic differential equations" (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., 6.10.2017, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Efstathia Bura (TU Wien) http://astat.tuwien.ac.at/bura/ "Near-equivalence in Forecasting Accuracy of Linear Dimension Reduction Methods in Large Panels of Macro-variables" (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 ======================================================================== A week later ... ======================================================================== FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics ------------------------------------------------------------------------ Tu., 10.10.2017, 16:30, Seminarraum DB gelb 03 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 3rd floor, yellow section Sabrina Mulinacci (University of Bologna, IT) https://www.unibo.it/sitoweb/sabrina.mulinacci/ "Generalizations of the Marshall-Olkin distribution and applications" (Vortragsreihe in Finanz- und Versicherungsmathematik) Due to limited space we ask for registration! For further details (including abstracts) see: https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ Erwin Schrödinger Int. Institute for Mathematics and Physics (ESI) ------------------------------------------------------------------------ Mo.-Fr., October 9-13, 2017, ESI, Boltzmanngasse 9, 1090 Wien Workshop 2 - Tractability of high dimensional problems A few of the talks might be interesting for people in the area of financial mathematics, e.g., David Krieg "Optimal Monte Carlo Methods for L2-Approximation" (10.10.2017, 16:00-16:30) Michaela Szölgyenyi "Strong convergence of the Euler-Maruyama scheme for SDEs with discontinuous drift" (11.10.2017, 10:30-11:00) Andreas Neuenkirch "An adaptive Euler scheme for SDEs with discontinuous drift coefficients" (11.10.2017, 11:00-11:30) Arnulf Jentzen "Stochastic approximation algorithms for second-order parabolic partial differential equations" (12.10.2017, 11:30-12:00) Paweł Przybyłowicz "Recent developments in optimal global approximation of solutions of jump-diffusion SDEs" (12.10.2017, 16:00-16:30) For program (all talks) please see: https://esi2017.wordpress.com/participants-workshop-2/ There is no official registration, but due to limited space we suggest to write an email to secr(a)esi.ac.at and tell which talk(s) you will attend. ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 18 Sep '17

18 Sep '17

------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ Mo., 18.09.2017, 16:00-17:15, 12:00, room D4.0.039 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Lasse H. Pedersen (Copenhagen Business School) http://www.lhpedersen.com/ "Efficiently Inefficient Markets for Assets and Asset Management" (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 "D4.0.039" on: http://gis.wu.ac.at/?roomShow=D4.0.039 ------------------------------------------------------------------------ University of Vienna, guest of W. Schachermayer ------------------------------------------------------------------------ Tu., 19.09.2017, 16:30, 'Besprechungszimmer 2' University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Mikio Kato (Kyushu Institute of Technology, JP) https://www.researchgate.net/profile/Mikio_Kato "Some inequalities in the Banach space geometry" For abstract see http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraege… ------------------------------------------------------------------------ Recruitment talks for professorhip 'Stochastics' at Univ. of Vienna ------------------------------------------------------------------------ We., 20.9.2017 - Fr., 22.9.2017, 'Dekanatsbesprechungszimmer' University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 11th floor Noam Berger (TU München) Nathanaël Berestycki (University of Cambridge) Andreas Kyprianou (University of Bath) Erika Hausenblas (Montanuniversität Leoben) Martina Hofmanová (TU Berlin) For all details including abstracts see https://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortraeg… ------------------------------------------------------------------------ TU Wien, "Actuarial Modelling Club" (nächste Woche - U.A.w.g.) ------------------------------------------------------------------------ Di., 26.9.2017, 16:30, Freihaus Hörsaal 8 (Nöbauer Hörsaal) TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2.OG, gelber Bereich Marc Linde (BELTIOS P&C GmbH, Köln) "Erfahrungen mit der versicherungsmathematischen Funktion in Schaden/Unfall" (Actuarial Modelling Club) Details zu Vortrag und Anmeldung siehe: https://fam.tuwien.ac.at/vr/20170926.php ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 17 Jul '17

17 Jul '17

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ We., 19.7.2017, 11:00-12:00, seminar room DB gelb 04 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow section, 4th floor Peter Friz (TU Berlin, DE) http://page.math.tu-berlin.de/~friz/ "General semimartingales and rough paths" [The talk is intended to be a rough paths teaser for non-specialists] (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 25 Jun '17

25 Jun '17

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reminder for upcoming seminars and talks
by Sandra Trenovatz 16 Jun '17

16 Jun '17

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Mo., 19.6.2017, 12:00, seminar room DA grün 05, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 5th floor Arpad Pinter (FAM @ TU Wien) "Small-Time Asymptotics, Moment Explosion and the Moderate Deviations Regime" (Public PhD Thesis Defense) For further details (including abstracts) see https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Tu., 20.6.2017, 16:30, seminar room DA grün 06A TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Alexander Steinicke (University of Graz, Austria) https://www.uibk.ac.at/mathematik/personal/steinicke/steinicke.html "Backward Stochastic Differential Equations and Applications" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 22.6.2017, 16:30, seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section Châu Ngọc Huy (Alfréd Rényi Institute of Mathematics, HU) https://sites.google.com/site/chaungochuyvn/ "On fixed gain recursive estimators with discontinuity in the parameters" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ÖMG-DMV Congress in Salzburg ------------------------------------------------------------------------ 19th ÖMG Congress oand Annual DMV Meeting Paris-Lodron University of Salzburg September 11-15, 2017 ---- Public lecture by Walter Schachermayer http://oemg-dmv-2017.sbg.ac.at/index.php/program/public-lecture Sections: S13. Probability Theory: (organised by Mathias Beiglböck & Peter Friz) S15. Financial and Actuarial Mathematics (organised by Gerhard Larcher & Jan Kallsen) http://oemg-dmv-2017.sbg.ac.at/index.php/program/sections ---- SUBMISSION possible until June 30, 2017 through the online registration system: https://cats.host/oemg-dmv2017/cats2/cats21/src/login/ (http://oemg-dmv-2017.sbg.ac.at/index.php/registration-abstract-submission) ------------------------------------------------------------------------

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