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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 29.11.2016, 16:30, GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, Bauteil BA - Plus Energie Büro Hochhaus,
2.OG
Dr. Florian Gach (FMA, Vienna)
Dr. Martin Hahn (FMA, Vienna)
"The Smith-Wilson curve - Mathematics and supervision"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 01.12.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Christian Bayer (WIAS, Berlin)
https://www.wias-berlin.de/~bayerc/
"Smoothing the payoff for efficient computation of basket 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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WU Wien, Institute for Statistics and Mathematics
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Fr., 02.12.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Claudia Ceci (Gabriele d’Annunzio’ University, Chieti – Pescara)
http://www.unich.it/ugov/person/701
"On the Hedging Strategies for Defaultable Claims Under
Incomplete Information"
(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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Announcement of Public PhD Thesis Defense
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Fr., 02.12.2016, 14:30, Besprechungsraum, 9th floor
University of Vienna, 1090, Oskar-Morgenstern-Platz 1
Claus Griessler (MSTOCH @ TU Wien)
"Variants of c-cyclical monotonicity and optimality in
transport problems"
(Public PhD Thesis Defense)
For further details (including abstracts) see
http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/griessler…
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 24.11.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Ludovic Tangpi (Universität Wien)
"A convex duality approach to the FTAP"
(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., 25.11.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Petros Dellaportas (University College London)
http://www.homepages.ucl.ac.uk/~ucakpde/
"Identifying and predicting jumps in financial time series"
(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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Earlier announcement as we ask for registration:
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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 29.11.2016, 16:30, GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, building BA,
"Plus Energie Büro Hochhaus", 2nd floor
Florian Gach, Martin Hahn (FMA, Austria)
"The Smith-Wilson curve - Mathematics and supervision"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 17.11.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Mladen Savov (Bulgarian Academy of Sciences, BG)
"Bernestein-gamma functions and exponential functionals of Lévy
processes"
(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., 18.11.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
9:00
Mathias Beiglböck (TU Wien)
http://file.statistik.tuwien.ac.at/beiglboeck/
"The Geometry of Model Uncertainty"
(Research seminar - Statistics and Mathematics)
10:00
Ulrich Horst (HU Berlin)
http://horst.qfl-berlin.de/ulrich-horst
"Optimal Trade Execution with Stochastic
Resilience in a Non-Markovian Framework"
(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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Österreichische Nationalbank
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Fr., 18.11.2016, 11:00
OeNB-Geldzentrum, Garnisongasse 15, 1090 Vienna, 3rd floor
Thomas Breuer (FH Vorarlberg)
"Systematic Stress Tests under Model Risk"
OENB Research seminar:
https://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
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Doctoral Program Dissipation and Dispersion in Nonlinear PDEs
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Workshop on
Forefront of PDEs: Modelling, Analysis and Numerics
Mon–Wed, December 12-14, 2016
TU Wien, Vienna, Austria
Registration until Nov. 30, 2016.
For further details (including preliminary schedule) see:
http://viennapde.tuwien.ac.at/events/workshop1612.html
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WU Wien, Institute for Finance, Banking and Insurance
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We., 09.11.2016, 12:00, room SR D4.0.039
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Peter Gruber (University of Lugano, IT)
http://www.people.usi.ch/gruberp/
"The Price of the Smile and Variance Risk Premia"
(joint with Claudio Tebaldi and Fabio Trojani)
(Finance Brown Bag Seminar)
For further details (including abstracts) see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/winter-term-2016…
To find the room on the WU Campus search for "D4.0.039" on:
http://gis.wu.ac.at/?roomShow=D4.0.039
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 10.11.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Martin Larsson (ETH Zurich)
"Conditional infimum and recovery of monotone processes"
(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., 03.11.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Rémi Peyre (Universität Wien)
"Fractional Brownian motion, financial mathematics
and stopping times"
(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., 27.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Alexander Schnurr (University of Siegen, Germany)
http://www.uni-siegen.de/fb6/src/schnurr/
"The Spectrum of Applications of the Probabilistic Symbol"
(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., 20.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Friedrich Hubalek (TU Wien)
https://tiss.tuwien.ac.at/person/40760
"A binomial order book model and its Brownian limit"
(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., 21.10.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Peter Bank (TU Berlin)
http://page.math.tu-berlin.de/~bank/
"Hedging with Temporary Price Impact"
(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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Österreichische Nationalbank
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Fr., 21.10.2016, 11:00, Veranstaltungssaal
Österreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna
Sven Seuken und Steffen Schuldenzucker University of Zurich
https://www.ifi.uzh.ch/en/ce/people/seuken.htmlhttps://www.ifi.uzh.ch/en/ce/people/schuldenzucker.html
"Clearing Payments in Financial Networks with Credit Default Swaps"
OENB Research seminar:
https://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
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FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics
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Tu., 11.10.2016, 16:30, Seminarraum BD 02
TU Wien, 1060 Wien, Getreidemarkt 9, Bauteil BD Hoftrakt, 2nd floor
Yuliya Mishura (National University of Kyiv, Ukraine)
http://probability.univ.kiev.ua/?page=userinfo&person=myus&lan=en
"Asymptotic methods and approximations on financial
markets with stochastic volatility"
(Vortragsreihe in Finanz- und Versicherungsmathematik)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 13.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Torben Krüger (IST Austria)
http://http://pub.ist.ac.at/~tkrueger/
"Local eigenvalue statistics for random matrices
with general short range correlations"
(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., 6.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Alexander Cox (University of Bath)
http://www.maths.bath.ac.uk/~mapamgc/
"Model-independent pricing with additional
information: a Skorokhod embedding approach"
(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., 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/
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========================================================================
IME 2017 - Save the date!
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21st International Congress on
Insurance: Mathematics and Economics
Mon–Wed, July 3–5, 2017
TU Wien, Vienna, Austria
https://fam.tuwien.ac.at/ime2017/
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