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

09 Jan '17

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reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Dec '16

12 Dec '16

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 12.12.2016, 16:45-17:45, Lecture Hall 12 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 2nd floor Panayotis Mertikopoulos (CNRS, Grenoble) http://mescal.imag.fr/membres/panayotis.mertikopoulos/home.html "On the convergence of gradient-like flows with noisy gradient input" (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., 15.12.2016, 16:30-18:00, seminar room SR09 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Piet Porkert (TU Wien) https://tiss.tuwien.ac.at/person/46153 "Upper bounds for the Wasserstein and Kolmogorov distances between random sums and their weak limits via Stein's method" (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 05 Dec '16

05 Dec '16

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reminder for upcoming seminars and talks
by Sandra Trenovatz 27 Nov '16

27 Nov '16

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense ------------------------------------------------------------------------ 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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reminder for upcoming seminars and talks
by Sandra Trenovatz 18 Nov '16

18 Nov '16

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Earlier announcement as we ask for registration: ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ 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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reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Nov '16

12 Nov '16

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Österreichische Nationalbank ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Doctoral Program Dissipation and Dispersion in Nonlinear PDEs ------------------------------------------------------------------------ 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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reminder for upcoming seminars and talks
by Sandra Trenovatz 04 Nov '16

04 Nov '16

------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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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reminder for upcoming seminars and talks
by Sandra Trenovatz 30 Oct '16

30 Oct '16

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reminder for upcoming seminars and talks
by Sandra Trenovatz 24 Oct '16

24 Oct '16

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

17 Oct '16

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Österreichische Nationalbank ------------------------------------------------------------------------ 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.html https://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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