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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Tu., 24.01.2017, 10:30, SkyLounge,
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 12th floor
Wendelin Werner (ETH Zürich, Switzerland)
https://people.math.ethz.ch/~wewerner/
"Random cracks in space"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Announcement of talks organised by FAM @ TU Wien
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Tu., 24.01.2017, 16:30, seminar room DA grün 06,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Zbigniew Palmowski (University of Wroclaw, Poland)
http://prac.im.pwr.wroc.pl/~zpalma/
"On optimal dividend problem for an insurance risk models
with surplus-dependent premiums"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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The Budapest - Wien Dynamics seminar
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Th., 26.01.2016, 15:00-16:00, room 09.142
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 9th floor
Jiri Cerny (University of Vienna)
http://www.mat.univie.ac.at/~cerny/
"Maximum of Branching Random Walk in Random Environment"
For further details (including abstracts) see
http://mat.univie.ac.at/~zweimueller/BudWiSer/Budwiser.html
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Tu., 26.01.2017, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Dario Trevisan (University of Pisa, Italy)
http://www.dm.unipi.it/cluster-pages/trevisan/
"A PDE approach to a 2-dimensional matching problem"
(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., 27.10.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Sara Biagini (LUISS G. Carli, Rome)
http://docenti.luiss.it/biagini/
"The robust Merton problem of an ambiguity averse investor"
(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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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 17.01.2017, 16:30, FH 8 Nöbauer Hörsaal
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow area
Robert Schöftner (core dynamics GmbH, CH)
"Kreditrisikomodellierung für Versicherer - Praktische
Kalibrierung von Portfoliomodellen und Rating-Tools"
(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., 19.01.2017, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Arnulf Jentzen (ETH Zurich, Switzerland)
http://www.ajentzen.de/
"Stochastic algorithms for the approximative pricing of
financial derivatives"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Announcement of Public PhD Thesis Defense at TU Wien
------------------------------------------------------------------------
Fr., 20.01.2017, 12:00, Zeichensaal 3
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, green area
Piet Porkert (FAM @ TU Wien)
"Central and Non-Central Limit Theorems"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 12.01.2017, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
16:30
Martin Huesmann (TU Wien, Austria / Univ. Bonn, Germany)
http://wt.iam.uni-bonn.de/huesmann/home/
"Transport cost estimates for random measures in dimension one"
(Vienna Seminar in Mathematical Finance and Probability)
17:30
Piet Porkert (TU Wien)
"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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University of Vienna, Dept. of Statistics and Decision Support Systems
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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/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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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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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Tuesday(!), 6.12.2016, 16:30, seminar room DA grün 06A,
TU Wien(!), 1040, Wiedner Hauptstr. 8, Freihaus, 6th fl., green section
Kais Hamza (Monash University, Australia)
"Alternative models in Finance"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts & homepage of speaker) see
https://fam.tuwien.ac.at/vs-mfp/
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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
------------------------------------------------------------------------
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
------------------------------------------------------------------------
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
------------------------------------------------------------------------
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
------------------------------------------------------------------------
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:
------------------------------------------------------------------------
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/
------------------------------------------------------------------------
------------------------------------------------------------------------
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/
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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
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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
------------------------------------------------------------------------
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
------------------------------------------------------------------------
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
------------------------------------------------------------------------
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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