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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 20.11.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Soumik Pal (University of Washington, Seattle, USA)
http://www.math.washington.edu/~soumik/
"The geometry of relative arbitrage"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Th., 20.11.2014, 16:30, room SR D4.0.019 (EG)
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Michaela Szölgyenyi (Johannes Kepler Universität Linz)
http://www.finanz.jku.at/index.php?id=86
"Dividend maximization under regime switching and
incomplete information"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/statmath/en/resseminar
To find the room on the WU Campus search for "D4.0.019" on:
http://gis.wu.ac.at/?roomShow=D4.0.019
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Habilitation at University of Vienna
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We., 12.11.2014, 17:30, lecture hall / Hörsaal 11
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Eberhard Mayerhofer (Dublin City University)
"The Limits of Leverage" (Die Grenzen der Hebelwirkung)
(public habilitation)
For further details (including abstracts) see
http://plone.mat.univie.ac.at/events/2014/12112014habilvortragmayerhofer
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 13.11.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Johannes Ruf (University College London)
http://www.oxford-man.ox.ac.uk/~jruf/
"Convergence of local supermartingales and
Novikov-type conditions for processes with jumps"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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To Whom it May Concern:
Due to an overlap of the Vienna Seminar in Mathematical Finance and
Probability with the IST Lecture with the speaker Cédric Villani, the
Vienna Seminar MFP will take place on Wednesday instead of Thursday.
Furthermore we announce two PhD theses defenses at University of Vienna.
Please find details below.
Best regards,
Sandra
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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We., 05.11.2014, 17:00, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Matthias Erbar (University of Bonn, DE)
http://wt.iam.uni-bonn.de/erbar/home/
"Ricci curvature for finite Markov chains"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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IST Lecture with Cédric Villani:
http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani…
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Announcement of Public PhD Thesis Defense at University of Vienna
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Tu., 07.11.2014, 13:00, seminar room 10
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Anastasiia Zalashko (University of Vienna)
"Model independent pricing of Asian options"
(Public PhD Thesis Defense, Supervisor: W. Schachermayer)
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Tu., 07.11.2014, 13:30, seminar room 10
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Lingqi Gu (University of Vienna)
"The shadow price in utility maximization problems
under transaction costs"
(Public PhD Thesis Defense, Supervisor: W. Schachermayer)
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lecture "Energy Markets: Models and Derivatives Valuation"
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Mo., 03.11.2014 to Fr., 14.11.2014
TU Wien, 1040, Wiedner Hauptstr. 8
Carlo Sgarra (Politecnico die Milano, http://goo.gl/2PB0rG)
lecture "Energy Markets: Models and Derivatives Valuation"
First lecture on Mo., 03.11.2014, 14:00, seminar room 138A
Freihaus building, 7th floor, yellow area
For further details see:
https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105669
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 06.11.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Matthias Erbar (University of Bonn, DE)
http://wt.iam.uni-bonn.de/erbar/home/
"Ricci curvature for finite Markov chains"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://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., 30.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Giovanni Puccetti (University of Firenze, Italy)
https://sites.google.com/site/giovannipuccetti/
"An Academic Response to Basel 3.5"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Institute of Science and Technology Austria (IST Austria)
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Th., 6.11.2014, 17:00-18:00, Location Raiffeisen Lecture Hall,
IST Austria, Am Campus 1, 3400 Klosterneuburg
Cédric Villani (Institut Henri Poincaré (UPMC/CNRS), Paris)
http://cedricvillani.org/
"Of Triangles, Gases, Prices and Men"
(IST Lecture)
For further details (including abstract) see
http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani…
Registration until 31.10.2014:
http://ist.ac.at/en/events/ist-lecture-registration/
(Special IST Lecture shuttle: 16:00 from TU Vienna, Resselgasse 1)
(Regular IST shuttle: 16:12 U4 Heiligenstadt/public bus stop)
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4th Austrian Stochastics Days
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Announcement of date & place:
September 28-29, 2015
Vienna University of Technology
http://fam.tuwien.ac.at/asd2015/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 30.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Giovanni Puccetti (University of Firenze, Italy)
https://sites.google.com/site/giovannipuccetti/
"An Academic Response to Basel 3.5"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Institute of Science and Technology Austria (IST Austria)
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Th., 6.11.2014, 17:00-18:00, Location Raiffeisen Lecture Hall,
IST Austria, Am Campus 1, 3400 Klosterneuburg
Cédric Villani (Institut Henri Poincaré (UPMC/CNRS), Paris)
http://cedricvillani.org/
"Of Triangles, Gases, Prices and Men"
(IST Lecture)
For further details (including abstract) see
http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani…
Registration until 31.10.2014:
http://ist.ac.at/en/events/ist-lecture-registration/
(Special IST Lecture shuttle: 16:00 from TU Vienna, Resselgasse 1)
(Regular IST shuttle: 16:12 U4 Heiligenstadt/public bus stop)
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4th Austrian Stochastics Days
------------------------------------------------------------------------
Announcement of date & place:
September 28-29, 2015
Vienna University of Technology
http://fam.tuwien.ac.at/asd2015/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 23.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Johanna Penteker (Johannes Kepler Universität, Linz)
http://goo.gl/z8XYr8
"p-summing multiplication operators, dyadic Hardy spaces
and atomic decomposition"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Th., 23.10.2014, 16:30, room SR D4.0.019 (EG)
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Hansjörg Albrecher (Universität Lausanne)
http://www.hec.unil.ch/people/halbrecher
"Insurance risk and the cost of capital"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/statmath/en/resseminar
To find the room on the WU Campus search for "D4.0.019" on:
http://gis.wu.ac.at/?roomShow=D4.0.019
> Michael Weber (University of Chicago)
> "Nominal Rigidities and Asset Pricing"
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Vienna Graduate School of Finance (VGSF)
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Fr., 24.10.2014, 11:00, room D3.0.221
WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Michael Weber (University of Chicago)
http://faculty.chicagobooth.edu/michael.weber/
"Nominal Rigidities and Asset Pricing"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/finance-research-seminar/
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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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 27.10.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Wolfgang Karl Härdle (Humboldt-Universität zu Berlin)
https://lvb.wiwi.hu-berlin.de/members/personalpages/wh
"TEDRIS - Tail Event Driven RIsk Structures"
(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 Operations Research
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Mo., 13.10.2014, 17:00-18:00, ISOR-meeting room (6.511)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor
Dennis Kristensen (UCL)
https://sites.google.com/site/econkristensen/
"ABC of SV: Limited Information Likelihood Inference in
Stochastic Volatility Jump-Diffusion Models"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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WU Wien, Institute for Statistics and Mathematics
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Th., 16.10.2014, 16:30, room SR D4.0.019 (EG)
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor
Nikolaus Hautsch (Universität Wien)
http://homepage.univie.ac.at/nikolaus.hautsch/
"Estimating the Spot Covariation of Asset Prices –
Statistical Theory and Empirical Evidence"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/statmath/en/resseminar
To find the room on the WU Campus search for "D4.0.019 on:
http://gis.wu.ac.at/?roomShow=D4.0.019
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University of Vienna, Dept. of Statistics and Operations Research
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Mo., 6.10.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
François Bachoc (ISOR)
http://homepage.univie.ac.at/francois.bachoc/
"Maximum Likelihood and Cross Validation for covariance
function estimation in Gaussian process regression"
(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., 9.10.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Mladen Savov (University of Reading, UK)
http://www.reading.ac.uk/maths-and-stats/about/Staff/m-savov.aspx
"Recent developments for exponential functionals and some
possible implications for pricing Asian options"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Vienna Graduate School of Finance (VGSF)
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Fr., 10.10.2014, 11:00, room D3.0.221
WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Torben Andersen (Northwestern University)
http://www.kellogg.northwestern.edu/faculty/directory/andersen_torben.aspx
"Parametric Inference and Dynamic State Recovery from Option Panels"
& "The Risk Premia Embedded in Index Options"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/finance-research-seminar/
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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FAM, TU Vienna & Actuarial Association of Austria (AVÖ)
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EAJ 2014 - 2nd European Actuarial Journal (EAJ)
Conference & Educational Workshop
TU Vienna, September 8-12, 2014
Late registration for the EAJ Conference (Sept. 10-12)
is still possible:
http://www.fam.tuwien.ac.at/eaj2014/registration.php
Special thanks go to our sponsors:
Contributing sponsors:
Vienna Insurance Group
Milliman
Sparkassen Versicherung - VIG
Supporting sponsors:
arithmetica
Drei-Banken Versicherung
fintegral consulting
Gen Re - General Reinsurance
HDI Versicherung
Munich RE - Münchener Rückversicherungs-Gesellschaft
Springer-Verlag
http://www.fam.tuwien.ac.at/eaj2014/sponsors.php
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 11.9.2014, 16:30, seminar room SR09,
Univ. of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Danila Zaev (National Research University, RU)
http://www.hse.ru/en/staff/dzaev
"Monge-Kantorovich problem with additional constraints"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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