FAM-news

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reminder for upcoming seminars and talks
by Sandra Trenovatz 30 Nov '15

30 Nov '15

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reminder for upcoming seminars and talks
by Sandra Trenovatz 23 Nov '15

23 Nov '15

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 26.11.2015, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor 16:30: Ruodu Wang (University of Waterloo, Canada) http://sas.uwaterloo.ca/~wang/ "Recent advances in risk aggregation and dependence uncertainty" (Vienna Seminar in Mathematical Finance and Probability) 17:30: Christian Bayer (WIAS Berlin, Germany) https://www.wias-berlin.de/~bayerc/ "Pricing under rough volatility" (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., 27.10.2015, 16:30, room SR D4.4.008 WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor Yee Whye Teh (University of Oxford, UK) http://www.stats.ox.ac.uk/~teh/ "Bayesian Nonparametrics in Mixture and Admixture Modelling" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/resseminar/en/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ TU Wien - Press articles concerning Dr. Jonas Hirz, FAM @ TU Wien ------------------------------------------------------------------------ 2015-11-20: "Mit Risiko muss man rechnen", TU Wien http://www.tuwien.ac.at/aktuelles/news_detail/article/9798/ 2015-11-17: "Sub auspiciis Promotionen an der TU Wien", TU Wien https://www.tuwien.ac.at/aktuelles/news_detail/article/9785/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 16 Nov '15

16 Nov '15

------------------------------------------------------------------------ Announcement of a talk organised by the Lions Club Wien Ambassador ------------------------------------------------------------------------ We., 18.11.2015, 19:00, Zeichensaal 3, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, green section Thorsten Rheinländer (FAM @ TU Wien) https://www.fam.tuwien.ac.at/~rheinlan/ "Flash Crashes an den Börsen und automatisierter Hochfrequenzhandel" For further details (including abstracts) see https://fam.tuwien.ac.at/events/abstracts/20151118_LionsClub_Rheinlaender.p… ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 19.11.2015, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Francesco Caravenna (University of Milano-Bicocca, Italy) http://www.matapp.unimib.it/~fcaraven/ "Multi-linear Central Limit Theorems and Scaling Limits of Disordered Systems" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Spängler IQAM Research Center ------------------------------------------------------------------------ Mo., 23.11.2015, 14:00-19:00, Reitersaal OeKB, 1010, Strauchgasse 3, Reitersaal, ground floor Investment Seminar Spängler IQAM Research Center For further details (including abstracts) see http://www.si-researchcenter.at/events/investment-seminar Registration per E-Mail an investment.seminar(a)si-researchcenter.at necessary until 16.11.2015 (today)! ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Nov '15

09 Nov '15

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 12.11.2015, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Maren Schmeck (University of Cologne, DE) http://www.mi.uni-koeln.de/~mschmeck/ "Pricing options on forwards in energy markets: the role of mean reversion's speed" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ ------------------------------------------------------------------------ WU Wien, Research Institute for Regulatory Economics ------------------------------------------------------------------------ Tu., 10.11.2015, 08:30-17:30, Clubraum / LC (Library & Learning Center) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor Workshop "Energiemärkte im Wandel - Aktuelle Entwicklungen bei Regelenergie, Market Coupling und X-Faktor" For further details (including programm) see http://www.wu.ac.at/regulation/news/en/ Registration until 02.11.2015! To find the room on the WU Campus search for "LC.2.400" on: http://gis.wu.ac.at/?roomShow=LC.2.400 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 28 Oct '15

28 Oct '15

Pre-announcement of future events: ------------------------------------------------------------------------ WU Wien, Research Institute for Regulatory Economics ------------------------------------------------------------------------ Tu., 10.11.2015, 08:30-17:30, Clubraum / LC (Library & Learning Center) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor Workshop "Energiemärkte im Wandel - Aktuelle Entwicklungen bei Regelenergie, Market Coupling und X-Faktor" For further details (including programm) see http://www.wu.ac.at/regulation/news/en/ Registration until 02.11.2015! To find the room on the WU Campus search for "LC.2.400" on: http://gis.wu.ac.at/?roomShow=LC.2.400 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 4 talks starting on 12.11.2015: https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Announcement of a talk organised by the Lions Club Wien Ambassador ------------------------------------------------------------------------ Tu., 18.11.2015, 16:30, Zeichensaal 3, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, green section Thorsten Rheinländer (FAM @ TU Wien) https://www.fam.tuwien.ac.at/~rheinlan/ "Flash Crashes an den Börsen und automatisierter Hochfrequenzhandel" For further details (including abstracts) see https://fam.tuwien.ac.at/events/abstracts/20151118_LionsClub_Rheinlaender.p… ------------------------------------------------------------------------ Spängler IQAM Research Center ------------------------------------------------------------------------ Mo., 23.11.2015, 14:00-19:00, Reitersaal OeKB, 1010, Strauchgasse 3, Reitersaal, ground floor Investment Seminar Spängler IQAM Research Center For further details (including abstracts) see http://www.si-researchcenter.at/events/investment-seminar Registration until until 16.11.2015! ------------------------------------------------------------------------ Austrian Working Group on Banking and Finance ------------------------------------------------------------------------ Fr., 27.11.2015 and Sa., 28.11.2015, Graz 30. Workshop AWG ‐ Austrian Working Group on Banking and Finance For further details see: http://www.bwg.at/bwg/bwg_v4.nsf/sysPages/30workshopawg.html/$file/Programm… Registration: http://goo.gl/forms/rwCNin9HK4 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 17 Oct '15

17 Oct '15

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 23.10.2015, 09:00, room SR D4.4.008 WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor Nicolas Chopin (CREST-ENSAE ParisTech) https://sites.google.com/site/nicolaschopinstatistician/ "Sequential quasi-Monte Carlo and extensions" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/resseminar/en/ 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., 23.10.2015, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Guillaume Vuillemey (HEC) https://sites.google.com/site/guillaumevuillemey/ "Derivatives and interest rate risk management by commercial banks" (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 "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Oct '15

09 Oct '15

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 16.10.2015, 09:00, room SR D4.4.008 WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor Andreas Hamel (Freie Universität Bozen, IT) https://www.unibz.it/de/economics/people/StaffDetails.html?personid=33708&h… "From Multi-Utility Representations to Stochastic Orders and Central Regions - A Set Optimization Perspective" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/resseminar/en/ 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., 16.10.2015, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Mikhail Chernov (UCLA Anderson, USA) http://www.anderson.ucla.edu/faculty/finance/faculty/chernov "Term structures of asset prices and returns" (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 "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 02 Oct '15

02 Oct '15

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 5.10.2015, 16:45-17:45, Lecture Room 2 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, ground floor Andrei Kirilenko (Imperial College Business School, UK) "Automated and High Frequency Trading, Latency, and Financial Regulation" (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/ ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ We., 07.10.2015, Sky-Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Johannes Muhle-Karbe (ETH Zurich, CH) https://people.math.ethz.ch/~jmuhleka/ 15:00 "Ein mathematisches Modell für Hochfrequenzhandel" (Junior Kolloquium) (15:45 coffee & cake) 16:15 "Equilibrium models with small frictions" (Mathematisches Kolloquium) For further details (including abstracts) see http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortr%C3%… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 09.10.2015, 09:00, room SR D4.4.008 WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor Claudia Klüppelberg (TU Munich, DE) http://www.statistics.ma.tum.de/pers/cklu/ "Modelling, estimation and model assessment of extreme space-time data" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/resseminar/en/ 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., 09.10.2015, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Hanno Lustig (Stanford Graduate School of Business, USA) https://sites.google.com/site/lustighanno/home "Does Market Incompleteness Help to Explain Exchange Rates?" (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 "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 23 Sep '15

23 Sep '15

To Whom it May Concern: The 4th Austrian Stochstics Days at TU Wien are in _September_, so at the beginning of next week. I am sorry for the wrong date in my last email. You can find the final programm on: https://fam.tuwien.ac.at/asd2015/ASD2015_program.pdf With best regards, Sandra ------------------------------------------------------------------------ TU Wien: ASD 2015 ------------------------------------------------------------------------ Mo. & Tu., 28.09.2015, 11:00 - 29.10.2015, 12:40, Zeichensaal 3 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, green section 4th Austrian Stochastics Days https://fam.tuwien.ac.at/asd2015/ Participation is free. For organisational reasons, we would ask you to register even if you attend only parts of the events or single talks. ------------------------------------------------------------------------ -- Sandra Trenovatz <sandra(a)fam.tuwien.ac.at> phone +43-1-58801-10511, mobile +43-664-5005638 Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/ Vienna University of Technology Wiedner Hauptstrasse 8/105-1, 1040 Vienna, Austria (DVR: 0005886)

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reminder for upcoming seminars and talks
by Sandra Trenovatz 23 Sep '15

23 Sep '15

------------------------------------------------------------------------ TU Wien: ASD 2015 ------------------------------------------------------------------------ Mo. & Tu., 28.10.2015, 11:00 - 29.10.2015, 12:40, Zeichensaal 3 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, green section 4th Austrian Stochastics Days https://fam.tuwien.ac.at/asd2015/ Participation is free. For organisational reasons, we would ask you to register even if you attend only parts of the events or single talks. ------------------------------------------------------------------------ TU Wien: Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Th., 01.10.2015, 16:30, Freihaus Hörsaal 6 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green section Mario Kasper (SCOR Global Life SE, Vienna) "Der graue Planet - Einige Gedanken zur Entwicklung der Lebenserwartung" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 02.10.2015, 09:00, room SR D4.4.008 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Marius Hofert (University of Waterloo, Canada) https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/mariu… "Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/resseminar/en/ 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., 02.10.2015, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Ajay Subramanian (Georgia State University) http://robinson.gsu.edu/profile/ajay-subramanian/ "Ownership Structure, Incentives and Asset Prices" (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 "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------

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