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reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Habilitation at University of Vienna ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

10 years, 2 months

UPDATE: reminder for upcoming seminars and talks

by Sandra Trenovatz

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 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ IST Lecture with Cédric Villani: http://ist.ac.at/en/events/community-events/2014/ist-lecture-cedric-villani… ------------------------------------------------------------------------ ------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at University of Vienna ------------------------------------------------------------------------ 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) ------------------------------------------------------------------------ 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) ------------------------------------------------------------------------

10 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ lecture "Energy Markets: Models and Derivatives Valuation" ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

10 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 2 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 3 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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" ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

10 years, 3 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 3 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

10 years, 3 months

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