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1105 discussions

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

15 Apr '16

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reminder for upcoming seminars and talks
by Sandra Trenovatz 08 Apr '16

08 Apr '16

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 11.04.2016, 16:45-17:45, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Christa Cuchiero (Univ. Vienna) http://www.mat.univie.ac.at/~cuchiero/ "Polynomial Processes in Stochastic Portfolio Theory" (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., 14.04.2016, 16:30, seminar room FH grün 04, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section David Belius (University of Zurich, Switzerland) http://user.math.uzh.ch/belius/ "Some log-correlated random fields and their extrema" (Vienna Seminar in Mathematical Finance and Probability) For further details (abstract should follow soon) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 15.04.2015, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Andreas Löhne (Friedrich-Schiller-Universität Jena) http://www.optimierung-loehne.uni-jena.de/ "On the Dual of the Solvency Cone" (joint work with Birgit Rudloff, WU Wien) (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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reminder for upcoming seminars and talks
by Sandra Trenovatz 01 Apr '16

01 Apr '16

------------------------------------------------------------------------ Workshop of the Wolfgang Pauli Institute (WPI) ------------------------------------------------------------------------ Monday, April 4. - Thursday, April 7, 2016, Seminar Room 08.135 WPI / Univ. of Vienna, 1090 Vienna, Oskar-Morgenstern-Platz 1 Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" For further details (including abstracts) see http://www.wpi.ac.at/event_view.php?id_activity=212 ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 08.04.2016, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Gunther Leobacher (Johannes Kepler Universität Linz) http://www.finanz.jku.at/index.php?id=leobacher&L=2 "QMC methods in quantitative finance, tradition and perspectives" (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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reminder for upcoming seminars and talks
by Sandra Trenovatz 24 Mar '16

24 Mar '16

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reminder for upcoming seminars/talks & events
by Sandra Trenovatz 11 Mar '16

11 Mar '16

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 17.03.2016, 16:30, seminar room FH grün 04, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Miklos Rasonyi (Renyi Institute, Hungarian Academy of Sciences) http://renyi.mta.hu/~rasonyi/ "Optimal investment in the APM of Ross" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ASD 2016 ------------------------------------------------------------------------ 5th Austrian Stochastic Days June 30 - July 1, 2016 TU Graz, Austria http://www.math.tugraz.at/mathc/stochdays/ ======================================================================== VCMF 2016 ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance & VCMF Educational Workshop September 12-14 & 15-16, 2016 Vienna, Austria https://fam.tuwien.ac.at/vcmf2016/ ======================================================================== SOfA 2016 ------------------------------------------------------------------------ Set-Optimization for Applications Third International Conference on Set-Valued Variational Analysis and Set Optimization with Applications in Economics, Finance, Statistics and Game Theory September 19-23, 2016 WU Wien, Austria http://sofa2016.wu.ac.at/ ======================================================================== HFT 2016 ------------------------------------------------------------------------ High Frequency Trading - Curse or Blessing? September 22-23, 2016 Vienna, Austria http://hft2016.univie.ac.at/ -----------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 04 Mar '16

04 Mar '16

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Mo., 07.03.2016, 10:00, Freihaus, Zeichensaal 3, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 7th floor Cetin Gülüm (FAM @ TU Wien) "Consistency of Option Prices under Bid-Ask Spreads and Implied Volatility Slope Asymptotics" (Public PhD Thesis Defense) For further details (including abstracts) see https://fam.tuwien.ac.at/events/?showabstract=20160307 ------------------------------------------------------------------------ Uni Wien, lecture on Regularity structures ------------------------------------------------------------------------ We., 09.03.2016-27.04.2016, 9:00-11:15 & 11.30-13.00, seminar room 1 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, ground floor Josef Teichmann (ETH Zurich) lecture "Regularity structures" For further details see: https://people.math.ethz.ch/~jteichma/index.php?content=teach_regularitystr… ------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 09.03.2016, 12:00, room SR D4.0.136 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Otto Randl (WU Wien) https://www.wu.ac.at/en/finance/people/faculty/otto-randl/ "Dividend Risk Premia" (Finance Brown Bag Seminar) For further details (including abstracts) see http://www.wu.ac.at/finance/research/bbs/summer-term-2015/en/ To find the room on the WU Campus search for "D4.0.136" on: http://gis.wu.ac.at/?roomShow=D4.0.136 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 26 Feb '16

26 Feb '16

------------------------------------------------------------------------ Seminar Talks @ IST Austria ------------------------------------------------------------------------ Mo., 29.02.2016, 09:45, Seminar room, Lab Building West, ground floor Institute for Science and Technology, Am Campus 1, 3400 Klosterneuburg Anthony Lee (University of Warwick, UK) http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/lee/ "Particle filters for hidden Markov models" Invitation and abstract (also valid ticket for IST-Shutle): http://ist.ac.at/fileadmin/user_upload/pdfs/Talks/2016/02/Talk_Lee.pdf ------------------------------------------------------------------------ WU Gutmann Center Public Lecture ------------------------------------------------------------------------ Th., 03.03.2016, 16:00, Bank Gutmann, Schwarzenbergplatz 16, 1010 Vienna Sunil Wahal (Arizona State University, U.S.A.) https://apps.wpcarey.asu.edu/directory/people/profile.cfm?person=2179569 "The demand for diversification in incomplete markets" (WU Gutmann Center Public Lecture) For further details (including abstracts) see http://www.gutmann-center.at/gc/whatwedo/bridging/lectures/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 04.03.2016, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Çağın Ararat (Bilkent University, Turkey) http://www.ie.bilkent.edu.tr/ieweb2012/en/faculty_member/cagin "Measuring systemic risk via model uncertainty" (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 ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 04.03.2016, 11:00, room D3.0.221 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Sunil Wahal (Arizona State University, U.S.A.) https://apps.wpcarey.asu.edu/directory/people/profile.cfm?person=2179569 "The Demand for Diversification in Incomplete Markets" (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 15 Feb '16

15 Feb '16

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reminder for upcoming events
by Sandra Trenovatz 01 Feb '16

01 Feb '16

======================================================================== VCMF 2016 ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance September 12-14, 2016 VCMF Educational Workshop September 15-16, 2016 Vienna, Austria https://fam.tuwien.ac.at/vcmf2016/ - REGISTRATION OPEN NOW! ======================================================================== HFT 2016 ------------------------------------------------------------------------ High Frequency Trading - Curse or Blessing? September 22-23, 2016 Vienna, Austria http://hft2016.univie.ac.at/ ======================================================================== ASD 2016 ------------------------------------------------------------------------ 5th Austrian Stochastic Days June 30 - July 1, 2016 TU Graz, Austria See preliminary information (german & english) below. ---- Subject: Austrian Stochastic Days, Vorinformation (preliminary info) From: ASD2016 <austrian.stochasticdays(a)gmail.com> Liebe Kolleginnen und Kollegen ! Dies ist eine Vor-Information: in diesem Jahre werden die Austrian Stochastic Days von Wolfgang Woess + N.N. an der TU Graz organisiert. Termine: Donnerstag 30.6. und Freitag 1.7.2016 (Die 2. Septemberhälfte ist durch andere Ereignisse ausgefüllt.) Webseite, Hauptredner/innen und alle weiteren Details folgen später. Es wird hilfreich sein, die folgenden Prä-Registrierungs- Daten (je bälder desto besser) an die email-Adresse austrian.stochasticdays(a)gmail.com zu erhalten: - Nachname Vorname - wissenschaftliche Einrichtung (Uni,...) - Absicht, einen Vortrag zu halten Herzliche Grüße, Wolfgang Woess ---- Dear colleagues, this is a preliminary information: this year, the Austrian Stochastic Days are going to be organised by Wolfgang Woess + N.N. at TU Graz. They will take place on Thursday June 30 + Friday July 1. (The 2nd half of September is filled by other activities). Webpage, keynote speaker(s) and all further details will be provided later on. It will be helpful to receive (the sooner the better !) the following pre-registration data to the email address austrian.stochasticdays(a)gmail.com - Name + first name - scientific organisation - intention to give a talk Thank you, with best regards Wolfgang Woess ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 11 Jan '16

11 Jan '16

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 11.01.2016, 16:45-17:45, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Holger Dette (Ruhr University Bochum) http://www.ruhr-uni-bochum.de/mathematik3/dette.html "Quantile spectral analysis" (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., 14.01.2016, 16:30, seminar room SR09 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Martin Herdegen (ETH Zurich, Switzerland) https://people.math.ethz.ch/~martherd/ "Equilibrium models with small transaction costs" (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., 15.01.2016, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Omiros Papaspiliopoulos (Universitat Pompeu Fabra) http://www.econ.upf.edu/~omiros/ "Building MCMC " (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., 15.01.2016, 11:00, room D3.0.221 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Ernst-Ludwig von Thadden (University of Mannheim) http://vonthadden.vwl.uni-mannheim.de/ "A Corporate Governance Asset Pricing Model: Theory and Evidence" (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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