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reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 4 months

reminder for upcoming seminars and talks (1 talk this week, the others next week)

by Sandra Trenovatz

------------------------------------------------------------------------ Talk at the Computational Science Center (CSC) of University of Vienna ------------------------------------------------------------------------ Fr., 28.11.2014, 15.00, seminar room 11 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Vinicius Albani (IMPA, Brasil - visiting researcher at CSC) http://w3.impa.br/~vvla/ "An Inverse Problem in Mathematical Finance" Abstract: Introduced by Bruno Dupire, Derman and Kani in the nineties, the local volatility model generalizes the classical Black-Scholes model, replacing the constant volatility by a deterministic function of the price and the time. We review some results concerning the associated calibration problem and propose some extensions and applications. ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 4.12.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Michael Schmutz (University of Bern and FINMA, CH) "Risk based solvency frameworks and related challenges" (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., 4.12.2014, 16:30, room SR D4.0.019 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Harry Zheng (Imperial College London) http://www.imperial.ac.uk/people/h.zheng "Utility-Risk Portfolio Selection" (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 ------------------------------------------------------------------------

10 years, 4 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 24.11.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Teemu Pennanen (King's College, UK) http://www.mth.kcl.ac.uk/~teemu/ "Optimal investment and contingent claim valuation in illiquid markets" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Announcement of talks organised by FAM @ TU Wien ------------------------------------------------------------------------ Tu., 25.11.2014, 16:30, seminar room 107, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Stefan Thonhauser (TU Graz) http://www.researchgate.net/profile/Stefan_Thonhauser "Optimal reinsurance in risk theory" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------

10 years, 5 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 5 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, 5 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, 5 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, 5 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 5 months

reminder for upcoming seminars and talks

by Sandra Trenovatz

10 years, 6 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, 6 months

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