------------------------------------------------------------------------
University of Vienna, Dept. of Statistics and Operations Research
------------------------------------------------------------------------
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/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
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
------------------------------------------------------------------------
------------------------------------------------------------------------
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
------------------------------------------------------------------------
------------------------------------------------------------------------
FAM, TU Vienna & Actuarial Association of Austria (AVÖ)
------------------------------------------------------------------------
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
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
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/
------------------------------------------------------------------------
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 31.7.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Elisa Alos Alcalde (Universitat Pompeu Fabra, Barcelona, Spain)
https://sites.google.com/site/juliobackhoff/
"A general method to develop closed-form approximations formulas
and to estimate their error bounds, with applications to the
study of spread options"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
+------------------------------------
|
| 2nd European Actuarial Journal (EAJ) Conference
| Vienna, September 10-12, 2014
|
| EAJ Educational Workshop
| Vienna, September 8-9, 2014
|
| http://www.fam.tuwien.ac.at/eaj2014/
|
+-------------------------------------------------------------------
The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September
10-12, 2014) is an international conference in actuarial science and
insurance mathematics. The aim is to bring together practicing actuaries
and academics to discuss about challenging and current topics in
actuarial science. We invite researchers and practitioners to join the
event in the heart of beautiful Austria.
The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a
satellite event of the 2nd EAJ Conference, aimed at both academics and
practitioners and providing a general overview over the past and current
research results and their practical applications.
We are proud to announce to already have registrations from the
following countries:
Algeria - Argentina - Australia - Austria - Belgium - Brazil - China -
Colombia - Denmark - Finland - France - Germany - Greece - Iceland -
Iran - Israel - Italy - Latvia - Netherlands - Norway - Portugal -
Russia - Singapore - Slovenia - Spain - Sweden - Switzerland - Taiwan -
Turkey - Ukraine - United Kingdom - USA
With best regards from the organisers,
Actuarial Association of Austria
Vienna University of Technology
For early registrations until July 25, a discount of 10% is allowed.
Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/.
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Tu., 1.7.2014, 15:30, seminar room 8,
Univ. of Vienna, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Julio Backhoff (HU Berlin, Germany)
https://sites.google.com/site/juliobackhoff/
"Sensitivity and robustness analysis
of some stochastic optimization problems"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
Th., 3.7.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Larry Goldstein (Univ. of Southern California, Los Angeles, USA)
http://www-bcf.usc.edu/~larry/
"Applications of Stein Couplings for Concentration of Measure"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
------------------------------------------------------------------------
Wolfgang-Pauli-Institut
------------------------------------------------------------------------
Mo., 23.06.2014, 17:00, WPI seminar room
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 8th floor
Juraj Kapasny (Masaryk University Brno & Univ. of Vienna)
"Application of PDEs in option pricing:
Black Scholes formula and how it failed"
(Projektseminar 'Angewandte Analysis', Markowich & Mauser)
Juraj will present a short basic explanation of mathematics for pricing
options, the Black Scholes formula, and how it nearly triggered a crash
when the LTCM fund collapsed in 1999 that was based on Black-Scholes
formula and managed by Scholes himself.
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of talks organised by FAM @ TU Wien
------------------------------------------------------------------------
Tu., 17.06.2014, 16:30, seminar room 107,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Lars Rösler(WU Wien)
http://www.wu.ac.at/statmath/en/faculty_staff/projects/lroesler
"Contagion Effects and Collateralized CVAs for Credit Default Swaps"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------
------------------------------------------------------------------------
Joint Seminar: TU Vienna, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 12.6.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Pingping Zeng (Hong Kong University of Science & Technology, China)
"Closed-form partial transform of triple joint density for
pricing exotic options and variance derivatives under the 3/2 model"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
========================================================================
+------------------------------------
|
| 2nd European Actuarial Journal (EAJ)
| Conference & Educational Workshop
|
| Vienna, September 8-12, 2014
|
| http://www.fam.tuwien.ac.at/eaj2014/
|
+-------------------------------------------------------------------
The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September
10-12, 2014) is an international conference in actuarial science and
insurance mathematics. The aim is to bring together practicing actuaries
and academics to discuss about challenging and current topics in
actuarial science. We invite researchers and practitioners to present
their scientific work - the call for contributed talks and posters is
open until June 15, 2014.
The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a
satellite event of the 2nd EAJ Conference, aimed at both academics and
practitioners and providing a general overview over the past and current
research results and their practical applications.
Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/.
--------------------------------------------------------------------
EAJ Conference 2014
Wednesday, September 10 - Friday, September 12, 2014
EAJ Educational Workshop
Monday, September 8 - Tuesday, September 9, 2014
Conference Website:
http://www.fam.tuwien.ac.at/eaj2014/
Location:
Vienna University of Technology
Wiedner Hauptstr. 8, 1040 Wien, Austria
Organized by:
Actuarial Association of Austria
Vienna University of Technology
Sponsored by (alphabetical order):
arithmetica
Drei-Banken Versicherung
fintegral consulting
HDI Versicherung
Milliman
Munich RE - Münchener Rückversicherungs-Gesellschaft
Sparkassen Versicherung - Vienna Insurance Group
Gen Re - General Reinsurance
Springer-Verlag
(further sponsors are welcome)
http://www.fam.tuwien.ac.at/eaj2014/sponsors.php
Invited Speakers and Talks...
... at the EAJ Conference:
Hansjörg Albrecher (University of Lausanne, CH)
Francesca Biagini (LMU Munich, DE)
Andrew Cairns (Heriot-Watt University, Edinburgh, UK)
Alexander Dotterweich (KPMG, Munich, DE)
Hansjörg Furrer (Swiss Financial Market Supervisory Authority, CH)
Stefan Jaschke (Munich Re, DE)
Claus Mischler (Standard Life, Frankfurt, DE)
Ragnar Norberg (ISFA, Universite Lyon 1, FR)
Daniel Ryan (Swiss Re, London, UK)
Michael Schlögl (Vienna Insurance Group, AT)
Hanspeter Schmidli (University of Cologne, DE)
Mogens Steffensen (University of Copenhagen, DK)
Nele Vandaele (KBC Group, Brussels, BE)
... at the EAJ Educational Workshop:
Carole Bernard (University of Waterloo, CA)
Enrico Biffis (Imperial College Business School, London, UK)
Claudia Czado (Technische Universität München, DE)
Stéphane Loisel (ISFA, Université Lyon 1, FR)
Alfred Müller (University of Siegen, DE)
http://www.fam.tuwien.ac.at/eaj2014/speakers.php
Submission of Contributed Talks & Posters:
The call for contributed talks & posters is open until June 15, 2014.
Acceptance/rejection letters will be sent by July 7 at the latest.
http://www.fam.tuwien.ac.at/eaj2014/contributions.php
Participation and Registration:
Registration is possible until August 15, 2014.
For early registrations until July 15, 2014, a discount
of 10% is allowed.
http://www.fam.tuwien.ac.at/eaj2014/registration.php
CPD:
The attendance at EAJ 2014 (full week, Sept. 8-12) may qualify
for up to 29 CPD credits for those delegates whose national
actuarial organization's CPD requirements recognize EAJ 2014.
The EAJ Educational Workshop (Sept. 8-9, 1014) may qualify for up
to 13 CPD credits and the EAJ Conference (Sept. 10-12, 1014)
may qualify for up to 16 CPD credits. See details on:
http://www.fam.tuwien.ac.at/eaj2014/cpd.php
------------------------------------------------------------------------
University of Vienna, Department of Statistics and Operations Research
------------------------------------------------------------------------
Mo., 2.6.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12. Stock
Nikolaus Hautsch (ISOR, Univ. Wien)
http://homepage.univie.ac.at/nikolaus.hautsch/
"Hochfrequenz auf Finanzmärkten - Fluch oder Segen?"
(Antrittsvorlesung / Inaugural lecture)
Interview im uni:view magazin:
http://medienportal.univie.ac.at/uniview/professuren/detailansicht/artikel/…
------------------------------------------------------------------------