FAM-news

fam-news@fam.tuwien.ac.at

1 participants
1082 discussions

reminder for upcoming seminars and talks
by Sandra Trenovatz 20 Jan '15

20 Jan '15

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Workshop on Operations Research and Stochastics in Economics and Business Wednesday, January 21, 2015 09:00–10:00: Birgit Rudloff, Princeton University "Multivariate risks" 11:00–12:00: Hamed Amini, EPFL Lausanne "Systemic risk in financial networks" 14:00–15:00: Agatha Murgoci, Copenhagen Business School "A theory of Markovian time-inconsistent stochastic control" Wednesday, January 28, 2015 09:00–10:00: Xiang Yu, University of Michigan "On the market viability unter proportional transaction costs" Location: WU Wien, Building D4, Room D4.4.008 For further details (including abstracts) see http://goo.gl/zSTgC4 or http://www.wu.ac.at/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 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 22.1.2015, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Dan Hackmann (York University, CA) http://www.danhackmann.com/ "Analytical methods for Lévy processes with applications to finance" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Jan '15

12 Jan '15

1 0

reminder for upcoming seminars and talks
by Sandra Trenovatz 12 Dec '14

12 Dec '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 18.12.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Christoph Temmel (VU University Amsterdam, NL) http://www.temmel.me/ "Disagreement percolation for simple point processe" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 15.12.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Mathias Staudigl (Universität Bielefeld) http://www.mwpweb.eu/MathiasStaudigl/ "On Dynamic games with incomplete information: Relations between discrete and continuous-time " (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 17.12.2014, 12:00, room SR D4.0.127 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Prof. Ryan Williams (Eller College of Management) http://finance.eller.arizona.edu/faculty/rwilliams.asp "Risk Management and Distress: Hedging with Purchase Obligations" (Finance Brown Bag Seminar) For further details (including abstracts) see http://www.wu.ac.at/finance/research/bbs To find the room on the WU Campus search for "D4.0.127" on: http://gis.wu.ac.at/?roomShow=D4.0.127 ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Dec '14

09 Dec '14

1 0

reminder for upcoming seminars and talks (1 talk this week, the others next week)
by Sandra Trenovatz 26 Nov '14

26 Nov '14

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by Sandra Trenovatz 21 Nov '14

21 Nov '14

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by Sandra Trenovatz 14 Nov '14

14 Nov '14

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 20.11.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Soumik Pal (University of Washington, Seattle, USA) http://www.math.washington.edu/~soumik/ "The geometry of relative arbitrage" (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., 20.11.2014, 16:30, room SR D4.0.019 (EG) WU, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Michaela Szölgyenyi (Johannes Kepler Universität Linz) http://www.finanz.jku.at/index.php?id=86 "Dividend maximization under regime switching and incomplete information" (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 ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by Sandra Trenovatz 07 Nov '14

07 Nov '14

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

1 0

UPDATE: reminder for upcoming seminars and talks
by Sandra Trenovatz 03 Nov '14

03 Nov '14

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) ------------------------------------------------------------------------

1 0

reminder for upcoming seminars and talks
by Sandra Trenovatz 03 Nov '14

03 Nov '14

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

1 0

Jump to page:

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

FAM-news