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reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Oct '14

29 Oct '14

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reminder for upcoming seminars and talks
by Sandra Trenovatz 24 Oct '14

24 Oct '14

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reminder for upcoming seminars and talks
by Sandra Trenovatz 18 Oct '14

18 Oct '14

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 13 Oct '14

13 Oct '14

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reminder for upcoming seminars and talks
by Sandra Trenovatz 04 Oct '14

04 Oct '14

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

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

07 Sep '14

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

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reminder for upcoming seminars and talks
by Sandra Trenovatz 28 Jul '14

28 Jul '14

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2nd EAJ Conference in Vienna - last days of early registration (-10%)
by Sandra Trenovatz 17 Jul '14

17 Jul '14

+------------------------------------ | | 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/.

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reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Jun '14

29 Jun '14

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

21 Jun '14

------------------------------------------------------------------------ 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. ------------------------------------------------------------------------

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