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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 05.02.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Patrick Beißner (Bielefeld University, DE)
https://www.sites.google.com/site/beissnerpatrick/
"Microeconomic Theory of Financial Markets
under Uncertain Volatility"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Further talk at University of Vienna
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Fr., 06.02.2015, 15:00, seminar room SR11
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Ludovic Tangpi (University of Konstanz, DE)
http://www.math.uni-konstanz.de/~tangpi/
"Representation of convex increasing functionals with countably
additive measures and applications to finance"
For further details (including abstracts) see
http://goo.gl/UnB1KC
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University of Vienna, Dept. of Statistics and Operations Research
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Mo., 26.01.2015, 15:30-16:30, ISOR-meeting room (6.511)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor
Vincent Guigues (LIP6)
http://webia.lip6.fr/~guigue/wikihomepage/pmwiki.php
"Hypotheses testing on the optimal values of several risk-neutral or
risk-averse convex stochastic programs and application to hypotheses
testing on several risk measure values."
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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WU Wien, Institute for Statistics and Mathematics
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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
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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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/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 15.1.2015, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Florian Baumgartner (University of Innsbruck, AT)
http://www.uibk.ac.at/mathematik/personal/baumgartner/
"Representations of infinite dimensional Lévy processes
and subordination"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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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/
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University of Vienna, Dept. of Statistics and Operations Research
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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/
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WU Wien, Institute for Finance, Banking and Insurance
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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
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 11.12.2014, 16:30, seminar room SR09
Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Paul Krühner (TU Dortmund University, DE)
http://www.mathematik.tu-dortmund.de/de/personen/person/Paul+Kruehner.html
"Optimal density bounds for SDEs with discontinuous drift coefficients"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Talk at the Computational Science Center (CSC) of University of Vienna
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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.
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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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/
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WU Wien, Institute for Statistics and Mathematics
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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
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University of Vienna, Dept. of Statistics and Operations Research
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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/
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Announcement of talks organised by FAM @ TU Wien
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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/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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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/
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WU Wien, Institute for Statistics and Mathematics
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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
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Habilitation at University of Vienna
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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
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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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/
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