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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 29.6.2017, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Elisa Alos (Universitat Pompeu Fabra, Barcelona, ES)
https://econ.upf.edu/es/entry/-/-/11640/403/elisa-al%C3%B2s
"On the relationship between implied volatilities and volatility
swaps: a Malliavin calculus approach"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 29.6.2017, 17:15, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section
Ramin Okhrati (University of Southampton, GB)
http://www.southampton.ac.uk/maths/about/staff/ro1d12.page
"Hedging of defaultable securities under partial asset observation"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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