------------------------------------------------------------------------ An Afternoon for Stochastic Analysis and Applications ------------------------------------------------------------------------ Tu., 8.12.2020, 14:00 (UTC +1:00 = CET), online talk Thorsten Rheinländer (TU Wien) "Concepts of stochastic integration with applications to mathematical finance" Friedrich Hubalek (TU Wien) "Comparing binomial and Gaussian tails with an application to utility maximization" For further details and registration see http://users.jyu.fi/~geiss/workshops/stochana-2020/stochana.html ------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ We., 9.12.2020, 13:00-14:00 (UTC +1:00 = CET), online talk Florian Pauer (WU Wien) "Sell or Hold? On the Value of Non-Performing Loans and Mandatory Write-Off Rules" For further details (including abstracts and log-in link) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 10.12.2020, 19:00-20:00 (UTC +1:00 = CET), online talk Dena Firoozi (University of Montreal) "Belief Estimation by Agents in Major-Minor LQG Mean Field Games" Sveinn Olafsson (Columbia University) " Personalized Robo-Advising: Enhancing Investment through Client Interaction" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------