------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 20.6.2022, 16:45 - 17:45 (UTC +2:00 = CEST), online talk Harald Oberhauser (University of Oxford, United Kingdom) "Learning laws of Stochastic Processes" For further details see https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 23.6.2022, 15:00-16:30 (UTC +2:00 = CEST), seminar room DB gelb 10 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor Çağın Ararat (Bilkent University, Turkey) "Dynamic mean-variance problem: recovering time-consistency" Zinoviy Landsman (University of Haifa, Israel) "The Minimum Variance Squared Distance Risk Functional" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 23.6.2022, 19:00 (UTC +2:00 = CEST), online talk Luitgard Veraart (LSE) "Systemic Risk in Markets with Multiple Central Counterparties" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 24.6.2022, 11:00-12:30 (UTC +2:00 = CEST), on-campus talk: room TC.4.05 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Çağın Ararat (Bilkent University) "A Mixed-Integer Programming Approach for Computing Systemic Risk Measure" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/