Vienna is a beautiful city with a lot of attractions.
We would like to draw your attention to some of them.
========================================================================
HFT 2016
------------------------------------------------------------------------
High Frequency Trading - Curse or Blessing?
September 22-23, 2016
University of Vienna, Austria
http://hft2016.univie.ac.at/
Confirmed speakers:
Torben G. Anderson (Northwestern University)
Jean-Philippe Bouchaud (CFM, Paris)
Jonathan Brogaard (University of Washington)
Rama Cont (Imperial College London)
Thierry Foucault (HEC Paris)
Frank Hatheway (NASDAQ)
Terrence Hendershott (UC Berkely)
Andrei Kirilenko (Imperial College London)
Pete Kyle (University of Maryland)
Albert Menkveld (VU Amsterdam)
Mark Podolskij (Aarhus University)
Philip Protter (Columbia University)
Chris Rogers (University of Cambridge)
Mathieu Rosenbaum (University Paris 6)
========================================================================
SOfA 2016
------------------------------------------------------------------------
Set-Optimization for Applications
Third International Conference on Set-Valued Variational Analysis and
Set Optimization with Applications in Economics, Finance, Statistics and
Game Theory
September 19-23, 2016
WU Wien, Vienna, Austria
http://sofa2016.wu.ac.at/
Keynote speakers:
Efe Ok, New York University, USA
Matteo Rocca, University of Insubria, Italy
========================================================================
VCMF 2016
------------------------------------------------------------------------
Vienna Congress on Mathematical Finance
and VCMF Educational Workshop
September 12-16, 2016
WU Wien, Vienna, Austria
https://fam.tuwien.ac.at/vcmf2016/
Organized by:
WU Wien - Vienna University of Economics and Business
TU Wien - Vienna University of Technology
University of Vienna
Special thanks go to the sponsors of VCMF 2016:
Gold Sponsors:
Deloitte
Erste Group Bank AG
KPMG Austria
Raiffeisen Bank International AG (RBI)
Silver Sponsor:
d-fine Austria GmbH
Raiffeisen Capital Management (RCM)
Plenary Speakers...
... at the Congress:
Freddy Delbaen (ETH Zurich, CH)
Hans Föllmer (Humboldt-Universität zu Berlin, DE)
Peter Friz (Technische Universität Berlin, DE)
Emmanuel Gobet (École Polytechnique, FR)
Mathieu Rosenbaum (École Polytechnique & UPMC, FR)
Josef Teichmann (ETH Zurich, CH)
Almut Veraart (Imperial College London, UK)
... at the Educational Workshop:
Nicole Bäuerle (Karlsruhe Institute of Technology, DE)
Alexander McNeil (Heriot-Watt University, UK)
Johannes Muhle-Karbe (University of Michigan, US)
Peter Tankov (Université Paris-Diderot (Paris 7), FR)
Invited Speakers at the Congress:
Elisa Alos (Universitat Pompeu Fabra Barcelona, ES)
Christian Bayer (WIAS, DE)
Agostino Capponi (Columbia University, US)
Patrick Cheridito (ETH Zurich, CH)
Ulrich Horst (Humboldt-Universität zu Berlin, DE)
Jan Kallsen (Christian-Albrechts-Universität zu Kiel, DE)
Rüdiger Kiesel (Universität Duisburg-Essen, DE)
Dörte Kreher (Humboldt-Universität zu Berlin, DE)
Antonis Papapantoleon (TU Berlin, DE)
Philipp Schönbucher (Financialytic GmbH, DE)
Jorge P. Zubelli (IMPA, BR)
On the first day of the congress there will be a panel discussion::
"Role of mathematical models in financial risk management
and regulation (broadly defined)"
Panellists are representatives from the regulators, the industry and the
academic world:
- Gabriela de Raaij
Oesterreichische Nationalbank (OeNB)
- Thomas Steiner
Austrian Treasury (OeBFA)
- Johann Strobl
Raiffeisen Bank International AG (RBI)
- Josef Teichmann
Full Professor of Financial Mathematics, ETH Zürich
Moderator:
- Walter Schachermayer
Senior fellow at the Institute for Theoretical Studies, ETH Zürich,
Full Professor of Mathematics, University of Vienna
For further details see the program:
https://fam.tuwien.ac.at/vcmf2016/program.php
Submission of Poster Presentations is still possible:
https://fam.tuwien.ac.at/vcmf2016/registration.php
========================================================================
--
FAM-office:
Sandra Trenovatz <fam(a)fam.tuwien.ac.at>
Financial and Actuarial Mathematics (FAM),
https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstrasse 8/105-1, 1040 Vienna, Austria
(DVR: 0005886)