Vienna is a beautiful city with a lot of attractions. We would like to draw your attention to some of them.
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High Frequency Trading - Curse or Blessing?
September 22-23, 2016 University of Vienna, Austria
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)
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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
Keynote speakers: Efe Ok, New York University, USA Matteo Rocca, University of Insubria, Italy
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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
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