------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ We., 30.03.2016, seminar room FH grün 04 (TU Wien), TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section 14:00 Martin Keller-Ressel (TU Dresden, Germany) http://www.math.tu-dresden.de/~mkeller/ "Implied Volatilities from Strict Local Martingales" (Vienna Seminar in Mathematical Finance and Probability) 15:00 Michael Kupper (Universität Konstanz, Germany) http://cms.uni-konstanz.de/math/kupper/ "Duality formulas for robust pricing and hedging in discrete time" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------