------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 26.1.2023, between 15:30 and 17:45 CET, seminar room D4.0.039 WU Vienna, Welthandelsplatz 1, 1020 Wien, ground floor Sascha Desmettre (JKU Linz) "Rough Volatility Modeling and Portfolio Optimization." Florian Huber (University of Vienna) "Interacting particles and market capitalization curves" Thomas Simon (University of Lille, FR) "On the log-concavity of the Mittag-Leffler distribution" For further details (including abstracts) see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 26.1.2023, 19:00 CET, online talk Antoine Jacquier (Imperial College London) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 27.1.2023, 13:30 CET, online talk Jean-François Chassagneux (Université Paris Cité) "A dual approach to partial hedging" For further details see http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== Save the date ------------------------------------------------------------------------ 11th General AMAMEF conference (AMaMeF = Advanced Mathematical Methods for Finance) Mon-Fri, June 26-30, 2023, Bielefeld, Germany https://sites.google.com/view/amamef-2023/ ------------------------------------------------------------------------ IME Congress 2023 26th International Congress on Insurance: Mathematics and Economics Tue-Fri, July 4-7, 2023, Heriot-Watt University, Edinburgh, UK https://www.icms.org.uk/events/2023/ime2023 ------------------------------------------------------------------------ 34th Int. Summer School of the Swiss Association of Actuaries (2023) "Modelling and Quantifying Climate and Cyber Risks" Mon-Fri, September 11-15, 2023 University of Lausanne, CH https://saa-iss.ch/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------