------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 22.06.2015, 17:00-18:00, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Claudia Czado (TU Munich) http://www.statistics.ma.tum.de/personen/professorinnen/claudia-czado "Systemic stress testing using vine copulas" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics ------------------------------------------------------------------------ Tu., 23.06.2015, 16:30, lecture hall: GM 4 Knoller Hörsaal TU Wien, 1060 Wien, Getreidemarkt 9, Bauteil BD Hoftrakt, 2. Stock, Alois Gisler (Departement Mathematik, RiskLab, ETH Zürich) https://people.math.ethz.ch/~agisler/ "Das Chain-Ladder Reserve-Risiko neu betrachtet" (Vortragsreihe in Finanz- und Versicherungsmathematik) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ GM 4 Knoller Hörsaal http://www.fam.tuwien.ac.at/gif/GM4_Knoller_Hoersaal.pdf ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 25.06.2015, 16:30, lecture hall: Hörsaal 6 TU Wien, 1040, Karlsplatz 13, Hauptgebäude, EG, zwischen Stiege 2 und 7 Thomas Viehmann, Andrea Rauter (B&W Deloitte GmbH) "Negative Zinsen und hohe Volatilität - Herausforderungen für die Kapitalmarktmodellierung" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ Hörsaal 6 http://fam.tuwien.ac.at/gif/Hoersaal_6.gif ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 25.06.2015, 16:30, seminar room 101C TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Umut Cetin (London School of Economics, UK) http://stats.lse.ac.uk/cetin/ "Linear Inverse Problems and Market Microstructure" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 25.06.2015, 17:30, seminar room 101C TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Antoine Jacquier (Imperial College London, UK) http://www.imperial.ac.uk/people/a.jacquier "Variations on the Heston Theme" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Th., 26.06.2015, 16:30, room SR D4.0.008 WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Evelyn Buckwar (Institut für Stochastik, JKU Linz) https://de.wikipedia.org/wiki/Evelyn_Buckwar "Stochastic numerics and issues in the stability analysis of numerical methods" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/statmath/resseminar/en/ To find the room on the WU Campus search for "D4.0.019" on: http://gis.wu.ac.at/?roomShow=D4.0.008 ------------------------------------------------------------------------