------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 08.06.2015, 17:00-18:00, ISOR-meeting room (6.511) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor Per Mykland (Univ. Chicago) http://galton.uchicago.edu/~mykland/ "Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Tu., 09.06.2015, 9:00, seminar room 104 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 5th floor Jonas Hirz (FAM @ TU Wien) "Advanced Conditional Risk Measurement and Risk Aggregation with Applications to Credit and Life Insurance" (Public PhD Thesis Defense) For further details (including abstracts) see https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics ------------------------------------------------------------------------ Tu., 09.06.2015, 16:30, seminar room 107, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Pavel V. Shevchenko (CSIRO Australia) http://www.risk.net/static/pavel-shevchenko "Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit and capital protection options via stochastic control optimization" (Vortragsreihe in Finanz- und Versicherungsmathematik) For further details (including abstracts) see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ Book Launch & Workshop "Quantitative Risk Management", 10.6.2015, 15.30 ------------------------------------------------------------------------ We., 10.06.2015, 15:30-18:30, WU, Executive Academy, Foyer 1020, Welthandelsplatz 1, WU Campus, building EA, ground floor Alexander J. McNeil (Heriot-Watt University, UK) http://www.macs.hw.ac.uk/~mcneil/ "Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realised p-Values" Paul Embrechts (ETH Zurich, CH) https://people.math.ethz.ch/~embrechts/ "How to Model Operational Risk" Find further details (incl. registration) under: http://www.wu.ac.at/statmath/detail-statmath/news/detail/News/quantitative-… Executive Academy, Foyer: http://gis.wu.ac.at/?roomShow=EA.0.024 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 11.06.2015, 16:30, seminar room 101C TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Pierre-Francois Rodriguez (ETH Zurich) https://people.math.ethz.ch/~rpierre/ "On near-critical level set-percolation for the Gaussian free field" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------