------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 22.01.2018, 16:45, lecture hall HS 7 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Jean-Michel Zakoian (CREST, Paris) http://www.crest.fr/ses.php?user=3078 "Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models" (ISOR Colloquium) The seminar is preceded by tea and coffee with the speaker in the ISOR meeting room (6.511, 6th floor) at 16.15. For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 25.01.2018, 16:30, seminar room SR11 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Omar El-Euch (Univ. Pierre et Marie Curie - Paris 6) https://fr.linkedin.com/in/omar-el-euch-2a699746 "Multi-factor approximation of rough volatility models" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------