------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Workshop on Operations Research and Stochastics in Economics and Business Wednesday, January 21, 2015 09:00–10:00: Birgit Rudloff, Princeton University "Multivariate risks" 11:00–12:00: Hamed Amini, EPFL Lausanne "Systemic risk in financial networks" 14:00–15:00: Agatha Murgoci, Copenhagen Business School "A theory of Markovian time-inconsistent stochastic control" Wednesday, January 28, 2015 09:00–10:00: Xiang Yu, University of Michigan "On the market viability unter proportional transaction costs" Location: WU Wien, Building D4, Room D4.4.008 For further details (including abstracts) see http://goo.gl/zSTgC4 or http://www.wu.ac.at/statmath/resseminar To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 22.1.2015, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Dan Hackmann (York University, CA) http://www.danhackmann.com/ "Analytical methods for Lévy processes with applications to finance" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------