------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------

Th., 07.01.2016, 16:30, seminar room SR09 University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor

Blanka Horvath (ETH Zurich, Switzerland) https://people.math.ethz.ch/~horvathb/ "Mass at Zero and small-strike implied volatility expansion in the SABR Model" (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 ------------------------------------------------------------------------

Fr., 08.01.2016, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor

Ivan Mizera (University of Alberta, Canada) http://www.stat.ualberta.ca/~mizera/index.html "Borrowing Strength from Experience: Empirical Bayes Methods and Convex Optimization" (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 "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008

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