------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------ Mo., 6.10.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor François Bachoc (ISOR) http://homepage.univie.ac.at/francois.bachoc/ "Maximum Likelihood and Cross Validation for covariance function estimation in Gaussian process regression" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 9.10.2014, 16:30, seminar room SR09 Universität Wien, 1090, Oskar-Morgenstern-Platz 1, 2nd floor Mladen Savov (University of Reading, UK) http://www.reading.ac.uk/maths-and-stats/about/Staff/m-savov.aspx "Recent developments for exponential functionals and some possible implications for pricing Asian options" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see http://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 10.10.2014, 11:00, room D3.0.221 WU, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Torben Andersen (Northwestern University) http://www.kellogg.northwestern.edu/faculty/directory/andersen_torben.aspx "Parametric Inference and Dynamic State Recovery from Option Panels" & "The Risk Premia Embedded in Index Options" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.221" on: http://gis.wu.ac.at/?roomShow=D3.0.221 ------------------------------------------------------------------------