------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 22.3.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk Gilles Stupfler (ENSAI France) "Asymmetric least squares techniques for extreme risk estimation" For further details (including abstract & log-in link) see: https://univienna.zoom.us/j/95698652741?pwd=MnZaZVpLa2ZsQkpLdXdtTy9WQUsrdz0… or https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 24.3.2021, 18:00 (UTC +1:00 = CET), online talk Erik Ekstrom (Uppsala University) "Stochastic games with unknown competition" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ We., 24.3.2021, 12:00 - 13:15 (UTC +1:00 = CET), webinar Fabio Trojani (University of Geneva) "Smart Stochastic Discount Factors" For further details (including abstract & log-in link) see: https://us02web.zoom.us/j/84414842010?pwd=WFFudm1ITDU1aWQ2Y0ttRFRXOGFVQT09 or https://www.carloalberto.org/events/category/ltiunito-webinar-series-in-fin… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Thibaut Mastrolia (École Polytechnique) "Some Recent Developments of Auction Design in Financial Markets" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 25.3.2021, 17:00-​18:00 (UTC +1:00 = CET), online talk Filip Lindskog (Stockholm University) "Market-​Consistent Multiple-​Priors Valuation of Cash Flows Subject to Capital Requirements" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJEpcOqqrjIuHNegJ9NINRKM53Z7DwjBYlYt or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 25.3.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Birgit Rudloff (WU Vienna) "Multivariate dynamic programming- from dynamic Nash games to the Mean-Risk problem" Stefan Gerhold (TU Wien) "Asymptotic pricing of VIX options under rough volatility" Walter Schachermayer (University of Vienna) "Faking Brownian Motion with continuous Markov martingales" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ We are pleased to announce the World Online Seminars on Machine Learning in Finance which will start on March 30th. The seminars will be held on a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, we will invite a speaker to cover a topic at the interface of machine learning and finance. Our opening speaker is Manuela Veloso from JP Morgan AI Research and CMU. More detailed information, in particular on the subsequent speakers can be found on our webpage https://sites.google.com/view/mlfinance/home. We also have a mailing list which can be subscribed through https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr…. The seminar announcements and the Zoom links will be sent via this mailing list, but you can also register for the zoom link on our webpage. Please bring the announcement to the attention of other researchers who may be interested. We are looking forward to seeing you at the seminars. Best regards, The organizers Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria