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

Th., 29.6.2017, 16:30, seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section

Elisa Alos (Universitat Pompeu Fabra, Barcelona, ES) https://econ.upf.edu/es/entry/-/-/11640/403/elisa-al%C3%B2s "On the relationship between implied volatilities and volatility swaps: a Malliavin calculus approach" (Vienna Seminar in Mathematical Finance and Probability)

For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/

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

Th., 29.6.2017, 17:15, seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red section

Ramin Okhrati (University of Southampton, GB) http://www.southampton.ac.uk/maths/about/staff/ro1d12.page "Hedging of defaultable securities under partial asset observation" (Vienna Seminar in Mathematical Finance and Probability)

For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/

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