------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ We., 4.5.2021, 10:15, conference room of the Deanery (limited places), TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor (8th floor, then staircase in the green area to the 9th floor) Christoph Gerstenecker (FAM @ TU Wien) "Large Deviations and Stochastic Volterra Equations" (Public PhD Thesis Defense) For further details see https://fam.tuwien.ac.at/events/timetable.php ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 5.5.2022, 16:00-17:30 (UTC +2:00 = CEST), seminar room DB gelb 10 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor Kristof Wiedermann (FAM @ TU Wien) "An SMP-Based Algorithm for Solving the Constrained Utility Maximization Problem via Deep Learning" Anke Wiese (Heriott-Watt University Edinburgh, UK) "Series Expansion and Direct Inversion for the Heston Model" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 6.5.2022, 10:30-12:00 (UTC +2:00 = CEST), room TC.4.05 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor, Fred Espen Benth (University of Oslo) "Pricing Options on Flow Forwards by Neural Networks in Hilbert Space" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------