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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 20.10.2016, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Friedrich Hubalek (TU Wien)
https://tiss.tuwien.ac.at/person/40760
"A binomial order book model and its Brownian limit"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 21.10.2016, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Peter Bank (TU Berlin)
http://page.math.tu-berlin.de/~bank/
"Hedging with Temporary Price Impact"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/en/statmath/resseminar/
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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Österreichische Nationalbank
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Fr., 21.10.2016, 11:00, Veranstaltungssaal
Österreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna
Sven Seuken und Steffen Schuldenzucker University of Zurich
https://www.ifi.uzh.ch/en/ce/people/seuken.html
https://www.ifi.uzh.ch/en/ce/people/schuldenzucker.html
"Clearing Payments in Financial Networks with Credit Default Swaps"
OENB Research seminar:
https://www.oenb.at/en/Monetary-Policy/Research/research-seminars.html
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