------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------
Th., 20.3.2014, 16:30, seminar room 101C, TU, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Mathieu Rosenbaum (University Pierre and Marie Curie, Paris 6, FR) http://www.crest.fr/ses.php?user=3046 "Limit theorems for nearly unstable Hawkes processes" (Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see http://fam.tuwien.ac.at/agfm/
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Th., 20.3.2014, 17:30, seminar room 101C, TU, 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Marius Hofert (TU Munich, DE) ) http://www.math.ethz.ch/~hofertj/ "An extreme value approach for modeling operational risk losses depending on covariates" (Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see http://fam.tuwien.ac.at/agfm/
------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Operations Research ------------------------------------------------------------------------
Mo., 17.3.2014, 17:00-18:00, Skylounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Robert Stelzer (Universität Ulm) http://www.uni-ulm.de/en/mawi/finmath/people/stelzer.html "Stochastic Volatility and Possible Long Memory: The supOU Model" (ISOR Colloquium)
For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/
------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------
Fr., 21.03.2014, 11:00, room D3.0.221 (ground floor) 1020 Vienna, Welthandelsplatz 1, WU Campus, Building D3
Alexander Ljungqvist (New York University) http://pages.stern.nyu.edu/~aljungqv/ "How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation" (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 visit: http://gis.wu.ac.at/?roomShow=D3.0.221
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