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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 18.06.2015, 16:30, seminar room 101C
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Caroline Hillairet (CMAP, École Polytechnique, FR)
http://www.cmap.polytechnique.fr/~hillaire/index-en.html
"Affine long term yield curves: an application of the Ramsey rule
with progressive utility"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 18.06.2015, 17:30, seminar room 101C
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Rémi Lassalle (Instituto Superior Técnico, University of Lisbon, PT)
http://remilassalle.com/
"Some optimal transportation problems related to stochastic
differential equations"
(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., 19.06.2015, 09:00, room SR D4.4.008
WU, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Ralf Wunderlich (Brandenburgische Technische Universität Cottbus)
http://www.math.tu-cottbus.de/INSTITUT/lswima/rawu/
"Expert opinions and dynamic portfolio optimization
under partial information"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/statmath/resseminar/en/
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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Announcement of Public PhD Thesis Defense at TU Wien
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Fr., 19.06.2015, 19:00, seminar room 104
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 5th floor
Tilmann Blümmel (FAM @ TU Wien)
"Martingalzerlegungssätze und die Struktur von No Arbitrage"
(Public PhD Thesis Defense)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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Additionally we announce two talks of Martin Hairer - Fields Medal 2014
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Tu., 16.06.2015, 17:00-18:00, Raiffeisen Lecture Hall
IST Austria, 3400 Klosterneuburg, Am Campus 1, Central building, 1st fl.
Martin Hairer (University of Warwick, UK - Fields Medal 2014)
http://www.hairer.org/
"Taming infinities"
(IST Special Colloquium)
For further details (registration, abstracts) see
http://ist.ac.at/events/lectures-talks/the-institute-colloquium/2015/spring…
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Talk of Martin Hairer - Fields Medal 2014
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We., 17.06.2015, 16:00, Konferenzraum TUtheSky
TU Wien, 1060, Getreidemarkt 9, building BA, 11th floor
Martin Hairer (University of Warwick, UK - Fields Medal 2014)
http://www.hairer.org/
"Modelling a random rubber band"
(Distinguished PDE Lecture Series)
For further details (including abstracts) see
http://viennapde.tuwien.ac.at/events/pdelectures.html
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