------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------
Mo., 16.11.2020, 17:00 (UTC +2:00 = CEST), online talk
Massimiliano Gubinelli (Universität Bonn) https://www.iam.uni-bonn.de/abteilung-gubinelli/home/ "Elliptic stochastic quantisation and supersymmetry"
For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------
Mo., 16.11.2020, 16:45 - 17:45 (UTC +2:00 = CEST), online talk
Andreas Sojmark (Imperial College London) https://www.imperial.ac.uk/people/a.sojmark "Dynamic Default Contagion in interbank systems"
For further details (including abstracts) see https://isor.univie.ac.at/isor-colloquium/
------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------
We., 18.11.2020, 16:00 (UTC +2:00 = CEST), online talk
Julia Eisenberg (TU Wien) https://fam.tuwien.ac.at/~jeisenbe/ "Reform proposals for occupational plans and state pension schemes"
For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------
Th., 19.11.2020, 15:30-18:30 (UTC +2:00), online talk Link for the live stream (Zoom) will be announced after registration for the event.
Paul Eisenberg (WU Vienna) https://www.wu.ac.at/statmath/faculty-staff/faculty/paul-eisenberg "Integer constraint trading"
Christoph Gerstenecker (TU Wien) https://tiss.tuwien.ac.at/person/241038 "Stochastic Volterra equations and rough volatility"
Gudmund Pammer (University of Vienna) https://homepage.univie.ac.at/gudmund.pammer/ "The Wasserstein space of Filtered Processes"
For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------
Th., 19.11.2020, 19:00 (UTC +2:00 = CEST), online talk
Xunyu Zhou (Columbia University) https://www.engineering.columbia.edu/faculty/xunyu-zhou "Entropy Regularization, Boltzmann Exploration, and Langevin Diffusions"
For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-on...
------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------
Fr., 20.11.2020, 17:30-19:00 (UTC +2:00 = CEST), online talk
Anne MacKay (Université du Québec à Montréal) https://professeurs.uqam.ca/professeur/mackay.anne/ "Fee structure and optimal investment mix in variable annuities"
For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scien...
======================================================================== 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 ------------------------------------------------------------------------