------------------------------------------------------------------------ FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics ------------------------------------------------------------------------
Tu., 17.03.2015, 16:30, lecture hall "GM 4 Knoller Hörsaal" TU Wien, 1060, Getreidemarkt 9, building BD, 2nd floor
Jonas Hirz (FAM @ TU Wien) "Ein Modell zur Risikoaggregation in Pensions- und Lebensversicherungsportfolios" (Lecture Series in Financial and Actuarial Mathematics / Vortragsreihe in Finanz- und Versicherungsmathematik)
For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/
For finding the lecture hall "GM 4 Knoller Hörsaal" see: https://fam.tuwien.ac.at/gif/GM4_Knoller_Hoersaal.pdf
------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------
Th., 19.03.2015, 16:30, seminar room 101C TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Giacomo Scandolo (University of Florence, IT) https://sites.google.com/site/giacomoscandolo/ "Assessing financial model risk and an application to electricity prices" (Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/
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Th., 19.03.2015, 17:30 (!), seminar room 101C TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Jorge P. Zubelli (IMPA, Rio de Janeiro, Brazil) http://w3.impa.br/~zubelli/ "Multiscale Models of Commodities and Derivatives on Futures" (Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------ ------------------------------------------------------------------------ Pre-Announcement for June ------------------------------------------------------------------------
We., 10.06.2015, 15:30-18:30, WU Executive Academy
"Quantitative Risk Management Workshop and Book Launch"
Talks by Alexander J. McNeil & Paul Embrechts (Titles & abstracts tba.) Presentation by Rüdiger Frey
Details & registration: http://www.wu.ac.at/statmath/detail-statmath/news/detail/News/quantitative-r...
Details of the book:
Alexander J. McNeil, Rüdiger Frey and Paul Embrechts "Quantitative Risk Management: Concepts, Techniques, and Tools" _Revised Edition:_ Hardcover, 648 pp. | May 2015 | ISBN: 9780691166278 | eBook | ISBN: 9781400866281 | http://press.princeton.edu/titles/10496.html
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