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Vienna Seminar in Mathematical Finance and Probability
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Thu., 1.12.2022, between 15:00 and 18:00 CET, exact times t.b.a., seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section,
7th floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Andreas Celary (WU Vienna)
"Regime-switching affine term structures"
Nurtai Meimanjan (WU Vienna)
t.b.a.
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mon., 28.11.2022, 16:30-17:30 CET, livestream access available
Christa Cuchiero (University of Vienna)
"Universal approximation of path space functionals"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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One World Actuarial Research Seminar
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Wed., 30.11.2022, 17:00 CET, online talk
Brian Hartman (Brigham Young University, USA)
"A Multivariate Spatiotemporal Model for County-Level Mortality Data in the
Contiguous United States"
For further details see
https://owars.info/
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 2.12.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Marc-Oliver Pohle (Faculty of Economics and Business, Goethe University Frankfurt)
"Generalised Covariances and Correlations"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also:
https://mathseminars.org/ and
https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00,
https://time.is/en/CET
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