------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 18.11.2021 lecture hall 14, Oskar-Morgenstern-Platz 1, 2nd floor 16:45-17:30 (UTC+1 = CET) Gabriela Kováĉova (WU Vienna) "Time consistency of mean-risk problem and a set-valued Bellman's principle" 17:30-18:15 (UTC+1 = CET) Stefan Rigger (University of Vienna) "Optimal bailout strategies and the drift-controlled probabilistic supercooled Stefan problem" For further details see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 17.11.2021, 13:00 (UTC +1:00 = CET), online talk Anna Aksamit (The University of Sydney) "Generalized BSDEs with random time horizon in a progressively enlarged filtration" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 18.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Sergio Pulido (ENSIIE) "American Options in the Rough Heston Model" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ Th., 18.11.2021, 15:00-15:45 (UTC +1:00 = CET), online talk Ivan Nourdin (University of Luxembourg) "The Breuer-Major theorem: old and new" For further details see https://www.owprobability.org/one-world-probability-seminar ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------