------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 1.3.2022, 12:00 (UTC +1:00 = CET), online talk Anna Aksamit (University of Sydney) "Information modelling: new type of filtration enlargement and applications" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 3.3.2022, 17:15-​18:15 (UTC +1:00 = CET), online talk Thorsten Schmidt (University of Freiburg) "Term Structure Modelling with Overnight Rates Beyond Stochastic Continuity" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 4.3.2022, 11:00-12:30 (UTC +1:00 = CET), on-campus talk: room TC.4.05 & stream Paul Eisenberg (WU Wien) "Affine Models for Energy Markets" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 4.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk Mitja Stadje (Ulm University) "Optimal portfolio choice under endogenous permanent market impacts" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------