[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Fri Jun 5 17:13:11 CEST 2015


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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 08.06.2015, 17:00-18:00, ISOR-meeting room (6.511)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 6th floor

    Per Mykland (Univ. Chicago)
    http://galton.uchicago.edu/~mykland/
    "Assessment of Uncertainty in High Frequency Data:
    The Observed Asymptotic Variance"
    (ISOR Colloquium)

For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/

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Announcement of Public PhD Thesis Defense at TU Wien
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Tu., 09.06.2015, 9:00, seminar room 104
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green section, 5th floor

    Jonas Hirz (FAM @ TU Wien)
    "Advanced Conditional Risk Measurement and Risk Aggregation
    with Applications to Credit and Life Insurance"
    (Public PhD Thesis Defense)

For further details (including abstracts) see
https://fam.tuwien.ac.at/events/

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FAM @ TU Wien: Lecture Series in Financial and Actuarial Mathematics
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Tu., 09.06.2015, 16:30, seminar room 107,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section

    Pavel V. Shevchenko (CSIRO Australia)
    http://www.risk.net/static/pavel-shevchenko
    "Valuation of variable annuities with Guaranteed Minimum Withdrawal
    Benefit and capital protection options via stochastic control
    optimization"
    (Vortragsreihe in Finanz- und Versicherungsmathematik)

For further details (including abstracts) see
https://fam.tuwien.ac.at/vr/

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Book Launch & Workshop "Quantitative Risk Management", 10.6.2015, 15.30
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We., 10.06.2015, 15:30-18:30, WU, Executive Academy, Foyer
1020, Welthandelsplatz 1, WU Campus, building EA, ground floor

    Alexander J. McNeil (Heriot-Watt University, UK)
    http://www.macs.hw.ac.uk/~mcneil/
    "Backtesting Trading Book Models Using Estimates of VaR,
    Expected Shortfall and Realised p-Values"

    Paul Embrechts (ETH Zurich, CH)
    https://people.math.ethz.ch/~embrechts/
    "How to Model Operational Risk"

Find further details (incl. registration) under:
http://www.wu.ac.at/statmath/detail-statmath/news/detail/News/quantitative-risk-management-workshop-and-book-launch/

Executive Academy, Foyer:
http://gis.wu.ac.at/?roomShow=EA.0.024

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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 11.06.2015, 16:30, seminar room 101C
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section

    Pierre-Francois Rodriguez (ETH Zurich)
    https://people.math.ethz.ch/~rpierre/
    "On near-critical level set-percolation for the Gaussian free field"
    (Vienna Seminar in Mathematical Finance and Probability)

For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/

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