[FAM-news] reminder for upcoming events/conferences

Sandra Trenovatz sandra at fam.tuwien.ac.at
Fri Jul 22 03:12:05 CEST 2016


Vienna is a beautiful city with a lot of attractions.
We would like to draw your attention to some of them.


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HFT 2016
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High Frequency Trading - Curse or Blessing?

September 22-23, 2016
University of Vienna, Austria

http://hft2016.univie.ac.at/

Confirmed speakers:
    Torben G. Anderson (Northwestern University)
    Jean-Philippe Bouchaud (CFM, Paris)
    Jonathan Brogaard (University of Washington)
    Rama Cont (Imperial College London)
    Thierry Foucault (HEC Paris)
    Frank Hatheway (NASDAQ)
    Terrence Hendershott (UC Berkely)
    Andrei Kirilenko (Imperial College London)
    Pete Kyle (University of Maryland)
    Albert Menkveld (VU Amsterdam)
    Mark Podolskij (Aarhus University)
    Philip Protter (Columbia University)
    Chris Rogers (University of Cambridge)
    Mathieu Rosenbaum (University Paris 6)

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SOfA 2016
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Set-Optimization for Applications

Third International Conference on Set-Valued Variational Analysis and 
Set Optimization with Applications in Economics, Finance, Statistics and 
Game Theory

September 19-23, 2016
WU Wien, Vienna, Austria

http://sofa2016.wu.ac.at/

Keynote speakers:
    Efe Ok, New York University, USA
    Matteo Rocca, University of Insubria, Italy

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VCMF 2016
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Vienna Congress on Mathematical Finance
and VCMF Educational Workshop

September 12-16, 2016
WU Wien, Vienna, Austria

https://fam.tuwien.ac.at/vcmf2016/


Organized by:
    WU Wien - Vienna University of Economics and Business
    TU Wien - Vienna University of Technology
    University of Vienna


Special thanks go to the sponsors of VCMF 2016:

    Gold Sponsors:
       Deloitte
       Erste Group Bank AG
       KPMG Austria
       Raiffeisen Bank International AG (RBI)

    Silver Sponsor:
       d-fine Austria GmbH
       Raiffeisen Capital Management (RCM)


Plenary Speakers...

... at the Congress:

    Freddy Delbaen (ETH Zurich, CH)
    Hans Föllmer (Humboldt-Universität zu Berlin, DE)
    Peter Friz (Technische Universität Berlin, DE)
    Emmanuel Gobet (École Polytechnique, FR)
    Mathieu Rosenbaum (École Polytechnique & UPMC, FR)
    Josef Teichmann (ETH Zurich, CH)
    Almut Veraart (Imperial College London, UK)

... at the Educational Workshop:

    Nicole Bäuerle (Karlsruhe Institute of Technology, DE)
    Alexander McNeil (Heriot-Watt University, UK)
    Johannes Muhle-Karbe (University of Michigan, US)
    Peter Tankov (Université Paris-Diderot (Paris 7), FR)

Invited Speakers at the Congress:

    Elisa Alos (Universitat Pompeu Fabra Barcelona, ES)
    Christian Bayer (WIAS, DE)
    Agostino Capponi (Columbia University, US)
    Patrick Cheridito (ETH Zurich, CH)
    Ulrich Horst (Humboldt-Universität zu Berlin, DE)
    Jan Kallsen (Christian-Albrechts-Universität zu Kiel, DE)
    Rüdiger Kiesel (Universität Duisburg-Essen, DE)
    Dörte Kreher (Humboldt-Universität zu Berlin, DE)
    Antonis Papapantoleon (TU Berlin, DE)
    Philipp Schönbucher (Financialytic GmbH, DE)
    Jorge P. Zubelli (IMPA, BR)


On the first day of the congress there will be a panel discussion::

    "Role of mathematical models in financial risk management
     and regulation (broadly defined)"

Panellists are representatives from the regulators, the industry and the 
academic world:

  - Gabriela de Raaij
    Oesterreichische Nationalbank (OeNB)
  - Thomas Steiner
    Austrian Treasury (OeBFA)
  - Johann Strobl
    Raiffeisen Bank International AG (RBI)
  - Josef Teichmann
    Full Professor of Financial Mathematics, ETH Zürich

Moderator:

  - Walter Schachermayer
    Senior fellow at the Institute for Theoretical Studies, ETH Zürich,
    Full Professor of Mathematics, University of Vienna

For further details see the program:
https://fam.tuwien.ac.at/vcmf2016/program.php

Submission of Poster Presentations is still possible:
    https://fam.tuwien.ac.at/vcmf2016/registration.php

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-- 

  FAM-office:
  Sandra Trenovatz <fam at fam.tuwien.ac.at>
  Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/
  TU Wien, Wiedner Hauptstrasse 8/105-1, 1040 Vienna, Austria
  (DVR: 0005886)



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