[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Fri Jan 19 18:26:32 CET 2018


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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 22.01.2018, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor

   Jean-Michel Zakoian (CREST, Paris)
   http://www.crest.fr/ses.php?user=3078
   "Estimation risk for the VaR of portfolios driven
    by semi-parametric multivariate models"
   (ISOR Colloquium)

The seminar is preceded by tea and coffee with the speaker in the ISOR 
meeting room (6.511, 6th floor) at 16.15.

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

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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 25.01.2018, 16:30, seminar room SR11
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor

   Omar El-Euch (Univ. Pierre et Marie Curie - Paris 6)
   https://fr.linkedin.com/in/omar-el-euch-2a699746
   "Multi-factor approximation of rough volatility models"
   (Vienna Seminar in Mathematical Finance and Probability)

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

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