[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Fri Aug 30 09:06:37 CEST 2019


------------------------------------------------------------------------
FAM @ TU Wien: Rough Workshop 2019
------------------------------------------------------------------------

Wed-Fri, 04-06.09.2019, Zeichensaal 3 (Freihaus, 7th fl., green section)
FAM @ TU Wien, Wiedner Hauptstra├če 8-10, 1040 Wien

*Workshop "Rough volatility: regularity structures and deep learning"*

Wed, 15:00-16:30 & Thu, 9:15-10:45

    Peter Friz (TU Berlin)
    "Rough paths, rough volatility, regularity structures"

Thu, 11:00-12:30 & Fri, 10:00-11:30

    Christian Bayer (WIAS Berlin)
    "Calibration of rough volatility models by deep learning"

For further details (including abstracts) see
https://fam.tuwien.ac.at/rough2019/

------------------------------------------------------------------------
Wolfgang Pauli Institute: High-Dimensional Stochastics
------------------------------------------------------------------------

Th., 05.09.2019, 14:00-17:00, Seminar Room 08.135,
WPI, 1090 Wien, Oscar-Morgenstern Platz 1, 8th floor

*"An afternoon of high-dimensional stochastics"*

Speakers:
  - Sara Svaluto-Ferro (Wien)
  - Christa Cuchiero (Wien)
  - Nils Detering (Santa Barbara, California)
  - Paul Eisenberg (Liverpool)
  - Asma Khedher (Amsterdam)

For further details see:
https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/an-afternoon-of-high-dimensional-stochastics.html

------------------------------------------------------------------------




More information about the FAM-news mailing list