[FAM-news] reminder for upcoming seminars and talks

FAM-Office (Franziska Wohlmuth) secr at fam.tuwien.ac.at
Fri Nov 12 14:07:53 CET 2021


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Vienna Seminar in Mathematical Finance and Probability
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Th., 18.11.2021
lecture hall 14, Oskar-Morgenstern-Platz 1, 2nd floor


16:45-17:30 (UTC+1 = CET)

Gabriela Kováĉova (WU Vienna)
"Time consistency of mean-risk problem and a set-valued Bellman's 
principle"


17:30-18:15 (UTC+1 = CET)

Stefan Rigger (University of Vienna)
"Optimal bailout strategies and the drift-controlled probabilistic 
supercooled Stefan problem"

For further details see
https://fam.tuwien.ac.at/vs-mfp/

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Online seminars on Optimal Stopping and Related Topics
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We., 17.11.2021, 13:00 (UTC +1:00 = CET), online talk

Anna Aksamit (The University of Sydney)
"Generalized BSDEs with random time horizon in a progressively enlarged 
filtration"

For further details see
https://sites.google.com/view/optimalstopping/home

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Talks in Financial and Insurance Mathematics
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Th., 18.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk

Sergio Pulido (ENSIIE)
"American Options in the Rough Heston Model"

For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html

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One World Probability Seminar
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Th., 18.11.2021, 15:00-15:45 (UTC +1:00 = CET), online talk

Ivan Nourdin (University of Luxembourg)
"The Breuer-Major theorem: old and new"

For further details see
https://www.owprobability.org/one-world-probability-seminar

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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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