[FAM-news] reminder for upcoming seminars and talks

FAM-office (Franziska Wohlmuth) secr at fam.tuwien.ac.at
Fri Jun 3 14:23:10 CEST 2022


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Uni Wien & IST Austria: Vienna Probability Seminar
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Th., 8.6.2022, 17:45 - 19:00 (UTC +2:00 = CEST), IST Austria,
Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)

Michaela Szölgyenyi (University of Klagenfurt)
"Stochastic differential equations with irregular coefficients: mind the 
gap!"

For further details see
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/vienna-probability-seminar/

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Vienna Seminar in Mathematical Finance and Probability
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Th., 9.6.2022, 15:10-17:45 (UTC +2:00 = CEST), seminar room DB gelb 10
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor

Zachary Feinstein (Stevens Institute of Technology, USA)
"Deep learning the efficient frontier of convex vector optimization 
problems with applications to finance"

Sonja Cox (University of Amsterdam, NL)
"Simulation of a diffusion first-passage time via a Fokker-Planck equation"

Asma Kheder (University of Amsterdam, NL)
"Utility maximisation and change of variable formulas for time-changed 
dynamics"

Leonie Brinker (University of Cologne, DE)
"Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls"

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

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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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