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Stochastics and Finance (2018/2019)

Organizers: Christa Cuchiero (U. Wien), PF Fred Espen Benth (U. Oslo), Nikolas Hautsch (WPI c/o U. Wien), PF Valery Kholodnyi (Verbund), Josef Teichmann (WPI c/o ETH Zürich), OTPF Almut Veraart (IC London)

Events

Vienna Congress on Mathematical Finance - VCMF 2019 (external website )

Location: WU Vienna - Vienna University of Economics and Business Welthandelsplatz 1, 1020 Vienna
Time: 9. Sep 2019 (Mon) - 13. Sep 2019 (Fri); Opening: 8:00
Organisation(s)
WPI
U. Wien
TU Wien
WU Wien
Organiser(s)
Mathias Beiglböck (U. Wien)
Rüdiger Frey (WU Wien)
Stefan Gerhold (TU Wien)
Friedrich Hubalek (TU Wien)
Irene Klein (U. Wien)
Thorsten Rheinländer (TU Wien)
Birgit Rudloff (WU Wien)
Walter Schachermayer (WPI c/o U. Wien)
Uwe Schmock (TU Wien)

Stochastic Finance Workshop (external website )

Location: Wien/Salzburg
Time: 30. Jun 2018 (Sat) - 5. Jul 2018 (Thu); Opening: 9:00
Topics:
Rough volatility
Machine learning
Mean field games
Branching processes
Non-linear PDEs
Organisation(s)
WPI
U.Wien
U.Freiburg
ETH Zürich
Organiser(s)
Christa Cuchiero (U. Wien)
Irene Klein (U. Wien)
Thorsten Schmidt (U. Freiburg)
Josef Teichmann (WPI c/o ETH Zürich)

Talks in the framework of this thematic program... (by date) , (by name)

Pauli Fellows

Benth, Fred Espen 1. Jul 2018-30. Jun 2019 local address 
Kholodnyi, Valery 1. Jul 2018-30. Jun 2019 local address 

Olga Taussky Pauli Fellows

Veraart, Almut 1. Jul 2018-30. Jun 2019 local address 

Visitors

Bhalali, Khaled 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Birghila, Corina LOCAL 30. Jun 2018-5. Jul 2018 local address 
Cuchiero, Christa LOCAL 30. Jun 2018-5. Jul 2018 local address 
Escobar, Daniela LOCAL 30. Jun 2018-5. Jul 2018 local address 
Fadine, Tolulope 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Fontana, Claudio 30. Jun 2018-5. Jul 2018 local address 
Glau, Kathrin 30. Jun 2018-5. Jul 2018 local address 
Gonon, Lukas 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Gümbel, Sandrine 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Harms, Philipp 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Herrera, Calypso 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Jamneshan, Asgar 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Jentzen, Arnulf 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Kardaras, Kostas 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Khosrawi, Wahid 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Klein, Irene LOCAL 30. Jun 2018-5. Jul 2018 local address 
Liu, Chong 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Peyre, Remi 30. Jun 2018-5. Jul 2018 local address 
Pulido, Sergio 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Rainer, Catherine 30. Jun 2018-5. Jul 2018 local address 
Reppen, Max 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Rogers, Chris 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Schachermayer, Walter LOCAL 30. Jun 2018-5. Jul 2018 local address 
Schmidt, Thorsten 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Stefanik, Martin 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Svaluto Ferro, Sara LOCAL 30. Jun 2018-5. Jul 2018 local address 
Tangpi, Ludovic LOCAL 30. Jun 2018-5. Jul 2018 local address 
Teichmann, Josef 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Wutte, Hanna 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
Zeineddine, Raghid 100% Co-Funding 30. Jun 2018-5. Jul 2018 local address 
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