Mathematical Finance and Probability Theory Group

Faculty

Members

  • Tilmann Blümmel
  • Lingqi Gu
  • Rémi Peyre
  • Mathias Pohl
  • Alexander Ristig
  • Ludovic Tangpi
  • Anastasiia Zalashko

Vacancy

A PostDoc position is currently vacant in the research group of Professor Walter Schachermayer. For more information click here.

 

Seminars

Vienna Seminar of Financial Mathematics and Probability

This seminar is jointly organised by

Talks for the forthcoming summer semester will be held at TU Wien, seminar room DC rot 07, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, red section, 7th floor and start at 4:30pm.

 

Events

no events currently planned 

 

Past Events

 

Conference on High-Frequency Trading - Curse or Blessing?

22 - 23 September 2016 at SkyLounge, Oskar-Morgenstern-Platz 1, 1090 wien

Workshop "Mathematical Finance beyond Classical Models"

16 - 18 September 2015 at Semper Aula HG G 60 at Department of Mathematics at ETH Zürich, Switzerland

Sixth European Summer School in Financial Mathematics

26 - 30 August 2013, University of Vienna