Events of the Mathematical Finance and Probability Theory Group

 

Probabilistic Mass Transport - from Schrödinger to Stochastic Analysis, 9 -13 February 2026

More information on this ESI workshop will be available in due time.

 

Our Seminars

Vienna Seminar of Financial Mathematics and Probability

This seminar is jointly organised by

Talks during the winter semester are held at the University of Vienna, Oskar-Morgenstern-Platz 9 or Kolingasse 14-16, 1090 Wien. Talks during the summer semester are held at TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus".

Talks will take place around once a month from 3:30pm - 6:00pm approximately. Precise location is available from the webpage of the VSMFP.

Vienna Probability Seminar (VPS)

This seminar is jointly organised by

Talks will take place on Wednesday afternoons every two weeks from 3:45pm - 6:00pm. More detailed information is available on the webpage of the VPS.

This seminar is currently organised by Marcin Lis and was initiated by Alexander Glazman, formerly part of this research group, and takes place Thursdays at 2pm. Because of its informal nature, NSIS tends to last a bit longer.

For more information please visit the NSIS webpage.

Budapest-Vienna Probability Seminar

This series of events is jointly organised by the community of probabilists -- in a very wide sense -- of Vienna (IST, TUW, UW) and Budapest (BME, ELTE, RI). The informal group of organisers consists (right now) of:

The events are held quasi-regularly, with one or two meetings per semester, consisting of three 50 minutes lectures. The location of the events will alternate between the two cities Budapest and Vienna. All are welcome!

The next meeting will take place on October 10, 2025 in Vienna at ISTA. For more information please visit the seminar website.

Past Events

Optimal Transport for Complex Data

7-8 July 2025, Universität Wien

Organised by Daniel Bartl, Gudmund Pammer (TU Graz) und Stefan Schrott

Austrian Stochastics Days

8-9 September 2022, Universität Wien

Organised by Julio Backhoff, Daniel Bartl, Alexander Glazman, Marcin Lis (UNIVIE)

Advances in Mathematical Finance and Optimal Transport

27 - 30 June 2022, Centro di Ricerca Matematica Ennio De Giorgi, Pisa

Organised by Beatrice Acciaio (LSE), Mathias Beiglböck (UNIVIE), Christa Cuchiero (UNIVIE), Irene Klein (UNIVIE), Josef Teichmann (ETH)

More detailed information is available on the webpage of the CRM.

Schrödinger Problem and Mean-field PDE Systems: Computational and Theoretical Advances

15 - 19 November 2021, CIRM Centre International de Rencontres Mathématiques, Luminy

Organised by Julio Backhoff (UNIVIE), Guillaume Carlier (Université Paris-Dauphine), Giovanni Conforti (École Polytechnique), Ivan Gentil (Université Claude Bernard Lyon 1), Daniela Tonon (Université Paris-Dauphine)

CANCELLED due to COVID-19 BIRS Workshop 20w5062: Stochastic Analysis, Mathematical Finance and Economics

24 - 29 May 2020, Banff International Research Station, CA

CANCELLED due to COVID-19 BIRS Workshop 20w5229: Stochastic Mass Transport

22 - 27 March 2020, Banff International Research Station, CA

ESI Thematic Programme: Optimal Transport

15 April - 14 June 2019 at ESI, Boltzmann Lecture Hall, Boltzmanngasse 9, 1090 Wien

Organised by Mathias Beiglböck (UNIVIE), Alessio Figalli (ETH), Jan Maas (IST Austria), Robert McCann (University of Toronto), Justin Solomon (MIT)

More detailed information is available on the webpage of the ESI.

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