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 4:45pm - 7:00pm. More detailed information is available on the webpage of the VPS.

(Not So) Informal Probablity Seminar

This seminar is organised by Alexander Glazman and takes place Wednesdays at 2pm. Because of its informal nature, NSIS tends to last a bit longer.

For more info please visit the NSIS webpage.



Our other events

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.



Past Events

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

Budapest-Vienna Propbability Seminar
6 March 2020, 22 September 2020, 30 September 2021, Rényi Institute Budapest

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