Mathematical Finance and Probability Theory Group
Faculty
- Julio Backhoff - Ass.-Prof. (non TT)
- Mathias Beiglböck - Univ.-Prof.
- Nathanael Berestycki - Univ.-Prof.
- Christa Cuchiero - Ass.-Prof. habil. (non TT)
- Martin Huesmann - Ass.-Prof. (TT)
- Marcin Lis - Ass.-Prof. (non TT)
- Walter Schachermayer - o.Univ.-Prof. (em.)
Members
- Daniel Bartl - PhD Student
- Manuel Eder - PhD Student
- Antoine Jego - PhD Student
- Johanna Michor - PostDoc, habil.
- Sara Svaluto-Ferro - PostDoc
- Annemarie Grass - PhD Student
- Stefan Rigger - PhD Student
- Mo Dick Wong - PhD Student
Seminars and other events
Vienna Seminar of Financial Mathematics and Probability
This seminar is jointly organised by
- Institute for Statistics and Mathematics, Vienna University of Economics and Business,
- Financial and Actuarial Mathematics Research Group, Vienna University of Technology,
- Mathematical Stochastics, Vienna University of Technology,
- Stochastics and Financial Mathematics, University of Vienna.
Talks during the winter semester are held at the University of Vienna, Oskar-Morgenstern-Platz 9, 1090 Wien.
Talks during the summer semester are held at TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, red section, 7th Floor, seminar room DC rot 07.
Talks start at 4:30pm and last until 6pm approximately.
Vienna Probability Seminar (VPS)
This seminar is jointly organised by
- Mathias Beiglböck and Nathanael Berestycki, Faculty of Mathematics, University of Vienna,
- Laszlo Erdös, and Jan Maas, IST Austria
Talks will take place on Tuesday afternoons every two weeks from 3:30pm - 6pm.
More detailed information is available on the webpage of the VPS.
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