Mathematical Finance and Probability Theory Group
Faculty
- Mathias Beiglböck - Univ.-Prof.
- Nathanael Berestycki - Univ.-Prof.
- Marcin Lis - Ass.-Prof. (non TT)
- Walter Schachermayer - o.Univ.-Prof. (em.)
Members
- Daniel Bartl - PostDoc
- Antoine Jego - PhD Student
- Johanna Michor - PostDoc, habil.
- Sara Papariello-Svaluto-Ferro - PostDoc (maternity leave)
- Annemarie Grass - PhD Student
- Stefan Rigger - PhD Student
- Daniel Toneian - PhD Student
- Bertram Tschiderer - PhD Student
- Lucas Teyssier - PhD Student
Our seminars
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". Precise location is available from the webpage of the VSMFP.
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 4:30pm - 6:30pm.
More detailed information is available on the webpage of the VPS.
Our other events
6 March 2020, Rényi Institute Budapest
BIRS Workshop 20w5229: Stochastic Mass Transport
22 - 27 March 2020, Banff International Research Station, CA
BIRS Workshop 20w5062: Stochastic Analysis, Mathematical Finance and Economics
24 - 29 May 2020, Banff International Research Station, CA
Advances in Mathematical Finance and Optimal Transport
22 - 26 June 2020, Centro di Ricerca Matematica Ennio De Giorgi, Pisa
Organised by Beatrice Acciaio (LSE), Mathias Beiglböck (UNIVIE), Christa Cuchiero (WU), Irene Klein (UNIVIE), Josef Teichmann (ETH)
More detailed information is available on the webpage of the CRM.
Past Events
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