Mathematical Finance and Probability Theory Group

Faculty

• Julio Backhoff
• Mathias Beiglböck
• Nathanaël Berestycki
• Christa Cuchiero
• Antoine Jego
• Marcin Lis
• Johanna Michor
• Walter Schachermayer
• Mo Dick Wong

Members

• Daniel Bartl
• Manuel Eder
• Sara Svaluto-Ferro
• Annemarie Grass
• Stefan Rigger

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, IST Austria
• 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