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, TU Vienna,
- Stochastics and Financial Mathematics, University of Vienna,
- Quantitative Risk Management and Mathematical Finance, University of Vienna.
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
- Mathias Beiglböck, Nathanael Berestycki and Emmanuel Schertzer, Faculty of Mathematics, University of Vienna,
- Laszlo Erdös and Jan Maas, ISTA
- Fabio Toninelli, TU Vienna
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:
- Mathias Beiglböck and Nathanaël Berestycki, University of Vienna
- László Erdős and Jan Maas, IST Austria
- Fabio Toninelli, TU Vienna
- Miklós Rásonyi, Gábor Pete and Bálint Tóth, Alfréd Rényi Institute of Mathematics, Budapest
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 4, 2024 in Vienna. For more information please visit the seminar website.
Past Events
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