Mathematical Finance and Probability Theory Group

Faculty

Members

  • Daniel Bartl - PhD Student
  • Martin Brückerhoff-Plückelmann - PhD Student
  • Manuel Eder - PhD Student
  • Antoine Jego - PhD Student
  • Johanna Michor - PostDoc, habil.
  • Sara Papariello-Svaluto-Ferro - PostDoc
  • Annemarie Grass - PhD Student
  • Stefan Rigger - PhD Student
  • Mo Dick Wong - PhD Student

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, 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

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

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