Mathematical Finance and Probability Theory Group

Faculty

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

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

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

CXLD due to COVID-19 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

 

CXLD due to COVID-19 BIRS Workshop 20w5229: Stochastic Mass Transport

22 - 27 March 2020, Banff International Research Station, CA

 

6 March 2020, Rényi Institute Budapest

 

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