Presentation of current research topics in mathematical finance and probability.
Arbitrage theory, incomplete financial markets, utility maximization, market imperfections, credit and interest rate risk, various other current research topics.
Research Seminar:This is primarily a research seminar for the presentation of scientific work of guests, employees and PhD students. Listeners are always welcome.Announcement:Talks are announced on the webpage of the Vienna Seminar in Mathematical Finance and Probability: https://fam.tuwien.ac.at/vs-mfp/ (joint seminar of UniVie, WU Wien and TU Wien), and through the FAM-news mailinglist (https://fam.tuwien.ac.at/mailman/listinfo/fam-news).
Master students:For presentations of students at the end of their masters study the following seminars are intended:105.029 AKFVM Ausgewählte Kapitel der Finanz- und Versicherungsmathematik (Sommersemester, SE, 2.0 h, 3.0 ECTS)105.051 AKFVM Versicherungs- und Finanzmathematik (Wintersemester, SE, 2.0 h, 3.0 ECTS)
(PhD-)Students who want a grade for the seminar should contact one of the lecturers directly to fix a topic. The student then has to present a seminar talk about his/her own scientific results and attend the other talks of the semester.
Nicht erforderlich
