Prof Uwe Schmock from Vienna University of Technology: Lectures and seminars
Register for the event and to see the complete program on this link.
Professor Uwe Schmock will also present an ASBA seminar “Testing for Stochastic Dependence” on 18 January from 2 pm to 3 pm at Macquarie University Business School room 4ER-723-Executive Meeting Room.
A mini-course for HDR titled "Selected Results of Stochastic Analysis for Financial and Actuarial Mathematics" will be held on the 25th of January from 10 am to 4 pm in the Finance Decision Lab, Macquarie University (4 Eastern Rd, North Ryde). RSVP for catering purposes on this link.
And also in zoom https://macquarie.zoom.us/j/81858954862
Prof. Uwe Schmock bio
Since 2003 Dr. Uwe Schmock is full professor at the Vienna University of Technology (TU Wien) in Austria, heading the research area for risk management in financial and actuarial mathematics. TU Wien is currently the only institution in Austria offering all the courses to become a fully qualified actuary. He is also serving as vice president of the Actuarial Association of Austria and as chairman of its educational committee for more than a decade.
After his PhD at TU Berlin, he spent 13 years at the University and the ETH Zürich in various positions. As Research Director of the Swiss RiskLab at ETH Zürich, he worked with his team on projects together with the two major Swiss banks (Credit Suisse, UBS) and with Swiss Re. As Director he built up the program for the Master of Advanced Studies in Finance, offered jointly by the University and ETH Zürich ever since.
At TU Wien, he attracted funding from the Austrian Central Bank, the European Science Foundation, the Austrian Science Foundation, the Vienna Science and Technology Fund, the Anniversary Fonds of the Austrian Central Bank, etc. His major project was the Christian Doppler Laboratory for Portfolio Risk Management, which he was running as director for 8 years. The laboratory was cooperating with industry partners (Bank Austria, Austrian Federal Financing Agency, Austrian Control Bank, and a consulting company), working on basic as well as applied research.
Dr. Schmock is committed to teaching. Besides his usual teaching obligations, he taught three summer courses for international students in Italy, had several teaching assignments at the University of Basle (Switzerland), the University of Strasbourg (France) and holds a Guest Professorship at the University of Salzburg (Austria) with regular teaching assignments. So far he supervised 11 PhD students.