Events

Date Event Title Category Location
Friday, October 16, 2020 5th Eastern Conference on Mathematical Finance Mathematical Finance and Probability Seminars Academic Building, Room 2400, 15 Seminary Pl, New Brunswick, NJ 08901
Tuesday, April 14, 2020 CANCELLED !! Mathematical Finance and Probability Seminars Hill Center 425
Tuesday, April 07, 2020 CANCELLED !! Mathematical Finance and Probability Seminars Hill Center 425
Friday, April 03, 2020 CANCELLED !! Mathematical Finance and Probability Seminars Rutgers University, New Brunswick
Tuesday, March 31, 2020 CANCELLED !! Mathematical Finance and Probability Seminars Hill Center 425
Tuesday, March 24, 2020 CANCELLED !! Mathematical Finance and Probability Seminars Hill Center 425
Tuesday, March 10, 2020 PDE Uniqueness for Diffusive Strict Local Martingales Mathematical Finance and Probability Seminars Hill Center 425
Tuesday, November 19, 2019 Resolving Asset Pricing Puzzles with Price Impact Mathematical Finance and Probability Seminars Hill 425
Tuesday, November 12, 2019 Deep Fictitious Play for Stochastic Differential Games Mathematical Finance and Probability Seminars Hill 425
Tuesday, October 08, 2019 Inverting the Markovian projection, with an application to local stochastic volatility models Mathematical Finance and Probability Seminars Hill 425
Tuesday, October 01, 2019 Viscosity solutions for controlled McKean–Vlasov jump-diffusions Mathematical Finance and Probability Seminars Hill 425
Tuesday, September 24, 2019 Optimal Bookmaking Mathematical Finance and Probability Seminars Hill 425
Tuesday, April 23, 2019 Pricing Debt in Interbank Networks with Comonotonic Endowments Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 09, 2019 FBSDEs with discontinuous coefficients Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 02, 2019 Yule’s “Nonsense Correlation” Solved! Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 26, 2019 The Dyson Game Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 12, 2019 Equilibrium Model of Limit Order Book and Optimal Execution Problem Mathematical Finance and Probability Seminars Hill 705
Tuesday, February 19, 2019 Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential Mathematical Finance and Probability Seminars Hill 705
Tuesday, November 27, 2018 Optimal investment with transient price impact Mathematical Finance and Probability Seminars Hill 705
Tuesday, October 23, 2018 Sharing Profits in the Sharing Economy Mathematical Finance and Probability Seminars Hill 705