Tuesday, March 24, 2020 
TBA 
Mathematical Finance and Probability Seminars 

Tuesday, November 19, 2019 
Resolving Asset Pricing Puzzles with Price Impact 
Mathematical Finance and Probability Seminars 
Hill 425 
Tuesday, November 05, 2019 
TBA 
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 jumpdiffusions 
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 onedimensional nonconvex viscous HamiltonJacobi 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 
Tuesday, October 09, 2018 
An algorithmic approach to the optimal execution problem in finance 
Mathematical Finance and Probability Seminars 
Hill 705 
Tuesday, September 25, 2018 
Optimal portfolio allocations in a heterogeneous banking system 
Mathematical Finance and Probability Seminars 
Hill 705 
Tuesday, April 24, 2018 
Exit problems near hyperbolic equilibria and noisy heteroclinic networks 
Mathematical Finance and Probability Seminars 
Hill 705 
Tuesday, April 17, 2018 
Optimal Portfolio under Fractional Stochastic Environment 
Mathematical Finance and Probability Seminars 
Hill 705 
Tuesday, April 10, 2018 
Diffusion Transformations, BlackScholes Equation and Optimal Stopping 
Mathematical Finance and Probability Seminars 
Hill 705 
Tuesday, March 27, 2018 
Logoptimal portfolios with memory effect 
Mathematical Finance and Probability Seminars 
Hill 705 