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Events

Date Event Title Category Location
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, Black-Scholes Equation and Optimal Stopping Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 27, 2018 Log-optimal portfolios with memory effect Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 20, 2018 Optimal Equilibria for Time-inconsistency -- the Stopping Case Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 06, 2018 Optimal Investment and Derivative Demand under Price Impact and is joint work with C. Spilioupoulos of Boston University and M. Anthropelos of University of Pireaus. Mathematical Finance and Probability Seminars Hill 705
Tuesday, January 16, 2018 Equilibrium Model of Limit Order Books and Optimal Execution Problems Mathematical Finance and Probability Seminars Hill 705
Tuesday, November 14, 2017 Robust Pricing and Hedging around the Globe Mathematical Finance and Probability Seminars Hill 705
Tuesday, November 07, 2017 Optimal Decisions in a Time Priority Queue Mathematical Finance and Probability Seminars Hill 705
Tuesday, October 24, 2017 A Mean Field Competition Mathematical Finance and Probability Seminars Hill 705
Tuesday, October 17, 2017 Portfolios generated by optimal transport Mathematical Finance and Probability Seminars Hill705
Tuesday, April 25, 2017 SENSITIVITY ANALYSIS OF THE UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO MODEL PERTURBATIONS Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 18, 2017 The Parametrix method for skew diffusions Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 11, 2017 Martingale optimal transport with stopping Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 04, 2017 Sensitivity analysis of long-term cash flows Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 28, 2017 Modeling wealth dynamics under central clearing Mathematical Finance and Probability Seminars Hill 705
Tuesday, February 28, 2017 Hedging with Uncertainty-Averse Preferences Mathematical Finance and Probability Seminars Hill 705
Tuesday, February 21, 2017 Transform Analysis for Markov Processes and its Applications in Finance Mathematical Finance and Probability Seminars Hill 705
Tuesday, February 07, 2017 Infinite sums of the geometric Brownian motion and generalizations Mathematical Finance and Probability Seminars Hill 705
Tuesday, January 24, 2017 An Interactive Agent-Based Model Mathematical Finance and Probability Seminars Hill 705

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HillCenter

Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8019

Email: finmath (at) rci.rutgers.edu
Phone: +1.848.445.3920
Fax: +1.732.445.5530