Mathematical Finance and Probability Seminars (Since covid these events are taking place online.)

Date Start End Event Title Speaker Location
Saturday, October 16, 2021 5th Eastern Conference on Mathematical Finance TBD
Wednesday, December 16, 2020 02:30pm TBD Vladislav Gounas- EDHEC Business School

Wednesday, December 09, 2020 04:30pm TBD Kiseop Lee- Purdue University

Wednesday, December 02, 2020 04:30pm TBD Andrew Papanicolaou- NYU

Wednesday, November 11, 2020 04:30pm TBD Matheus Grasselli- McMaster University

Wednesday, October 07, 2020 04:30pm TBD Matteo Basei- Electricite de France, EDF, PARIS

Wednesday, September 30, 2020 04:30pm TBD Chen Xu Li- Renmin University of China

Tuesday, April 14, 2020 11:50am 12:50pm CANCELLED !! Yu Gu- Carnegie Mellon University Hill Center 425
Tuesday, April 07, 2020 CANCELLED !! Jetlir Duraj- Harvard University & Ludwig-Maximilian-University Hill Center 425
Friday, April 03, 2020 CANCELLED !! Rutgers University, New Brunswick
Tuesday, March 31, 2020 11:50am 12:50pm CANCELLED !! Andrew Papanicolaou (NYU) Hill Center 425
Tuesday, March 24, 2020 11:50am 12:50pm CANCELLED !! Kiseop Lee-Purdue University Hill Center 425
Tuesday, March 10, 2020 11:50am 12:50pm PDE Uniqueness for Diffusive Strict Local Martingales Kasper Larsen- Rutgers University Hill Center 425
Tuesday, November 19, 2019 11:50am 12:50pm Resolving Asset Pricing Puzzles with Price Impact Xiao Chen- Rutgers University Hill 425
Tuesday, November 12, 2019 11:50am 12:50pm Deep Fictitious Play for Stochastic Differential Games Ruimeng (Michelle) Hu, Columbia University Hill 425
Tuesday, October 08, 2019 11:55am 12:55pm Inverting the Markovian projection, with an application to local stochastic volatility models Dan Lacker - Columbia University Hill 425
Tuesday, October 01, 2019 11:50am 12:50pm Viscosity solutions for controlled McKean–Vlasov jump-diffusions Max Reppen - Princeton University Hill 425
Tuesday, September 24, 2019 11:50am 12:50pm Optimal Bookmaking Bin Zou - University of Connecticut Hill 425
Tuesday, April 23, 2019 11:50am 12:55pm Pricing Debt in Interbank Networks with Comonotonic Endowments Zachuary Feinstein - Washington University Hill 705
Tuesday, April 09, 2019 11:50am 12:55pm FBSDEs with discontinuous coefficients Ludovic Tangpi - Princeton University Hill 705