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

Date Start End Event Title Speaker Location
Tuesday, December 02, 2014 01:40pm 02:40pm Optimal mixing by incompressible flows Anna Mazzucato, Penn State University Hill 705
Tuesday, November 18, 2014 11:45am 12:45pm Burgers equation with random forcing Yurki Bahktin, NYU Hill 705
Friday, November 14, 2014 11:45am 12:45pm Harnack inequalities for degenerate diffusions Camelia Pop, University of Pennsylvania Hill 425
Tuesday, November 11, 2014 11:45am 12:45pm Understanding Mortgage Spreads Nina Boyarchenko, Federal Reserve Bank of New York Hill 705
Tuesday, November 04, 2014 11:45am 12:45pm Power Utility Maximization in Hidden Regime-Switching Markets with Default Risk Jose Figueroa-Lopez, Purdue University Hill 705
Tuesday, October 28, 2014 11:45am 12:45pm Variational formula for the time-constant of first-passage percolation Arjun Krishnan, Fields Institute, University of Toronto Hill 705
Tuesday, October 21, 2014 11:45am 12:45pm Dispersed information in FX trading - a martingale representation Victoria Halstensen, European University Institute Hill 705
Tuesday, October 14, 2014 11:45am 12:45pm Do stochastic PDE hit points and have multiple points in the critical dimension? Carl Mueller, Rochester University Hill 705
Tuesday, October 07, 2014 11:45am 12:45pm A general characterization of the mean field limit for stochastic differential games Daniel Lacker, Princeton University Hill 705
Tuesday, September 30, 2014 11:45am 12:45pm BSDEs, BSEs, and Fixed Points Kihun Nam, Rutgers University Hill 705
Tuesday, September 23, 2014 11:25am 12:25pm Excited random walks, or the "cookie" phenomenon Elena Kosygina, CUNY Hill 705
Wednesday, September 17, 2014 02:00pm 03:00pm How to Nail the Interview Renai Ellison, Mathematics Hill 705
Tuesday, September 16, 2014 11:45am 12:45pm Deterministic walks in random environments and excited random environments Ivan Matic, CUNY Hill 705
Tuesday, September 09, 2014 11:45am 12:45pm Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement Bo Zhang, IBM Research Center Hill 705
Wednesday, September 03, 2014 02:00pm 04:00pm Meet the Headhunter Dinka Krstulovich Hill 705
Friday, April 25, 2014 12:00pm 01:00pm On Strong Monte Carlo Couplings and Rough Differential Equations Jose Blanchet, Columbia University Hill 525
Tuesday, April 22, 2014 11:20am 12:20pm Unique Ergodicity for Fractionally Dissipated, Stochastically Forced 2D Euler Equations Vlad Vicol, Princeton University Hill 705
Tuesday, April 15, 2014 11:20am 12:20pm On the normalized p-laplacian evolution Agnid Banerjee, Purdue University Hill 705
Friday, April 11, 2014 12:00pm 01:00pm The Exponential Formula for the Wasserstein Metric Katy Craig, Rutgers University Hill 705
Tuesday, April 08, 2014 11:20am 12:20pm Madalena Czubak, Binghampton University Madalena Czubak, Binghamton University Hill 705