| Tuesday, April 19, 2016 |
11:45am |
12:45pm |
Systemic Risk and Financial Network Models |
Zachary Feinstein, Washington University in St. Louis |
Hill 705 |
| Tuesday, April 12, 2016 |
11:45am |
12:45pm |
Stabilization by noise of a C2-valued coupled system |
Fan Ny Shum, University of Connecticut |
Hill 705 |
| Tuesday, April 05, 2016 |
11:45am |
12:45pm |
A Gaussian Markov alternative to fractional Brownian motion |
Mackenzie Wildman, Lehigh University |
Hill 705 |
| Tuesday, March 29, 2016 |
11:45am |
12:45pm |
Moments and geometric ergodicity for diffusions with random switching |
Xin Tong, Courant |
Hill 705 |
| Tuesday, March 22, 2016 |
11:45am |
12:45pm |
Robust Hedging under Portfolio Constraints |
Arash Fahim, Florida State University |
Hill 705 |
| Tuesday, March 01, 2016 |
11:45am |
12:45pm |
Convergence and Convergence Rates for Approximating Ergodic Means |
Hongwei Mei, Wayne State University |
Hill 705 |
| Tuesday, February 02, 2016 |
12:00pm |
01:00pm |
Integral Representation of Martingales in Mathematical Finance |
Daniel Schwarz, Carnegie Mellon University |
Hill 705 |
| Friday, January 29, 2016 |
12:00pm |
01:00pm |
Stability of Utility Maximization in Nonequivalent Markets |
Kim Weston, Carnegie Mellon University |
Hill 705 |
| Tuesday, January 26, 2016 |
12:00pm |
01:00pm |
Time-Consistent Stopping |
Yu-Jui Huang, Dublin City University |
Hill 705 |
| Tuesday, January 26, 2016 |
11:45am |
12:45pm |
Speaker: Olympia Hadjiliadis, Brooklyn College and Graduate Center, CUNY |
Olympia Hadjiliadis, Brooklyn College and Graduate Center, CUNY |
Hill 705 |
| Saturday, January 23, 2016 |
02:00pm |
03:00pm |
Imagine Software: Will You Be Part of Our Growth? |
Event eligible for seminar credit (see event details for information). |
Room 116 Hill Center |
| Tuesday, December 01, 2015 |
11:45am |
12:45pm |
Arbitrage-Free Pricing of XVA |
Stephan Sturm, Worcester Polytechnique Institute |
Hill 705 |
| Tuesday, November 24, 2015 |
11:45am |
12:45pm |
Optimal Investment/Consumption with Liquid and Illiquid Assets |
Jin Hyuk Choi, UT Autin |
|
| Tuesday, November 17, 2015 |
11:45am |
12:45pm |
An $alpha$-Stable Limit Theorem Under Sublinear Expectation |
Alexander Munk, U Michigan |
Hill 705 |
| Tuesday, November 10, 2015 |
11:45am |
12:45pm |
Stochastic time stochastic processes |
Michael Carlisle, Baruch College, CUNY |
Hill 705 |
| Wednesday, November 04, 2015 |
08:00am |
05:00pm |
Wiener-Hopf Factorization for Levy Processes with Meromorphic Characteristic Exponent |
Alexey Kuznetsov, York University |
Hill 705 |
| Tuesday, November 03, 2015 |
11:45am |
12:45pm |
Stability of Utility Maximization in Nonequivalent Markets |
Kim Weston, Carnegie Mellon University |
Hill 705 |
| Friday, October 30, 2015 |
11:45am |
12:45pm |
Systemic risk measures and their dual representations |
Cagin Ararat, Bilkent University |
Hill 705 |
| Tuesday, October 20, 2015 |
11:45am |
12:45pm |
On path-dependent PDEs. |
Christian Keller, U Michigan |
Hill 705 |
| Tuesday, October 13, 2015 |
11:45am |
12:45pm |
A class of globally solvable systems of BSDE |
Gordan Zitkovic, UT Austin |
Hill 525 |
