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 |

Tuesday, December 13, 2016 |
Risk-Averse Control of Markov Systems |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, December 06, 2016 |
Managing counterparty credit risk via backward SDEs |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, November 15, 2016 |
Metastable behavior of non-reversible dynamics. |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, November 08, 2016 |
Mean Field Games for Strategic Servers |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, November 01, 2016 |
Estimating Asset Pricing Factors from Large-Dimensional Panel Data |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 25, 2016 |
Persistence of Gaussian Stationary Processes |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 18, 2016 |
ENDOGENOUS FORMATION OF LIMIT ORDER BOOKS: DYNAMICS BETWEEN TRADES |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 11, 2016 |
Variational approximations for exponential random graph models |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 04, 2016 |
Stochastic PDE with U(1) gauge symmetry |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, September 27, 2016 |
Strategic trading with regulatory constraints |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, September 13, 2016 |
Path differentiability of BSDE driven by a continuous martingale. |
Mathematical Finance and Probability Seminars |
Hill 705 |