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Events

Date Event Title Category Location
Tuesday, November 14, 2017 To Be Announced Mathematical Finance and Probability Seminars Hill 705
Tuesday, November 07, 2017 To Be Announced 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
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

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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