Events

Date Event Title Category Location
Tuesday, April 23, 2019 Pricing Debt in Interbank Networks with Comonotonic Endowments Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 09, 2019 FBSDEs with discontinuous coefficients Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 02, 2019 Yule’s “Nonsense Correlation” Solved! Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 26, 2019 The Dyson Game Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 12, 2019 Equilibrium Model of Limit Order Book and Optimal Execution Problem Mathematical Finance and Probability Seminars Hill 705
Tuesday, February 19, 2019 Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential Mathematical Finance and Probability Seminars Hill 705
Tuesday, November 27, 2018 Optimal investment with transient price impact Mathematical Finance and Probability Seminars Hill 705
Tuesday, October 23, 2018 Sharing Profits in the Sharing Economy Mathematical Finance and Probability Seminars Hill 705
Tuesday, October 09, 2018 An algorithmic approach to the optimal execution problem in finance Mathematical Finance and Probability Seminars Hill 705
Tuesday, September 25, 2018 Optimal portfolio allocations in a heterogeneous banking system Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 24, 2018 Exit problems near hyperbolic equilibria and noisy heteroclinic networks Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 17, 2018 Optimal Portfolio under Fractional Stochastic Environment Mathematical Finance and Probability Seminars Hill 705
Tuesday, April 10, 2018 Diffusion Transformations, Black-Scholes Equation and Optimal Stopping Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 27, 2018 Log-optimal portfolios with memory effect Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 20, 2018 Optimal Equilibria for Time-inconsistency -- the Stopping Case Mathematical Finance and Probability Seminars Hill 705
Tuesday, March 06, 2018 Optimal Investment and Derivative Demand under Price Impact and is joint work with C. Spilioupoulos of Boston University and M. Anthropelos of University of Pireaus. Mathematical Finance and Probability Seminars Hill 705
Tuesday, January 16, 2018 Equilibrium Model of Limit Order Books and Optimal Execution Problems Mathematical Finance and Probability Seminars Hill 705
Tuesday, November 14, 2017 Robust Pricing and Hedging around the Globe Mathematical Finance and Probability Seminars Hill 705
Tuesday, November 07, 2017 Optimal Decisions in a Time Priority Queue Mathematical Finance and Probability Seminars Hill 705
Tuesday, October 24, 2017 A Mean Field Competition Mathematical Finance and Probability Seminars Hill 705