| Saturday, October 16, 2021 |
|
|
5th Eastern Conference on Mathematical Finance |
https://sites.google.com/view/ecmf5/home?authuser=0 |
TBD |
| Wednesday, December 16, 2020 |
02:30pm |
|
TBD |
Vladislav Gounas- EDHEC Business School
|
Virtual |
| Wednesday, December 09, 2020 |
04:30pm |
|
TBD |
Kiseop Lee- Purdue University
|
Virtual |
| Wednesday, December 02, 2020 |
04:30pm |
|
TBD |
Andrew Papanicolaou- NYU
|
Virtual |
| Wednesday, November 11, 2020 |
04:30pm |
|
TBD |
Matheus Grasselli- McMaster University
|
Virtual |
| Wednesday, October 07, 2020 |
04:30pm |
|
TBD |
Matteo Basei- Electricite de France, EDF, PARIS
|
Virtual |
| Wednesday, September 30, 2020 |
04:30pm |
|
TBD |
Chen Xu Li- Renmin University of China
|
Virtual |
| Tuesday, April 14, 2020 |
11:50am |
12:50pm |
CANCELLED !! |
Yu Gu- Carnegie Mellon University |
Hill Center 425 |
| Tuesday, April 07, 2020 |
|
|
CANCELLED !! |
Jetlir Duraj- Harvard University & Ludwig-Maximilian-University |
Hill Center 425 |
| Friday, April 03, 2020 |
|
|
CANCELLED !! |
https://sites.google.com/view/broad-directions/home?authuser=0 |
Rutgers University, New Brunswick |
| Tuesday, March 31, 2020 |
11:50am |
12:50pm |
CANCELLED !! |
Andrew Papanicolaou (NYU) |
Hill Center 425 |
| Tuesday, March 24, 2020 |
11:50am |
12:50pm |
CANCELLED !! |
Kiseop Lee-Purdue University |
Hill Center 425 |
| Tuesday, March 10, 2020 |
11:50am |
12:50pm |
PDE Uniqueness for Diffusive Strict Local Martingales |
Kasper Larsen- Rutgers University |
Hill Center 425 |
| Tuesday, November 19, 2019 |
11:50am |
12:50pm |
Resolving Asset Pricing Puzzles with Price Impact |
Xiao Chen- Rutgers University |
Hill 425 |
| Tuesday, November 12, 2019 |
11:50am |
12:50pm |
Deep Fictitious Play for Stochastic Differential Games |
Ruimeng (Michelle) Hu, Columbia University |
Hill 425 |
| Tuesday, October 08, 2019 |
11:55am |
12:55pm |
Inverting the Markovian projection, with an application to local stochastic volatility models |
Dan Lacker - Columbia University |
Hill 425 |
| Tuesday, October 01, 2019 |
11:50am |
12:50pm |
Viscosity solutions for controlled McKean–Vlasov jump-diffusions |
Max Reppen - Princeton University |
Hill 425 |
| Tuesday, September 24, 2019 |
11:50am |
12:50pm |
Optimal Bookmaking |
Bin Zou - University of Connecticut |
Hill 425 |
| Tuesday, April 23, 2019 |
11:50am |
12:55pm |
Pricing Debt in Interbank Networks with Comonotonic Endowments |
Zachuary Feinstein - Washington University |
Hill 705 |
| Tuesday, April 09, 2019 |
11:50am |
12:55pm |
FBSDEs with discontinuous coefficients |
Ludovic Tangpi - Princeton University |
Hill 705 |
