Mathematical Finance and Probability Seminars

Date Start End Event Title Speaker Location
Friday, October 16, 2020 5th Eastern Conference on Mathematical Finance https://sites.google.com/view/ecmf5/home?authuser=0 Academic Building, Room 2400, 15 Seminary Pl, New Brunswick, NJ 08901
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
Tuesday, April 02, 2019 11:50am 12:55pm Yule’s “Nonsense Correlation” Solved! Philip Ernst - Rice Hill 705
Tuesday, March 26, 2019 11:50am 12:55pm The Dyson Game Mark Cerenzia - Princeton University Hill 705
Tuesday, March 12, 2019 11:50am 12:55pm Equilibrium Model of Limit Order Book and Optimal Execution Problem Eunjung Noh Hill 705
Tuesday, February 19, 2019 11:50am 12:55pm Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential Atilla Yilmaz - Temple University Hill 705
Tuesday, November 27, 2018 11:50am 12:55pm Optimal investment with transient price impact Moritz Voss - UC Santa Barbara Hill 705
Tuesday, October 23, 2018 11:50am 12:55pm Sharing Profits in the Sharing Economy Gu Wang , Worcester Polytechnic Institute Hill 705