Past Events

Event Type

Year

Jun 12 2023

Women in Mathematical Finance Conference

Information: Monday, June 12, 2023 - Tuesday, June 13, 2023; 9:00 AM - 5:30 PM; Event Type: MSMF Conferences; AB 1170; Event Short Description
https://sites.google.com/view/wmf-2023/home

Oct 15 2021

5th Eastern Conference on Mathematical Finance

Information: Friday, October 15, 2021 - Saturday, October 16, 2021; 12:00 AM - 11:59 PM; Event Type: Mathematical Finance and Probability Seminars; TBD; Event Short Description
The goal of the Eastern Conference on Mathematics Finance (ECMF) series is to bring together researc

Mar 10 2020

PDE Uniqueness for Diffusive Strict Local Martingales

Information: Tuesday, March 10, 2020 - Tuesday, March 10, 2020; 11:50 AM - 12:50 PM; Event Type: Mathematical Finance and Probability Seminars; Hill Center 425; Event Short Description
For a real-valued diffusive strict local martingale, we prove a uniqueness result for the Cauchy pro

Feb 20 2020

Rutgers MSMF at Rowan University Spring Career & Graduate School Fair

Information: Thursday, February 20, 2020 - Thursday, February 20, 2020; 10:00 AM - 2:30 PM; Event Type: Mathematical Finance; Rowan REC Center, 201 Mullica Hill Rd, Glassboro, NJ 08028

Nov 19 2019

Resolving Asset Pricing Puzzles with Price Impact

Information: Tuesday, November 19, 2019 - Tuesday, November 19, 2019; 11:50 AM - 12:50 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 425; Event Short Description
We solve in closed-form a Nash equilibrium model in which a finite number of exponential investors t

Nov 12 2019

Deep Fictitious Play for Stochastic Differential Games

Information: Tuesday, November 12, 2019 - Tuesday, November 12, 2019; 11:50 AM - 12:50 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 425; Event Short Description
We propose the deep fictitious play theory to compute the Nash equilibrium of asymmetric N-player no

Oct 22 2019

Mathematical Finance Master's Program- Admissions Information Session

Information: Tuesday, October 22, 2019 - Tuesday, October 22, 2019; 12:00 PM - 1:00 PM; Event Type: Mathematical Finance; Busch Campus Center Room 116 A

Oct 15 2019

Rutgers University- Camden, Graduate/Professional School Fair

Information: Tuesday, October 15, 2019 - Tuesday, October 15, 2019; 12:00 PM - 2:30 PM; Event Type: Mathematical Finance; Campus Center, 326 Penn St, Camden, NJ 08102

Oct 08 2019

Inverting the Markovian projection, with an application to local stochastic volatility models

Information: Tuesday, October 8, 2019 - Tuesday, October 8, 2019; 11:55 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 425; Event Short Description
We study two-dimensional stochastic differential equations (SDEs) of McKean--Vlasov type in which th

Oct 08 2019

Rutgers Mathematical Finance Open House Webinar

Information: Tuesday, October 8, 2019 - Tuesday, October 8, 2019; 9:00 AM - 10:00 AM; Event Type: Mathematical Finance; online

Oct 01 2019

Viscosity solutions for controlled McKean–Vlasov jump-diffusions

Information: Tuesday, October 1, 2019 - Tuesday, October 1, 2019; 11:50 AM - 12:50 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 425; Event Short Description
We study a class of nonlinear integro-differential equations on the Wasserstein space related to the

Sep 24 2019

Optimal Bookmaking

Information: Tuesday, September 24, 2019 - Tuesday, September 24, 2019; 11:50 AM - 12:50 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 425; Event Short Description
We introduce a general framework for continuous-time betting markets, in which a bookmaker can dynam

Apr 30 2019

Career Seminar: Atara Partners Capital

Information: Tuesday, April 30, 2019 - Tuesday, April 30, 2019; 1:45 PM - 3:00 PM; Event Type: Career Workshops; SEC, Room 207

Apr 23 2019

Pricing Debt in Interbank Networks with Comonotonic Endowments

Information: Tuesday, April 23, 2019 - Tuesday, April 23, 2019; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
In this talk we present formulas for the pricing of debt and equity of firms in a financial network

Apr 09 2019

FBSDEs with discontinuous coefficients

Information: Tuesday, April 9, 2019 - Tuesday, April 9, 2019; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Abstract: In this talk we consider well-posedness of systems of forward and backward stochastic diff

Apr 02 2019

Yule’s “Nonsense Correlation” Solved!

Information: Tuesday, April 2, 2019 - Tuesday, April 23, 2019; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
In this talk, I will discuss how I recently resolved a longstanding open statistical problem. The pr

Mar 29 2019

Career Seminar: Amazon Web Services

Information: Friday, March 29, 2019 - Friday, March 29, 2019; 2:00 PM - 3:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Mar 26 2019

The Dyson Game

Information: Tuesday, March 26, 2019 - Tuesday, March 26, 2019; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Random matrix statistics emerge in a broad class of strongly correlated systems, with evidence sugge

Mar 08 2019

CFA Society New York

Information: Friday, March 8, 2019 - Friday, March 8, 2019; 2:00 PM - 3:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Mar 01 2019

Career Seminar: DetectiveAnalytics.com AI-Crime Solving

Information: Friday, March 1, 2019 - Friday, March 1, 2019; 2:00 PM - 3:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

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