Past Events

Event Type

Year

Nov 03 2015

Stability of Utility Maximization in Nonequivalent Markets

Information: Tuesday, November 3, 2015 - Tuesday, November 3, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Weston Kim, Carnegie Mellon University Location: Hill 705 Slides: ( TBA ) ABSTRACT Consider

Oct 30 2015

Systemic risk measures and their dual representations

Information: Friday, October 30, 2015 - Friday, October 30, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Cagin Ararat, Bilkent University Location: Hill 705 Slides: ( TBA ) ABSTRACT In the event o

Oct 30 2015

Financial Mathematics Career Fair

Information: Friday, October 30, 2015 - Friday, October 30, 2015; 11:00 AM - 3:00 PM; Event Type: Career Workshops

Oct 21 2015

Guest Speakers from Garrett Asset Management: Wenge Zhang and Dr. Elliot Noma

Information: Wednesday, October 21, 2015 - Wednesday, October 21, 2015; 2:00 PM - 4:00 PM; Event Type: Career Workshops; Event Short Description
Wenge, Class of 2016, will talk about her academic and internship experiences, as as her job search.

Oct 20 2015

On path-dependent PDEs.

Information: Tuesday, October 20, 2015 - Tuesday, October 20, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Christian Keller, U Michigan Location: Hill 705 Slides: ( TBA ) ABSTRACT PDEs play an impor

Oct 14 2015

Site Visit: Bloomberg, LLP

Information: Wednesday, October 14, 2015 - Wednesday, October 14, 2015; 9:00 AM - 2:00 PM; Event Type: Career Workshops; Event Short Description
731 Lexington Avenue, NY NY Visit begins with a 30-Minute tour of the building, followed by a 30-mi

Oct 13 2015

A class of globally solvable systems of BSDE

Information: Tuesday, October 13, 2015 - Tuesday, October 13, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Gordan Zitkovic, UT Austin Location: Hill 705 Slides: ( TBA ) ABSTRACT We give sufficient c

Oct 06 2015

Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty

Information: Tuesday, October 6, 2015 - Tuesday, October 6, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Yuchong Zhang, Columbia University Location: Hill 705 Slides: ( TBA ) ABSTRACT We prove the

Oct 02 2015

Actuarial Career Fair 2015

Information: Friday, October 2, 2015 - Friday, October 2, 2015; 11:00 AM - 3:00 PM; Event Type: Career Workshops

Sep 30 2015

Career/Interview Research Workshop: Val Matta from CareerShift; Frank Siano, Associate Director of Vault

Information: Wednesday, September 30, 2015 - Wednesday, September 30, 2015; 2:00 PM - 4:00 PM; Event Type: Career Workshops

Sep 29 2015

On the growth rate of a stochastic compounding process

Information: Tuesday, September 29, 2015 - Tuesday, September 29, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Dan Pirjol, JP Morgan Location: Hill 705 Slides: ( TBA ) ABSTRACT We consider the discrete

Sep 19 2015

Alumni Panel

Information: Saturday, September 19, 2015 - Saturday, September 19, 2015; 1:00 PM - 3:00 PM; Event Type: Career Workshops; Event Short Description
Saturday, September 19, 2015 Alumni speakers: Rachel Liang, Quantitative Analyst at KCG Holdings, In

Sep 17 2015

Rutgers University FALL CAREER and INTERNSHIP MEGA FAIR

Information: Thursday, September 17, 2015 - Friday, September 18, 2015; 11:00 AM - 5:00 PM; Event Type: Career Workshops

Sep 15 2015

Optimal Investment with Transaction Costs and Stochastic Volatility

Information: Tuesday, September 15, 2015 - Tuesday, September 15, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Maxim Bichuch, John Hopkins University Location: Hill 705 Slides: ( TBA ) ABSTRACT Two majo

Sep 09 2015

Resume and MEGA Career Fair Workshop

Information: Wednesday, September 9, 2015 - Wednesday, September 9, 2015; 2:00 PM - 4:00 PM; Event Type: Career Workshops

Sep 01 2015

A Recombining Tree Method for Option Pricing in Switching Jump Diffusion Models

Information: Tuesday, September 1, 2015 - Tuesday, September 1, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Duy Nguyen, Massachusetts College of Liberal Arts Location: Hill 705 Slides: ( TBA ) ABSTRA

Apr 28 2015

On multilevel Dyson Brownian motions.

Information: Tuesday, April 28, 2015 - Tuesday, April 28, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Mykhaylo Shkolnikov, Princeton University ABSTRACT I will discuss how Dyson Brownian motion

Apr 21 2015

Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods

Information: Tuesday, April 21, 2015 - Tuesday, April 21, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Quan Yuan, Weyne State University ABSTRACT Recently, much progress has been made on particl

Apr 14 2015

The maximal particle of branching random walk in random environment

Information: Tuesday, April 14, 2015 - Tuesday, April 14, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Alexander Drewitz, Columbia University ABSTRACT We consider one-dimensional branching rando

Apr 10 2015

Fast-slow systems with chaotic noise.

Information: Friday, April 10, 2015 - Friday, April 10, 2015; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 124; Event Short Description
Speaker: David Kelly, New York University ABSTRACT It has long been observed that multi-scale system

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