News & Events

Past Events

Apr 07 2015

Product Differentiation, Heterogeneous Beliefs, and Competition in the Mutual Fund Industry: Implications on the Industry Dynamics

Information
Tuesday, April 7, 2015 - Tuesday, April 7, 2015
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: John Kim, Princeton University ABSTRACT The popularity of active asset management has been
Mar 31 2015

Asymptotic Perron's method in stochastic games and control

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Tuesday, March 31, 2015 - Tuesday, March 31, 2015
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Mihai Sirbu, UT Austin ABSTRACT We introduce a modification of Perron's method, where semi-
Mar 24 2015

Incomplete-Market Equilibria with Exponential Utilities-CANCELLED

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Tuesday, March 24, 2015 - Tuesday, March 24, 2015
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Gordan Zitkovic, UT Austin ABSTRACT Unlike their well-understood complete-market counterpar
Mar 10 2015

Nonequilibrium steady-states for some interacting particle systems

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Tuesday, March 10, 2015 - Tuesday, March 10, 2015
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Yao Li, NYU ABSTRACT In this talk I will present our recent results on non-equilibrium stea
Mar 03 2015

Random Attractor of Stochastic Reaction diffusion System

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Tuesday, March 3, 2015 - Tuesday, March 3, 2015
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Junyi Tu, U of South Florida ABSTRACT Asymptotic dynamics of stochastic Brusselator system
Feb 24 2015

Pathwise viscosity and entropy solutions to possibly degenerate fully nonlinear (stochastic) pde and scalar conservation laws with multiple spatially dependent rough fluxes

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Tuesday, February 24, 2015 - Tuesday, February 24, 2015
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Panagiotis Souganidis, U Chicago ABSTRACT I will discuss the theories of stochastic viscosi
Feb 17 2015

Trading with Small Frictions

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Tuesday, February 17, 2015 - Tuesday, February 17, 2015
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Johannes Muhle-Karbe, ETH, Zurich ABSTRACT Optimization problems with frictions are notorio
Feb 10 2015

On stochastic portfolio theory

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Tuesday, February 10, 2015 - Tuesday, February 10, 2015
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Mykhaylo Shkolnikov, Princeton University ABSTRACT The talk will give an overview of stocha
Feb 06 2015

Fractional Pearson Diffusions

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Friday, February 6, 2015 - Friday, February 6, 2015
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 124
Speaker: Alla Sikorskii, Michigan State University ABSTRACT Fractional differential equations are an
Jan 28 2015

Short-time asymptotics for Lévy models with a view towards financial mathematics

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Wednesday, January 28, 2015 - Wednesday, January 28, 2015
3:20 PM - 11:59 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Jose Figueroa-Lopez, Purdue University ABSTRACT In recent years, short-time asymptotic meth
Jan 23 2015

Imagine Software: Will You Be Part of Our Growth?

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Friday, January 23, 2015 - Friday, January 23, 2015
12:00 PM - 11:59 PM
Event Type: Mathematical Finance and Probability Seminars
Room 116 Hill Center
Imagine Software Representative
Dec 09 2014

Optimal trading with limit and market orders in a renewal Markov model

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Tuesday, December 9, 2014 - Tuesday, December 9, 2014
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Vladimir Lubyshev, Rutgers University ABSTRACT We study the problem of maximizing trader's
Dec 02 2014

Optimal mixing by incompressible flows

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Tuesday, December 2, 2014 - Tuesday, December 2, 2014
1:40 PM - 2:40 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Anna Mazzucato, Penn State University ABSTRACT I will present examples of optimal mixing of
Nov 21 2014

K-2 Advisors

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Friday, November 21, 2014 - Friday, November 21, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Room 116 Hill Center, 2:00-3:30pm
K-2 Advisors Representative:
Nov 18 2014

Burgers equation with random forcing

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Tuesday, November 18, 2014 - Tuesday, November 18, 2014
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Yurki Bahktin, NYU ABSTRACT The Burgers equation is one of the basic nonlinear evolutionary
Nov 14 2014

Quant Marketing/Goldman Sachs Opportunities

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Friday, November 14, 2014 - Friday, November 14, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Room 116 Hill Center, 2:00-3:30pm
Goldman Sachs Representative:
Nov 14 2014

Harnack inequalities for degenerate diffusions

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Friday, November 14, 2014 - Friday, November 14, 2014
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 425
Speaker: Camelia Pop, University of Pennsylvania ABSTRACT We study various probabilistic and analyti
Nov 12 2014

Professionally Speaking

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Wednesday, November 12, 2014 - Wednesday, November 12, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Room 705 Hill Center, 2:00-3:30pm
Speech & Language Pathologist:
Nov 11 2014

Understanding Mortgage Spreads

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Tuesday, November 11, 2014 - Tuesday, November 11, 2014
11:45 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Nina Boyarchenko, Federal Reserve Bank of New York ABSTRACT Spreads of agency mortgage-back
Nov 07 2014

MetLife

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Friday, November 7, 2014 - Friday, November 7, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Room 116 Hill Center, 2:00-3:30pm
MetLife Representative: