News & Events

Past Events

Apr 25 2014

On Strong Monte Carlo Couplings and Rough Differential Equations

Information
Friday, April 25, 2014 - Friday, April 25, 2014
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
Speaker: Jose Blanchet, Columbia University ABSTRACT Consider a stochastic differential equation (SD
Apr 22 2014

Unique Ergodicity for Fractionally Dissipated, Stochastically Forced 2D Euler Equations

Information
Tuesday, April 22, 2014 - Tuesday, April 22, 2014
11:20 AM - 12:20 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Vlad Vicol, Princeton University ABSTRACT We establish the existence and uniqueness of an e
Apr 18 2014

Wells Fargo

Information
Friday, April 18, 2014 - Friday, April 18, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00 p.m.
TBD:  Executives from Wells Fargo, will be discussing Model Validation.
Apr 15 2014

On the normalized p-laplacian evolution

Information
Tuesday, April 15, 2014 - Tuesday, April 15, 2014
11:20 AM - 12:20 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Agnid Banerjee, Purdue University ABSTRACT I will talk on my results surrounding the normal
Apr 11 2014

Barclays Capital

Information
Friday, April 11, 2014 - Friday, April 11, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
Barclays Capital:  An executive from Barclays Capital will be coming to discuss Asset and Wealth Man
Apr 11 2014

The Exponential Formula for the Wasserstein Metric

Information
Friday, April 11, 2014 - Friday, April 11, 2014
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Katy Craig, Rutgers University ABSTRACT Many evolutionary partial differential equations ma
Apr 08 2014

Madalena Czubak, Binghampton University

Information
Tuesday, April 8, 2014 - Tuesday, April 8, 2014
11:20 AM - 12:20 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Magdalena Czubak, Binghamton University ABSTRACT TBA
Apr 01 2014

AQR

Information
Tuesday, April 1, 2014 - Tuesday, April 1, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
TBD:  An executive from AQR will be coming to discuss risk management at this hedge fund.
Apr 01 2014

Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Levy Models

Information
Tuesday, April 1, 2014 - Tuesday, April 1, 2014
11:20 AM - 12:20 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Hongzhong Zhang, Columbia University ABSTRACT This paper studies a class of optimal multipl
Mar 25 2014

Axioma

Information
Tuesday, March 25, 2014 - Tuesday, March 25, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
Axioma:  An executive from Axioma will discuss their company, products and services as well as oppor
Mar 25 2014

Facelifting in utility maximization

Information
Tuesday, March 25, 2014 - Tuesday, March 25, 2014
11:20 AM - 12:20 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Kasper Larsen, Carnegie Mellon University ABSTRACT We establish the existence of and partia
Mar 11 2014

Asymptotic Pricing Formulas for Some Path-Dependent Payoffs

Information
Tuesday, March 11, 2014 - Tuesday, March 11, 2014
11:20 AM - 12:20 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Roger Lee, Department of Mathematics, University of Chicago ABSTRACT Under general stochast
Mar 07 2014

Numerical Analysis Group

Information
Friday, March 7, 2014 - Friday, March 7, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
TBD:  An executive from NAG will be coming to discuss this company and their products, services and
Mar 04 2014

Goldman Sachs:  Asset Management

Information
Tuesday, March 4, 2014 - Tuesday, March 4, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
TBD:  An executive from Goldman Sachs will be coming to discuss asset management at Goldman Sachs.
Mar 04 2014

Minimal surfaces, couplings, and generalizations

Information
Tuesday, March 4, 2014 - Tuesday, March 4, 2014
11:20 AM - 12:20 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Rob Neel, Lehigh University ABSTRACT We begin by explaining why stochastic analysis is a na
Feb 25 2014

Capital One Bank:  Operational Risk

Information
Tuesday, February 25, 2014 - Tuesday, February 25, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
TBD:  The Commercial Chief Risk Officer of Capital One Bank will be coming to discuss operational ri
Feb 21 2014

Continuous Time Perpetuities and the Time Reversal of Diffusions

Information
Friday, February 21, 2014 - Friday, February 21, 2014
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Scott Robertson, Carnegie Mellon University ABSTRACT In this talk we consider the problem o
Feb 18 2014

Bank of America

Information
Tuesday, February 18, 2014 - Tuesday, February 18, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
TBD:  An executive from Bank of America will be coming to discuss Model Risk Modeling.
Feb 11 2014

JP Morgan Chase:  Consumer Risk Modeling

Information
Tuesday, February 11, 2014 - Tuesday, February 11, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
TBD:  An executive from JP Morgan Chase will be coming to discuss Consumer Risk Modeling.
Feb 11 2014

CurAlyea

Information
Tuesday, February 11, 2014 - Tuesday, February 11, 2014
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00
TBD:  Executives from CurAlya will be coming to discuss this hedge fund and the work that they do as