Seminar Event

Results for Financial/Actuarial Mathematics events from 2017-01-01 to 2017-06-30
Future or past events may be found by using the Search tab above.

This seminar is funded by the by Curtis E. Huntington Honorary Fund.

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Date Speaker Seminar Title
Wednesday, January 11, 2017
Start: 4:00 PM
Location: 1360 East Hall
Jenny Young
UM
Financial/Actuarial Mathematics Purchasing Casualty Insurance to Avoid Lifetime Ruin

Wednesday, January 18, 2017
Start: 4:00 PM
Location: 1360 East Hall
Romuald Elie
Universite Paris-Est and UM (Sabbatical)
Financial/Actuarial Mathematics On the design of optimal incentives in continuous time

Wednesday, January 25, 2017
Start: 4:00 PM
Location: 1360 East Hall
Matthieu Lauriere
NYU Shangai
Financial/Actuarial Mathematics A Dynamic Programming Principle for Mean Field Type Control

Friday, January 27, 2017
Start: 3:00 PM
Location: 1372 East Hall *
Mathieu Lauriere
NYU Shanghai
Financial/Actuarial Mathematics Mean Field Type Control with Congestion

Wednesday, February 01, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Thibaut Mastrolia
Ecole Polytechnique
Financial/Actuarial Mathematics Moral Hazard under Ambiguity

Wednesday, February 01, 2017
Start: 4:00 PM
Location: 1360 East Hall
Dylan Possamai
Paris Dauphine
Financial/Actuarial Mathematics Moral hazard, limited liability, slavery and golden parachutes

Wednesday, February 08, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Romuald Elie
Universite Paris-Est and UM (Sabbatical)
Financial/Actuarial Mathematics When Contract theory meets Mean Field Games

Wednesday, February 08, 2017
Start: 4:00 PM
Location: 1360 East Hall
Jim Gatheral
Baruch College
Financial/Actuarial Mathematics Rough volatility: An overview

Wednesday, February 15, 2017
Start: 2:00 PM
Location: 1866 East Hall *
Sergey Nadtochiy
UM
Financial/Actuarial Mathematics Particle Systems with Singular Interaction: application in Systemic Risk modeling

Wednesday, February 15, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Daniel Lacker
Brown
Financial/Actuarial Mathematics From the master equation to mean field game limits, fluctuations, and large deviations

Wednesday, February 22, 2017
Start: 2:00 PM
Location: 1866 East Hall *
Zhibin Liang
Nanjing Normal University
Financial/Actuarial Mathematics Some optimization problems for the risk model with dependence structure

Wednesday, March 08, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Yavor Stoev
UM
Financial/Actuarial Mathematics Martingale optimal transport with stopping

Wednesday, March 08, 2017
Start: 4:00 PM
Location: 1360 East Hall
Sam Cohen
Oxford
Financial/Actuarial Mathematics Data driven nonlinear expectations for statistical uncertainty

Wednesday, March 15, 2017
Start: 2:00 PM
Location: 1866 East Hall *
Christoph Czichowsky
LSE
Financial/Actuarial Mathematics Portfolio Optimisation, Transaction Costs, Shadow Prices and Fractional Brownian Motion

Wednesday, March 22, 2017
Start: 4:00 PM
Location: 1360 East Hall
Roger Lee
University of Chicago
Financial/Actuarial Mathematics Variance Swaps on Time-Changed Markov Processes

Wednesday, March 29, 2017
Start: 4:00 PM
Location: 1360 East Hall

Financial/Actuarial Mathematics Young Researchers' Workshop

Wednesday, April 05, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Christian Keller
UM
Financial/Actuarial Mathematics PATH-DEPENDENT HAMILTON-JACOBI EQUATIONS WITH LOCALLY MONOTONE COEFFICIENTS IN INFINITE DIMENSIONS

Wednesday, April 05, 2017
Start: 4:00 PM
Location: 1360 East Hall
Michalis Anthropelos
University of Piraeus
Financial/Actuarial Mathematics Effective Risk Aversion in Thin Risk-Sharing Markets

Friday, April 07, 2017
Start: 3:00 PM
Location: 1372 East Hall *
Martin Herdegen
Warwick
Financial/Actuarial Mathematics Option Market Making with Competition

Wednesday, April 12, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Vathana LyVath
University of Evry
Financial/Actuarial Mathematics TBA

Wednesday, April 12, 2017
Start: 4:00 PM
Location: 1360 East Hall
Christoph Czichowsky
London School of Economics
Financial/Actuarial Mathematics TBA

Friday, April 14, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Alex Munk
UM
Financial/Actuarial Mathematics CRASHES & BUBBLES: A HETEROGENEOUS AGENT MODEL WITH TRANSACTION COSTS & LEARNING

Wednesday, April 19, 2017
Start: 4:00 PM
Location: 1360 East Hall
Misha Shkolnikov
Princeton
Financial/Actuarial Mathematics TBA

 

* non-standard time or location

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