*Date* |
*Speaker* | *Seminar* | *Title* |

Wednesday, September 06, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Xunyu Zhou**
*Columbia University* | Financial/Actuarial Mathematics | Time Inconsistency, Self Control and Portfolio Choice |

Wednesday, September 13, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Mike Ludkovski**
*UCSB* | Financial/Actuarial Mathematics | Capacity Expansion Games with Application to Competition in Power Generation Investments |

Tuesday, September 19, 2017 Start: 3:00 PM
Location: 4096 East Hall * |
**Johannes Muhle-Karbe**
*Carnegie Mellon* | Financial/Actuarial Mathematics | Equilibrium Price Impact |

Wednesday, September 27, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Archil Gulisashvili**
*Ohio University* | Financial/Actuarial Mathematics | Implied volatility skew in rough stochastic volatility models. Moderate deviation regime |

Wednesday, October 04, 2017 Start: 4:00 PM
Location: 1360 EH East Hall * |
**Zhou Zhou**
*UM* | Financial/Actuarial Mathematics | Optimal Equilibrium for Time-Inconsistent Stopping Problems |

Wednesday, October 11, 2017 Start: 3:00 PM
Location: 1866 East Hall * |
**Sebastian Hermann **
*UM* | Financial/Actuarial Mathematics | Robust Pricing and Hedging around the Globe |

Wednesday, October 11, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Nicolas Hernandez**
*UM* | Financial/Actuarial Mathematics | Bank monitoring incentives under moral hazard and adverse selection |

Wednesday, October 18, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Alexandros Saplaouras**
*UM* | Financial/Actuarial Mathematics | The stability property of BSDEJ |

Thursday, October 19, 2017 Start: 3:00 PM
Location: R2240 Ross School of Business * |
**Jia Guo**
*UM* | Financial/Actuarial Mathematics | Recombining Tree Approximations for Optimal Stopping for Diffusions |

Wednesday, October 25, 2017 Start: 3:00 PM
Location: 1866EH East Hall * |
**Christian Keller**
*UM* | Financial/Actuarial Mathematics | Viscosity solutions for fully nonlinear stochastic partial differential equations - a rough path view |

Wednesday, November 01, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Vathana Ly Vath**
*ENSIIE* | Financial/Actuarial Mathematics | Optimal dividend and investment policy with debt covenants |

Wednesday, November 08, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Mark Schroder**
*Michigan State* | Financial/Actuarial Mathematics | The Effects of Competition and Monitoring on R&D Investment: A Dynamic Approach |

Wednesday, November 29, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Ronnie Sircar**
*Princeton University* | Financial/Actuarial Mathematics | Trading, Market Impact and Nonlinear Systems |

Tuesday, December 05, 2017 Start: 4:00 PM
Location: 4096 East Hall * |
**Francois Delarue**
*Universite Nice-Sophia Antipolis* | Financial/Actuarial Mathematics | Mean field rough differential equations |

Wednesday, December 06, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Dylan Possamai**
*Columbia University* | Financial/Actuarial Mathematics | Open problems in contract theory |