Seminar Event

Results for Financial/Actuarial Mathematics events from 2017-07-01 to 2018-06-30
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.

Seminar List

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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 TBA

Tuesday, December 05, 2017
Start: 4:00 PM
Location: 4096 East Hall *
Francois Delarue
Université Nice-Sophia Antipolis
Financial/Actuarial Mathematics TBA

Wednesday, December 13, 2017
Start: 3:00 PM
Location: 1866 East Hall *
Jenny Young
UM
Financial/Actuarial Mathematics TBA

Wednesday, December 13, 2017
Start: 4:00 PM
Location: 1866 East Hall *
Ibrahim Ekren
UM
Financial/Actuarial Mathematics TBA

Wednesday, January 17, 2018
Start: 4:00 PM
Location: 1360 East Hall
Matteo Burzoni
ETH
Financial/Actuarial Mathematics TBA

Wednesday, February 07, 2018
Start: 4:00 PM
Location: 1360 East Hall
Thomas Kruse
University of Duisburg-Essen
Financial/Actuarial Mathematics TBA

Wednesday, February 14, 2018
Start: 4:00 PM
Location: 1360 East Hall
Florian Stebegg
Columbia University
Financial/Actuarial Mathematics TBA

Wednesday, February 21, 2018
Start: 4:00 PM
Location: 1360 East Hall
Christoph Belak
University of Trier
Financial/Actuarial Mathematics TBA

Wednesday, April 04, 2018
Start: 4:00 PM
Location: 1360 East Hall
Nizar Touzi
Ecole Polytechnique
Financial/Actuarial Mathematics Van Eenam Lecture-II

Thursday, April 05, 2018
Start: 3:00 PM
Location: 1360 East Hall *
Nizar Touzi
Ecole Polytechniqie
Financial/Actuarial Mathematics Van Eenam Lecture III

Wednesday, April 11, 2018
Start: 4:00 PM
Location: 1360 East Hall
Jianfeng Zhang
USC
Financial/Actuarial Mathematics TBA

Wednesday, April 18, 2018
Start: 4:00 PM
Location: 1360 East Hall
Maxim Bichuch
Johns Hopkins
Financial/Actuarial Mathematics TBA

Seminar List

 

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