Seminar Event

Results for Financial/Actuarial Mathematics events from 2018-01-01 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, January 03, 2018
Start: 3:00 PM
Location: 1096 East Hall *
Jenny Young
UM
Financial/Actuarial Mathematics Mean-Variance Criterion over a Random Horizon

Wednesday, January 03, 2018
Start: 4:00 PM
Location: 1360 East Hall
Ibrahim Ekren
UM
Financial/Actuarial Mathematics Multidimensional utility maximization with small nonlinear price impact

Wednesday, January 10, 2018
Start: 4:00 PM
Location: 1360 East Hall
Ibrahim Ekren
UM
Financial/Actuarial Mathematics A dynamic equilibrium model for brokerage fees

Wednesday, January 17, 2018
Start: 4:00 PM
Location: 1360 East Hall
Matteo Burzoni
ETH
Financial/Actuarial Mathematics On the martingale selection problem and its connection to arbitrage theory

Wednesday, January 24, 2018
Start: 4:00 PM
Location: 1360 East Hall
Martin Larsson
ETH
Financial/Actuarial Mathematics Generators of measure-valued jump-diffusions

Wednesday, January 31, 2018
Start: 4:00 PM
Location: 1360 East Hall
Gaoyue Guo
Oxford
Financial/Actuarial Mathematics Some numerical aspects of (martingale) optimal transportation

Wednesday, February 07, 2018
Start: 4:00 PM
Location: 1360 East Hall
Thomas Kruse
University of Duisburg-Essen
Financial/Actuarial Mathematics Multilevel Picard approximations for high-dimensional nonlinear parabolic partial differential equations

Wednesday, February 14, 2018
Start: 4:00 PM
Location: 1360 East Hall
Florian Stebegg
Columbia University
Financial/Actuarial Mathematics Existence of Dual Optimizers in Constrained Transport

Wednesday, February 21, 2018
Start: 4:00 PM
Location: 1360 East Hall
Christoph Belak
University of Trier
Financial/Actuarial Mathematics Utility Maximization with Constant Costs

Monday, March 05, 2018
Start: 4:00 PM
Location: 1360 East Hall
Pierre Cardaliaguet
Paris Dauphine
Financial/Actuarial Mathematics On the (in)efficiency of mean field games.

Wednesday, March 14, 2018
Start: 4:00 PM
Location: 1360 East Hall
Hao Xing
LSE
Financial/Actuarial Mathematics An example of continuous-time Radner equilibrium

Wednesday, March 21, 2018
Start: 4:00 PM
Location: B844 East Hall *
Parsiad Azimzadeh
UM
Financial/Actuarial Mathematics Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities

Tuesday, March 27, 2018
Start: 3:00 PM
Location: Blau Jeff Hall 1580 Ross School of Business *
Jingjie Zhang
UM
Financial/Actuarial Mathematics Time Consistent Stopping For The Mean-Standard Deviation Problem - The Discrete Time Case

Tuesday, April 03, 2018
Start: 4:00 PM
Location: 1360 East Hall
Nizar Touzi
Ecole Polytechnique
Financial/Actuarial Mathematics Math Colloquium/Inaugural Van Eenam Lecture

Wednesday, April 04, 2018
Start: 3:00 PM
Location: 4096 East Hall *
Sergey Nadtochiy
UM
Financial/Actuarial Mathematics Optimal Contract for a Fund Manager, with Capital Injections and Endogenous Constraints.

Wednesday, April 04, 2018
Start: 4:00 PM
Location: 1360 East Hall
Nizar Touzi
Ecole Polytechnique
Financial/Actuarial Mathematics New developments in second order backward SDEs

Thursday, April 05, 2018
Start: 3:00 PM
Location: 1360 East Hall *
Nizar Touzi
Ecole Polytechniqie
Financial/Actuarial Mathematics Branching particles representation for nonlinear Cauchy problems

Wednesday, April 11, 2018
Start: 4:00 PM
Location: 1360 East Hall
Jianfeng Zhang
USC
Financial/Actuarial Mathematics A Martingale Approach for Fractional Brownian Motions and Related Path Dependent PDEs

Wednesday, April 18, 2018
Start: 4:00 PM
Location: 1866 East Hall *
Maxim Bichuch
Johns Hopkins
Financial/Actuarial Mathematics Robust XVA

Wednesday, April 25, 2018
Start: 3:00 PM
Location: 3096 East Hall *
Nicolas Hernandez
UM
Financial/Actuarial Mathematics Contract theory in a VUCA world

Seminar List

 

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