*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 |

Wednesday, April 04, 2018 Start: 3:00 PM
Location: 4096 East Hall * |
**Sergey Nadtochiy**
| 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 | Systemic Risk and Market Confidence |