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

pdf version

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 Cardaliguet
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 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: 1866 East Hall *
Maxim Bichuch
Johns Hopkins
Financial/Actuarial Mathematics TBA

Seminar List

 

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