Identification-Robust Inference for Risk Prices in Structural Stochastic Volatility Models All are welcome.
Unless otherwise specified, the Stochastic Finance seminar takes place on Fridays at 1100am in room A1.01, Zeeman Building

Term 1
18.10.2019	John Armstrong (Kings College London)
	Isomorphisms of Markets
08.11.2019	Renyuan Xu (Oxford University)
	A Case Study on Pareto Optimality for Collaborative Stochastic Games
15.11.2019	Eric Renault (Univeristy of Warwick)
	Identification-Robust Inference for Risk Prices in Structural Stochastic Volatility Models
22.11.2019	Andreas Kyprianou (University of Bath)
	Entrance and exit at infinty for stable jump diffusions
29.11.2019	Miryana Grigorova (University of Leeds)
	A non-linear incomplete market model with default: Pricing of European and American options

Term 2
24.01.2020	Ernst Eberlein (University of Freiburg)
	Multiple curve interest rate modelling
21/02/2020	Daniela Escobar (London School of Economics)
	Robust pricing for insurance contracts, dynamic problems and possible extensions
13/03/2020	Drik Becherer (Humboldt University of Berlin)
	Optimal trade execution with transient relative price impact and directional views: A variational approach to a 3-dimensional non-convex free boundary problem

For further information, please contact the seminar organiser Yan Qu.