All are welcome.
Unless otherwise specified, the Stochastic Finance seminar takes place on Fridays at 11:00 am in room A1.01.

Term 3
04.05.2018 11am	Hao Xing (LSE)
	Optimal contracting with unobservable managerial hedging
04.05.2018 2pm	Sebastian Herrmann (Michigan)
	Inventory Management for High-Frequency Trading with Imperfect Competition
11.05.2018	Thaleia Zariphopoulou (Austin)
	Mean-field and n-agent games for optimal investment under relative performance criteria
25.05.2018	Florian Stebegg (Columbia)
	Strong Duality and Relaxations in Constrained Transport
15.06.2018	Peter Austing (Citadel)
	TBA
29.06.2018	Cosimo Andrea-Munari (Zürich)
	Existence, uniqueness and stability of optimal portfolios of eligible assets
Term 2
12.01.2018	Ying Hu (Rennes)
	Multidimensional (Backward) Stochastic Differential Equations with Constraints on Law
19.01.2018	Dmitrii Lisovskii (Moscow State)
	Sequential Problems for a Brownian Bridge
02.02.2018	Peiran Jiao (Maastricht)
	Signal Processing on Social Media: Theory and Evidence from Financial Markets
09.02.2018	Samuel Drapeau (Shanghai Jiao Tong)
	Computational Aspects of Robust Optimized Certainty Equivalent
09.03.2018	Sören Christensen (Hamburg)
	Non-Smooth Verification for Impulse Control Problems
16.03.2018	Dörte Kreher (HU Berlin)
	First and second order approximations for a Markovian limit order book model
Term 1
27.10.2017	Andreea Minca (Cornell)
	Systemic Risk and Central Clearing Counterparty Design
17.11.2017	Michalis Anthropelos (Piraeus)
	Equilibrium Transactions with large investors and indifferent market makers
24.11.2017	Yaroslav Melnyk (EPFL)
	cancelled
01.12.2017	Samuel Cohen (Oxford)
	Uncertainty in Kalman-Bucy Filtering
08.12.2017	Yiqing Lin (École Polytechnique)
	Second-order Backward SDEs with Random Terminal Time

For further information, please contact the seminar organiser Martin Herdegen.