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Stochastic Finance @ Warwick Seminars

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

Term 1  
12.10.2018 Teemu Pennanen (King's College London)
  Convex duality in nonlinear optimal transport
19.10.2018 Tiziano De Angelis (University of Leeds)
  Dynkin games with incomplete and asymmetric information
1-2.11.2018 Fudan-Warwick Workshop on Financial Mathematics and Stochasitc Analysis
23.11.2018 Alexander Cox (University of Bath)
  Utility Maximisation with Model-Independent Trading Constraints
30.11.2018 Sigrid Källblad (Vienna University of Technology)
  Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problems


For further information, please contact the seminar organiser Gechun LIANG.



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