All are welcome.
Unless otherwise specified, the Stochastic Finance seminar takes place on Friday at 2pm (London time) via MS Teams.

1. Warwick Stochastic Finance Seminar: the code for people to join the Teams directly: jwk7y4n

2. Note that there has been some security issues with Zoom, so the university has prohibited to run (internal) seminars via Zoom.

Term 1
16 Oct 2020	Ruodu Wang (University of Waterloo)
	An axiomatic foundation for the Expected Shortfall
23 Oct 2020	Moris Strub (Southern University of Science and Technology)
	Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion
30 Oct 2020	Jorge Gonzalez Cazares (Warwick)
	Monte Carlo methods for the extrema of Levy models
13 Nov 2020	Daniel Lacker (Columbia University)
	Local stochastic volatility models and inverting the Markovian projection
20 Nov 2020	Xiaofei Shi (Columbia University)
	Liquidity Risk and Asset Pricing
27 Nov 2020	Joseph Jerome (Warwick)
	Infinite Horizon Stochastic Differential Utility

Term 2
29 Jan 2021	Jean-Francois Chassagneux (Université de Paris)
	Modeling carbon markets using Forward-Backward SDEs
2 Feb 2021 (unusual time!)	Yufei Zhang (Oxford University)
	Deep neural network approximations to stochastic control problems
12 Feb 2021	Said Hamadene (Le Mans Université)
	Mean-field reflected backward stochastic differential equations
19 Feb 2021	Eduardo Davila (Yale University)
	Optimal Financial Transaction Taxes
26 Feb 2021	Bahman Angoshtari (University of Miami)
	Optimal Consumption under a Habit-Formation Constraint
5 Mar 2021	Dylan Possamai (ETH)
	Time-inconsistent control and backward integral Volterra SDEs

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