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

Term 2
18.01.2019	Alex Mijatovic (University of Warwick)
	Stability of overshoots of zero mean random walks
25.01.2019	Michael Tehranchi (University of Cambridge)
	A Black--Scholes inequality: Applications and generalisations
01.02.2019	Neofytos Rodosthenous (Queen Mary University of London)
	Optimal timing for governmental control of the debt-to-GDP ratio
15.02.2019	Matija Vidmar (University of Ljubljana)
	On a family of non-linear optimal martingale transport problems
22.02.2019	Mihail Zervos (LSE)
	Risksharing with two-sided limited commitment: a duality approach in continuous time
01.03.2019	Athena Picarelli (University of Verona)
	Optimal control under controlled loss constraints via reachability approach and compactification
05.04.2019	Daniel Bartl (University of Vienna)
	Model uncertainty in mathematical finance via Wasserstein distances

Term 3
24.05.2019	Peter Tankov (ENSAE ParisTech)
	Mean-eld games of optimal stopping and industry dynamics in the electricity market
07.06.2019	Jukka Lempa (University of Turku)
	tba
14.06.2019	Roxana Dumitrescu (King's College London)
	tba
21.06.2019	Frank Riedel (Bielefeld University)
	tba
tba

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