Stochastic Finance @ Warwick Seminars

All are welcome.

Unless otherwise specified, the Stochastic Finance seminar takes place on Fridays at 2:00 pm in MB.08 in the Statistics Department. The seminar will run in a hybrid format and there is also the possibility to join via MS Teams. If you want to be added to the respective Team, please contact the seminar organiser Martin Herdegen

 Term 1 15th Oct 2021 Nazem Khan (University of Warwick) Sensitivity to large losses and $rho$-arbitrage for convex risk measures Thu 4th Nov 2021, 2pm (online only) Matteo Burzoni (Università degli Studi di Milano) 26th Nov 2021 11am Johannes Muhle-Karbe (Imperial College London) TBA 3rd Dec 2021 Roxana Dumitrescu (King's College London) TBA

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