Skip to main content

Stochastic Finance @ Warwick Seminars

All are welcome.
Unless otherwise specified, the Stochastic Finance seminar takes place on Fridays at 2:00 pm in room A1.01.

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)
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)
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.

SF@W mailing list

If you would like to be kept informed of stochastic finance related events in the department, please sign up to the sf@w mailing list.