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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)

Mean Field Games with absorption and a model of bank run

26th Nov 2021


Johannes Muhle-Karbe (Imperial College London)
3rd Dec 2021 Roxana Dumitrescu (King's College London)

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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.