Stochastic Finance @ Warwick Seminars
Unless otherwise specified, in Term 2 and Term 3, the Stochastic Finance seminar takes place on Wednesdays, starting at 11:00 am. In Term 2, the seminar takes place in Room B2.02 (Chemistry and Science Concourse)Link opens in a new window.
While the seminars will run in person, there is also the possibility to join via MS Teams. If you wish to be added to the respective Team, please contact the seminar organiser Miryana GrigorovaLink opens in a new window.
All are welcome.
Term 2 |
|
1st February 2023
|
Paolo Guasoni (Dublin City University) General Equilibrium with Unhedgeable Fundamentals and Heterogeneous Agents |
15th February 2023 |
Adrien Richou (Université de Bordeaux) BSDEs reflected in a non convex domain: a geometric point of view |
22nd February 2023 |
David Bang (University of Warwick) |
1st March 2023 |
Olivier Menoukeu Pamen (University of Liverpool) Optimal consumption with labour income and borrowing constraints for recursive preferences |
8th March 2023 |
Xin Zhi (University of Warwick) |
15th March 2023 /cancelled/ /will be rescheduled/ |
Daniel Schwarz (University College London) /This talk has been cancelled and will be rescheduled in Term 3/ |
Term 1 |
|
29th September B 3.02 (Zeeman) |
Mihail Zervos (London School of Economics) |
6th October |
Michael Kupper (Universität Konstanz) Nonlinear semigroups and limit theorems for convex expectationsLink opens in a new window |
3rd November |
Leandro Sanchez-Betancourt (King's College London) Internalise or Externalise: Brokers and Informed TradingLink opens in a new window |
10th November |
Alexandre Pannier (LPSM Paris) On the ergodic behaviour of affine Volterra processesLink opens in a new window |
1st December |
Alex Tse (University College London) Periodic portfolio selection with quasi-hyperbolic discountingLink opens in a new window |

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.