Stochastic Finance @ Warwick Seminars
All are welcome.
Unless otherwise specified, the Stochastic Finance seminar takes place on Fridays at 11:00 am in room A1.01.
| Term 3 | |
| 04.05.2018 11am | Hao Xing (LSE) |
| TBA | |
| 04.05.2018 2pm | Sebastian Herrmann (Michigan) |
| TBA | |
| 11.05.2018 | Thaleia Zariphopoulou (Austin) |
| TBA | |
| 18.05.2018 | Florian Stebegg (Columbia) |
| TBA | |
| 15.06.2018 | Peter Austing (Citadel) |
| TBA | |
| 29.06.2018 | Cosimo Andrea-Munari (Zürich) |
| TBA | |
| 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) |
| First and second order approximations for a Markovian limit order book model | |
| 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 | |
| cancelled | |
| 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.