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) Coupling of multidimensional Lévy processes and Wasserstein bounds in the small time stable domain of attraction
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) Optimal Stopping with TreesLink opens in a new window
15th March 2023 /cancelled/ /will be rescheduled/	Daniel Schwarz (University College London) Radner equilibrium and systems of quadratic BSDEs with discontinuous generatorsLink opens in a new window /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) Risk Sharing with Mean-Variance Preferences and Proportional Transaction CostsLink opens in a new window
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

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