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2016-17

Term 3  
05.05.2017 Paolo Guasoni (Dublin City)
  Leveraged Funds: Robust Replication and Performance Evaluation
19.05.2017 Luciano Campi (LSE)
  N-player games and mean field games with absorption
26.05.2017 Sebastian Herrmann (Michigan)
  Robust Pricing and Hedging around the Globe
09.06.2017 Bruno Bouchard (Paris Dauphine)
  Super-hedging with proportional transaction costs under uncertainty : a randomization approach
23.06.2017 Johannes Muhle-Karbe (Michigan)
  A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing
Term 2  
20.01.2017 Christoph Czichowsky (LSE)
  Portfolio Optimisation, Transaction Costs, Shadow Prices and Fractional Brownian Motion
10.03.2017 Daniel Schwarz (UCL)
  The existence of densities of BSDEs
17.03.2017 Frank Seifried (Trier)
  Epstein-Zin Stochastic Differential Utility
Term 1  
21.10.2016 Blanka Horvath (Imperial)
  Aspects of asymptotic expansions in fractional volatility models
04.11.2016 Tiziano De Angelis (Leeds)
  The dividend problem with a finite horizon
11.11.2016 Thomas Cayé (ETH Zürich)
  Trading with small nonlinear price impact
25.11.2016 Frank Kelly (Cambridge)
  A Markov model of a limit order book: thresholds, recurrence, and trading strategies
02.12.2016 Saul Jacka (Warwick)
  General Controlled Markov Processes and Optimal Stopping

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