2019-20
Unless otherwise specified, the Stochastic Finance @ Warwick reading group meets on Fridays 2 - 3pm in room MS.A1.01. All are welcome.
Term 1
The topic of the reading group for Term 1 is Monte Carlo Simulation and Finance. We will follow the lecture notes of Don L. McLeish, which can be found here.
| Topic | Speaker | |
| 04.10.2019 | Discussion of topic | all |
| 18.10.2019 | McLeish, Chapter 3, p.98-128 | Urvashi Behary Paray |
| 25.10.2019 | McLeish, Chapter 3, p.128-166 | Ruiqi Liu |
| 01.11.2019 | McLeish, Chapter 3, p.166-196 | Nazem Khan |
| 08.11.2019 | McLeish, Chapter 4, p.203-228 | Jonathan Muscat |
| 15.11.2019 | McLeish, Chapter 4, p.228-252 | Osian Shelley |
| 22.11.2019 | McLeish, Chapter 5, p.255-278 | Joe Jerome |
| 29.11.2019 | McLeish, Chapter 5, p.278-p.298 | Haodong Sun |
Term 2
The topic of the reading group for Term 2 is Stochastic Control and Financial Applications. We will follow the lecture notes of Frank Thomas Seifried.
| Topic | Speaker | |
| 24.01.2020 | Discussion of topic | all |
| 31.01.2020 | Seifried, Chapter 1 | Urvashi Behary Paray |
| 07.02.2020 | Seifried, | Joe Jerome |
| 14.02.2020 | Seifried, | Xin Zhi |
| 21.02.2020 | Seifried, | Nazem Khan |
| 28.02.2020 | Seifried, | Osian Shelley |
| 06.03.2020 | Seifried, | Yik-Ming Chow |
| 13.03.2020 | Seifried, |
Ruiqi Liu |