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Stochastic Finance @ Warwick Seminars

Unless otherwise specified, the Stochastic Finance seminar takes place on Wednesdays, starting at 11:00 am.

The first session in Term 1 in the academic year 2023/2024 is on the 4th of October.

The first session in Term 2 is on the 31st of January 2024.

In Terms 1 and 2, the seminar takes place in B3.03 (Zeeman Building).

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
 

31st January 2024

 

Miha Bresar (Warwick)

Superdiffusive limits for Bessel-driven stochastic kinetics

7th February 2024

Daniel Schwarz (UCL)

Radner equilibrium and systems of quadratic BSDEs with discontinuous generators

21st February 2024

Corina Constantinescu (Liverpool)

Trapping Probability in Low-Income Household Capital Dynamics: Insurance and Subsidies Impact

/This talk is postponed./ 

28th February 2024

Andrew Allan (Durham)

Rough Stochastic Analysis with Jumps

Term 1
 

4th October 2023

 

Moris StrubLink opens in a new window (WBS)

How to choose a model for portfolio selection? A consequentialist approach

   
11th October 2023 No seminar.
   
18th October 2023

Purba Das (King's College London)

Hölder regularity and roughness: Construction and examples

   
25th October 2023

Ofelia Bonesini (Imperial College London)

Correlated equilibria for mean field games with progressive strategies

   
1st November 2023 No seminar.
   
8th November 2023

David Itkin (Imperial College London)

Ergodic robust maximization of asymptotic growth with stochastic factors

   
15th November 2023

Alvaro Cartea (University of Oxford)

Spoofing with Learning Algorithms

   
22nd November 2023

Albina Danilova (LSE)

Order routing and market quality: Who benefits from internalization?Link opens in a new window

   
29th November 2023

Neofytos Rodosthenous (University College London)

Non-zero-sum optimal stopping game with continuous versus periodic exercise opportunities

   
6th December 2023 Corina Constantinescu (University of Liverpool) This talk is postponed to Term 2.
   
13th December 2023 Anran Hu (University of Oxford)
 Room MS.04 Mean-Field Approximations in Heterogeneous N-Player Games
   

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