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.

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 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)