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.
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 |
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4th October 2023
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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 | |
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) |
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) |

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