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Unless otherwise specified, in Term 2 and Term 3, the Stochastic Finance seminar takes place on Wednesdays, starting at 11:00 am.

The first session in Term 3 is on the 3rd of May.

In Term 3, the seminar takes place in MS.03 (Mathematical Sciences Building),

with the exception of the session on the 24th of May which will take place in MS.04.

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 3

3rd May 2023


Eyal Neuman (Imperial College London)

Optimality and Statistical Learning of Propagator Models

10th May 2023


Max Nendel (Bielefeld University)

A Parametric Approach to the Estimation of Convex Risk Functionals based on Wasserstein Distance

24th May 2023

Room MS.04

Umut Cetin (LSE)

Speeding up the Euler scheme for killed diffusions

21st June 2023

Room MS.03

Tolulope Fadina (Essex)

Measures of Risk under Uncertainty

14th July 2023

(On Friday)

Room MS.03

Samuel Cohen (Oxford)

Stability and approximation of projection filters

Term 2

1st February 2023


Paolo Guasoni (Dublin City University)

General Equilibrium with Unhedgeable Fundamentals and Heterogeneous Agents

15th February 2023

Adrien Richou (Université de Bordeaux)

BSDEs reflected in a non convex domain: a geometric point of view

22nd February 2023

David Bang (University of Warwick)

Coupling of multidimensional Lévy processes and Wasserstein bounds in the small time stable domain of attraction

1st March 2023

Olivier Menoukeu Pamen (University of Liverpool)

Optimal consumption with labour income and borrowing constraints for recursive preferences

8th March 2023

Xin Zhi (University of Warwick)

Optimal Stopping with TreesLink opens in a new window

15th March 2023


/will be rescheduled/

Daniel Schwarz (University College London)

Radner equilibrium and systems of quadratic BSDEs with discontinuous generatorsLink opens in a new window

/This talk has been cancelled and will be rescheduled in Term 3/

Term 1

29th September

B 3.02 (Zeeman)

Mihail Zervos (London School of Economics)

Risk Sharing with Mean-Variance Preferences and Proportional Transaction CostsLink opens in a new window

6th October

Michael Kupper (Universität Konstanz)

Nonlinear semigroups and limit theorems for convex expectationsLink opens in a new window

3rd November

Leandro Sanchez-Betancourt (King's College London)

Internalise or Externalise: Brokers and Informed TradingLink opens in a new window

10th November

Alexandre Pannier (LPSM Paris)

On the ergodic behaviour of affine Volterra processesLink opens in a new window

1st December

Alex Tse (University College London)

Periodic portfolio selection with quasi-hyperbolic discountingLink opens in a new window