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CCF Seminars

Probability and Computational Finance Seminars

If you have questions or suggestions about the seminar, please contact the organizers: Agoston Pisztora / Gautam Iyer (Probability) and Dmitry Kramkov / Johannes Muhle-Karbe / Steven Shreve (Mathematical Finance). Further details for outside speakers or visitors


Canceled

Wednesday, September 20, 2017, 4:30 pm

Name: Frank Seifried
Affiliation: University of Trier
Title: TBA
Location: Wean Hall 8220
Status: Canceled
Submitted by: Johannes Muhle-Karbe

Monday, October 2, 2017, 4:30 pm

Name: Johannes Muhle-Karbe
Affiliation: Carnegie Mellon University
Title: A Dynamic Equilibrium Model for Brokerage Fees
Location: Wean Hall 8220
Status: Completed
Submitted by: Johannes Muhle-Karbe

Monday, October 9, 2017, 4:30 pm

Name: Florian Stebegg
Affiliation: Columbia University
Title: Robust Pricing and Hedging around the Globe (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Johannes Muhle-Karbe

Monday, October 16, 2017, 4:30 pm

Name: Jingyu Huang
Affiliation: University of Utah
Title: Analysis of a Kraichnan-type Fluid Model (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Steve Shreve

Monday, October 23, 2017, 4:30 pm

Name: Dylan Possamai
Affiliation: Columbia University
Title: Open Problems in Contract Theory (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Johannes Muhle-Karbe

Monday, October 30, 2017, 4:30 pm

Name: Yan Xu
Affiliation: Carnegie Mellon University
Title: A martingale optimal transport problem motivated by Kyle's equilibrium. (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Dmitry Kramkov

Monday, November 6, 2017, 4:30 pm

Name: Antoine Jacquier
Affiliation: Imperial College London
Title: Perturbation Analysis of Sub/Super Hedging Problems (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Johannes Muhle-Karbe

Monday, November 13, 2017, 4:30 pm

Name: Janosch Ortmann
Affiliation: NYU
Title: Polymers, particles, last-passage percolation and KPZ universality (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Steve Shreve

Monday, November 20, 2017, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: Wean Hall 8220
Status: Timeslot

Monday, November 27, 2017, 4:30 pm

Name: Kevin Ou
Affiliation: Carnegie Mellon University
Title: Transient linear price impact and Fredholm integral equations
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Steve Shreve

Monday, December 4, 2017, 4:30 pm

Name: Song Yao
Affiliation: University of Pittsburgh
Title: Optimal Stopping with Expectation Constraint (Abstract)
Location: Wean Hall 8220
Status: Timeslot
Submitted by: Johannes Muhle-Karbe

Monday, December 11, 2017, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: Wean Hall 8220
Status: Timeslot

Monday, February 12, 2018, 4:30 pm

Name: Marcel Nutz
Affiliation: Columbia University
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, February 26, 2018, 4:30 pm

Name: Agostino Capponi
Affiliation: Columbia University
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, March 5, 2018, 4:30 pm

Name: Yuchong Zhang
Affiliation: Columbia University
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, March 19, 2018, 4:30 pm

Name: Hao Xing
Affiliation: London School of Economics
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, March 26, 2018, 4:30 pm

Name: Christoph Czichowsky
Affiliation: London School of Economics
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, April 2, 2018, 4:30 pm

Name: Beatrice Acciaio
Affiliation: London School of Economics
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, April 9, 2018, 4:30 pm

Name: Kevin Webster
Affiliation: Citadel LLC
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, April 23, 2018, 4:30 pm

Name: Xiaolu Tan
Affiliation: Paris Dauphine University
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Monday, April 30, 2018, 4:30 pm

Name: Sergey Nadtochiy
Affiliation: University of Michigan
Title: TBA
Location: Wean Hall 8220
Status: Tentative
Submitted by: Johannes Muhle-Karbe

Past Seminars: