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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 and Gautam Iyer (Probability) and Kasper Larsen, Dmitry Kramkov, Scott Robertson, and Steven Shreve (Mathematical Finance). Further details for outside speakers or visitors


Monday, September 19, 2016, 4:30 pm

Name: Kevin Ou
Affiliation: Carnegie Mellon University
Title: Continuous Time Equilibrium of Monopolistic Insider Trading - Back's 1992 Model (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Steve Shreve

Monday, September 26, 2016, 4:30 pm

Name: Camelia Pop
Affiliation: University of Minnesota
Title: Transition probabilities for degenerate diffusions arising in population genetics (Abstract)
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Steve Shreve

Monday, October 3, 2016, 4:30 pm

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

Monday, October 10, 2016, 4:30 pm

Name: Xi Geng
Affiliation: Carnegie Mellon University
Title: TBA
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Steve Shreve

Monday, October 17, 2016, 4:30 pm

Name: Elnur Emrah
Affiliation: Carnegie Mellon University
Title: TBA
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Steve Shreve

Monday, October 24, 2016, 4:30 pm

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

Monday, October 31, 2016, 4:30 pm

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

Monday, November 7, 2016, 4:30 pm

Name: Praveen Kolli
Affiliation: Carnegie Mellon University
Title: SPDE limit of Fluctations of Rank Based Stochastic Differential Equations (Abstract)
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Steve Shreve

Monday, November 14, 2016, 4:30 pm

Name: Yu Gu
Affiliation: Stanford University
Title: TBA
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Gautam Iyer

Monday, November 21, 2016, 4:30 pm

Name: Zsolt Pajor-Gyulai
Affiliation: NYU
Title: TBA
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Gautam Iyer

Monday, November 28, 2016, 4:30 pm

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

Monday, December 5, 2016, 4:30 pm

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

Monday, December 12, 2016, 4:30 pm

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

Monday, December 19, 2016, 4:30 pm

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

Past Seminars: