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CCF Seminars Fall 2013
Date: Monday, September 9, 2013, 5:00 pm
Name: Solesne Bourguin
Affiliation: Carnegie Mellon University
Title: Stochastic Geometry and the Malliavin Calculus of Variations (Abstract)
Location: Wean Hall 6423
Submitted by: Dmitry Kramkov
Date: Monday, September 16, 2013, 5:00 pm
Name: Shkolnikov Mykyahlo
Affiliation: Department of Statistics, University of California, Berkeley.
Title: Intertwinings, wave equations and growth models (Abstract)
Location: Scaife Hall 219
Submitted by: Steve Shreve
Date: Monday, September 23, 2013, 5:00 pm
Name: Antonis Papapantoleon
Affiliation: Technical University Berlin
Title: An equilibrium model for commodity spot and forward prices (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve
Date: Wednesday, September 25, 2013, 5:00 pm
Name: Antonis Papapantoleon
Affiliation: Technical University of Berlin
Title: Affine LIBOR models with multiple curves: theory, examples and calibration (Abstract)
Location: Wean Hall 7201
Submitted by: Shreve
Date: Monday, September 30, 2013, 5:00 pm
Name: Ton Dieker
Affiliation: Georgia Institute of Technology
Title: Markov functions: reflections and musings (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve
Date: Monday, October 14, 2013, 5:00 pm
Name: Qinghua Li
Affiliation: Humboldt University - Berlin
Title: Optimal Trading in a Two-Sided Limit Order Book (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve
Date: Monday, October 21, 2013, 5:00 pm
Name: Sevak Mkrtchyan
Affiliation: Carnegie Mellon University
Title: Plane partitions with 2-periodic weights (Abstract)
Location: Wean Hall 6423
Submitted by: Dmitry Kramkov
Date: Monday, October 28, 2013, 5:00 pm
Name: Scott Robertson
Affiliation: Carnegie Mellon University
Title: Continuous Time Perpetuities and the Time Reversal of Diffusions (Abstract)
Location: Wean Hall 6423
Submitted by: Scott Robertson
Date: Monday, November 4, 2013, 5:00 pm
Name: Dmitry Kramkov
Affiliation: Carnegie Mellon University
Title: A survey of recent results on quadratic BSDEs.
Location: Wean Hall 6423
Submitted by: Dmitry Kramkov
Date: Thursday, November 14, 2013, 10:30 am
Name: Alex Cox
Affiliation: Bath University
Title: Robust Hedging with given option prices: the Skorokhod Embedding approach (part 1) (Abstract)
Location: Wean Hall 7201

Date: Friday, November 15, 2013, 2:30 pm
Name: Alex Cox
Affiliation: Bath University
Title: Robust Hedging with given option prices: the Skorokhod Embedding approach (part 2) (Abstract)
Location: Wean Hall 5328

Date: Tuesday, December 3, 2013, 10:30 am
Name: Leonid Petrov
Affiliation: Northeastern University
Title: Markov dynamics on interlacing arrays (Abstract)
Location: Wean Hall 8220
Submitted by: Pisztora
Date: Thursday, December 5, 2013, 10:30 am
Name: Antonio Auffinger
Affiliation: University of Chicago
Title: On some properties of mean field spin glasses (Abstract)
Location: Wean Hall 8220
Submitted by: Pisztora
Date: Friday, December 6, 2013, 4:30 pm
Name: Mykhaylo Shkolnikov
Affiliation: University of California, Berkeley
Title: Scaling limits of interacting particle systems of exclusion type (Abstract)
Location: Wean Hall 7218
Submitted by: Pisztora