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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). Information for outside speakers or visitors can be found here.


Monday, January 11, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, January 18, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: No seminar. Martin Luther King Day
Location: TBA
Status: Timeslot
Submitted by: Steve Shreve

Monday, January 25, 2016, 4:30 pm

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

Monday, February 1, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, February 8, 2016, 4:30 pm

Name: Sebastian Herrmann
Affiliation: ETH
Title: Hedging with Uncertainty-Averse Preferences (Abstract)
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Kasper Larsen

Monday, February 15, 2016, 4:30 pm

Name: Elnur Emrah
Affiliation: University of Wisconsin
Title: Corner growth models with inhomogeneous exponential and geometric weights (Abstract)
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Steve Shreve

Monday, February 22, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, February 29, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, March 7, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, March 14, 2016, 4:30 pm

Name: Martin Herdegen
Affiliation: ETH
Title: Equilibrium models with small transaction costs (Abstract)
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Kasper Larsen

Monday, March 21, 2016, 4:30 pm

Name: David Saunders
Affiliation: University of Waterloo
Title: Mathematical Analysis of Shared-Loss Fee Structures for Hedge Funds (Abstract)
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Kasper Larsen

Monday, March 28, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, April 4, 2016, 4:30 pm

Name: Thorsten Rheinlander
Affiliation: Vienna University of Technology
Title: TBA
Location: Wean Hall 8220
Status: Scheduled
Submitted by: Dmitry Kramkov

Monday, April 11, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, April 18, 2016, 4:30 pm

Name: Johannes Muhle-Karbe
Affiliation: Michigan University
Title: TBA
Location: TBA
Status: Scheduled
Submitted by: Kasper Larsen

Monday, April 25, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Monday, May 2, 2016, 4:30 pm

Name: TBA
Affiliation: TBA
Title: TBA
Location: TBA
Status: Timeslot

Past Seminars: