Graduate Students
Center for                           Computational Finance
CCF Home Conferences Seminars Working Groups Nash Lectures Heath Lectures People Open Positions Contact
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, 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: Completed
Submitted by: Steve Shreve

Monday, October 10, 2016, 4:30 pm

Name: Xi Geng
Affiliation: Carnegie Mellon University
Title: The exponential transform of a path: a faithful representation (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Steve Shreve

Monday, October 17, 2016, 4:30 pm

Name: Elnur Emrah
Affiliation: Carnegie Mellon University
Title: Fluctuations and large deviations exactly solvable inhomogeneous corner growth models (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Steve Shreve

Monday, October 31, 2016, 5:00 pm

Name: Andrey Sarantsev
Affiliation: University of California at Santa Barbara
Title: Competing Brownian Particles (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Steve Shreve

Monday, November 7, 2016, 5:00 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: Completed
Submitted by: Steve Shreve

Monday, November 14, 2016, 5:00 pm

Name: Yu Gu
Affiliation: Stanford University
Title: Scaling limits of fluctuations in stochastic homogenization (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Gautam Iyer

Monday, November 21, 2016, 5:10 pm

Name: Zsolt Pajor-Gyulai
Affiliation: NYU
Title: On dynamical systems perturbed by a null recurrent fast motion (Abstract)
Location: Wean Hall 8220
Status: Completed
Submitted by: Gautam Iyer

Monday, December 12, 2016, 5:00 pm

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

Monday, December 19, 2016, 5:00 pm

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

Past Seminars: