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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, September 8, 2014, 5:00 pm

Name: Dmitry Kramkov
Affiliation: Carnegie Mellon University
Title: A system of quadratic BSDEs arising in a price impact model (Abstract)
Location: Porter Hall 226C
Status: Completed
Submitted by: Dmitry Kramkov

Monday, September 15, 2014, 5:00 pm

Name: Jianfeng Zhang
Affiliation: University of Southern California
Title: Viscosity Solutions of Path Dependent PDEs (Abstract)
Location: Porter Hall 226C
Status: Completed
Submitted by: Dmitry Kramkov

Monday, September 22, 2014, 5:00 pm

Name: Gautam Iyer
Affiliation: Carnegie Mellon University
Title: Anomalous diffusion of tracer particles in fast cellular flows. (Abstract)
Location: Porter Hall 226C
Status: Scheduled
Submitted by: Dmitry Kramkov

Monday, September 29, 2014, 5:00 pm

Name: Solesne Bourguin
Affiliation: Carnegie Mellon University
Title: Density analysis of BSDEs (Abstract)
Location: Porter Hall 226C
Status: Scheduled
Submitted by: Dmitry Kramkov

Monday, October 6, 2014, 4:30 pm

Name: Paul Glasserman
Affiliation: Columbia Business School
Title: Systemic Risk and the Risk Management Paradox (Abstract)
Location: Cohon University Center - McConomy Auditorium
Status: Scheduled
Submitted by: Steve Shreve

Tuesday, October 7, 2014, 4:30 pm

Name: Paul Glasserman
Affiliation: Columbia Business School
Title: Market-Triggered Contingent Capital: Equilibrium Price Dynamics (Abstract)
Location: Wean Hall 7500
Status: Scheduled
Submitted by: Steve Shreve

Monday, October 13, 2014, 5:00 pm

Name: Claudia Nunes
Affiliation: University of Lisbon, Portugal
Title: Optimal investment with random innovations (Abstract)
Location: Porter Hall 226C
Status: Tentative
Submitted by: Dmitry Kramkov

Monday, October 20, 2014, 5:00 pm

Name: Constantinos Spiliopoulos
Affiliation: Boston University
Title: TBA
Location: Porter Hall 226C
Status: Scheduled
Submitted by: Scott Robertson

Monday, October 27, 2014, 5:00 pm

Name: Gustavo Schwenkler
Affiliation: Boston University School of Management
Title: TBA
Location: Porter Hall 226C
Status: Scheduled
Submitted by: Scott Robertson

Monday, November 3, 2014, 5:00 pm

Name: TBA
Affiliation:
Title: TBA
Location: Porter Hall 226C
Status: Timeslot

Monday, November 10, 2014, 5:00 pm

Name: Sergio Pulido
Affiliation: Swiss Finance Institute @ EPFL
Title: TBA
Location: Porter Hall 226C
Status: Scheduled
Submitted by: Dmitry Kramkov

Monday, November 17, 2014, 5:00 pm

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Location: Porter Hall 226C
Status: Timeslot
Submitted by: Dmitry Kramkov

Monday, November 24, 2014, 5:00 pm

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Monday, December 1, 2014, 5:00 pm

Name: Igor Cialenco
Affiliation: IIT
Title: TBA
Location: Porter Hall 226C
Status: Scheduled
Submitted by: Kasper Larsen

Monday, January 12, 2015, 5:00 pm

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Monday, January 19, 2015, 5:00 pm

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Monday, January 26, 2015, 5:00 pm

Name: Tim Leung
Affiliation: Columbia University
Title: TBA
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Status: Tentative
Submitted by: Scott Robertson

Monday, February 2, 2015, 5:00 pm

Name: Johannes Muhle-Karbe
Affiliation: ETH - Zurich
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Status: Tentative
Submitted by: Scott Robertson

Monday, February 9, 2015, 5:00 pm

Name: Johannes Muhle-Karbe
Affiliation: ETH - Zurich
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Status: Scheduled
Submitted by: Scott Robertson

Monday, February 16, 2015, 5:00 pm

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Monday, February 23, 2015, 5:00 pm

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Monday, March 2, 2015, 5:00 pm

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Monday, March 16, 2015, 5:00 pm

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Monday, March 23, 2015, 5:00 pm

Name: Umut Cetin
Affiliation: LSE
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Status: Scheduled
Submitted by: Kasper Larsen

Monday, March 30, 2015, 5:00 pm

Name: Umut Cetin
Affiliation: LSE
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Status: Scheduled
Submitted by: Kasper Larsen

Monday, April 6, 2015, 5:00 pm

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Monday, April 13, 2015, 5:00 pm

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Monday, April 20, 2015, 5:00 pm

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Monday, April 27, 2015, 5:00 pm

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