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CCF Seminars Spring 2014
Date: Monday, January 13, 2014, 5:00 pm
Name: Ibrahim Ekren
Affiliation: University of Southern California
Title: Path-dependent heat equation as an introduction to viscosity solutions of PPDEs (Abstract)
Location: Wean Hall 8220
Submitted by: Steve Shreve
Date: Monday, January 20, 2014, 5:00 pm
Name: Yuhui Ouyang
Affiliation: Carnegie Melllon University
Title: Numerical Approximation of the Valuation Equation for a Stochastic Volatility Model (Abstract)
Location: Wean Hall 8427
Submitted by: Kasper Larsen
Date: Monday, January 27, 2014, 5:30 pm
Name: Jessie Li
Affiliation: UT-Austin
Title: On approximation and existence in the monotone-follower problem (Abstract)
Location: Wean Hall 5310
Submitted by: Kasper Larsen
Date: Monday, February 3, 2014, 5:00 pm
Name: Phillip Ernst
Affiliation: U Penn
Title: How to Retire Early (Abstract)
Location: Wean Hall 8427
Submitted by: Kasper Larsen
Date: Monday, February 10, 2014, 5:00 pm
Name: Brent Ambrose
Affiliation: Penn State University
Title: The Adjustable Balance Mortgage: Reducing the Value of the Put (Abstract)
Location: Wean Hall 8427
Submitted by: Scott Robertson
Date: Monday, February 17, 2014, 5:00 pm
Name: Kihun Nam
Affiliation: Princeton
Title: BSEs, BSDEs, and fixed points. (Abstract)
Location: Wean Hall 5415
Submitted by: Kasper Larsen
Date: Monday, March 3, 2014, 5:00 pm
Name: Sergey Nadtochiy
Affiliation: University of Michigan in Ann Arbor
Title: Weak Reflection Principle for Markov Processes. (Abstract)
Location: Wean Hall 8427
Submitted by: Dmitry Kramkov
Date: Monday, March 17, 2014, 5:00 pm
Name: Kimberly Weston
Affiliation: Carnegie Melllon University
Title: A Counterexample to Indifference Price Stability (Abstract)
Location: Wean Hall 8427
Submitted by: Kasper Larsen
Date: Monday, March 24, 2014, 5:00 pm
Name: Sevak Mkrtchyan
Affiliation: Carnegie Mellon University
Title: The bulk scaling limit of unbounded plane partitions (Abstract)
Location: Wean Hall 8427
Submitted by: Dmitry Kramkov
Date: Sunday, April 6, 2014, 4:30 pm
Name: Agostino Capponi
Affiliation: Columbia University
Title: TBA
Location: TBA TBA
Submitted by: Schwarz
Date: Monday, April 7, 2014, 5:00 pm
Name: Patrick Cheridito
Affiliation: ORFE, Princeton
Title: Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Abstract)
Location: Wean Hall 8427
Submitted by: Kasper Larsen
Date: Monday, April 14, 2014, 5:00 pm
Name: Fraydoun Rezakhanlou
Affiliation: UC Berkeley
Title: Diffusions with Rough Drifts (Abstract)
Location: Wean Hall 8427
Submitted by: Gautam Iyer
Date: Monday, April 21, 2014, 5:00 pm
Name: Jin Choi
Affiliation: Carnegie Melllon University
Title: Insider trading in the rational equilibrium setup (Abstract)
Location: Wean Hall 8427
Submitted by: Kasper Larsen
Date: Monday, April 28, 2014, 5:00 pm
Name: Daniel Schwarz
Affiliation: Carnegie Mellon University
Title: Integral representation of martingales motivated by the problem of market completion with derivative securities. (Abstract)
Location: Wean Hall 8427
Submitted by: Dmitry Kramkov