Graduate Students
 Faculty in  Mathematical  Finance            
Math Finance Home Conferences Seminars People Open Positions Contact

CCF Seminars Spring 2016
Date: Monday, February 8, 2016, 4:30 pm
Name: Sebastian Herrmann
Affiliation: ETH
Title: Hedging with Uncertainty-Averse Preferences (Abstract)
Location: Wean Hall 8220
Submitted by: Kasper Larsen
Date: 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
Submitted by: Steve Shreve
Date: Monday, March 14, 2016, 4:30 pm
Name: Martin Herdegen
Affiliation: ETH
Title: Equilibrium models with small transaction costs (Abstract)
Location: Wean Hall 8220
Submitted by: Kasper Larsen
Date: 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
Submitted by: Kasper Larsen
Date: Monday, March 28, 2016, 4:30 pm
Name: Tetsuya Ishikawa
Affiliation: Carnegie Mellon University
Title: Optimal Investment and Pricing in Models where the Underlying Asset May Default (Abstract)
Location: Wean Hall 8220
Submitted by: Scott Robertson
Date: Monday, April 4, 2016, 4:30 pm
Name: Thorsten Rheinlander
Affiliation: Vienna University of Technology
Title: Brownian trading excursions
Location: Wean Hall 8220
Submitted by: Dmitry Kramkov
Date: Monday, April 18, 2016, 4:30 pm
Name: Johannes Muhle-Karbe
Affiliation: Michigan University
Title: Portfolio Choice with Small Nonlinear Price Impact (Abstract)
Location: Wean Hall 8220
Submitted by: Kasper Larsen
Date: Monday, April 25, 2016, 4:30 pm
Name: Praveen Kolli
Affiliation: Carnegie Mellon University
Title: Central Limit Theorem for Rank-Based Diffusions
Location: Wean Hall 8220
Submitted by: Steve Shreve