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Mathematical Finance and Stochastic Analysis Seminar

The activity focuses on Ph.D students presenting their research and discussing related research papers.

Samuel Cohen - Mathematical Institute, Oxford University
Nov 13, 2018 - 11:25am to 12:40pm
College of Science, Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
Model uncertainty is often an unconsidered source of risk in probabilistic modelling. In this talk, we will consider an approach to quantifying uncertainty arising due to statistical estimation, using nonlinear expectations. We will then consider how this uncertainty propagates through time in a... read more
Tue.
Nov 13
Tomasz R. Bielecki - Department of Applied Mathematics, Illinois Institute of Technology
Nov 20, 2018 - 11:25am to 12:40pm
College of Science, Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
TBA
Tue.
Nov 20
Sergey Nadtochiy - Department of Applied Mathematics, Illinois Institute of Technology
Nov 27, 2018 - 11:25am to 12:40pm
College of Science, Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
TBA
Tue.
Nov 27