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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.

Mykhaylo Shkolnikov - Department of Operations Research and Financial Engineering, Princeton University
Aug 23, 2018 - 11:25am to 12:45pm
College of Science, Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 124
In this talk, I will present the recent advances in the study of particle systems with singular interaction through hitting times. Such systems appear naturally in the mathematical models for neuron cells, supercooled liquids, credit networks, etc. In contrast to the previous research, this work (i... read more
Aug 23
Matheus Grasselli - Department of Mathematics and Statistics, McMaster University
Nov 6, 2018 - 10:00am to 11:00am
College of Science, Applied Mathematics - Seminar - TBD
Nov 6