Actuarial and Financial Mathematics Archives
| Date | Speakers | |
|---|---|---|
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Thursday, April 5, 2018 - 15:00 to 16:00
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Approximate Variational Estimation for a Model of Network Formation |
Lingjiong Zhu
Florida State University
|
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Thursday, March 15, 2018 - 15:00 to 16:00
|
Substitute Hedging with (Cross) Price Impact |
Ryan Donnelly
University of Washington
|
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Tuesday, February 27, 2018 - 15:00 to 16:00
|
Can Swing Pricing Prevent Mutual Fund Runs and Failures? |
Agostino Capponi
Columbia University
|
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Thursday, January 25, 2018 - 15:00 to 16:00
|
Portfolio Choice with Small Temporary and Transient Price Impact |
Johannes Muhle-Karbe
Carnegie Mellon University
|
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Tuesday, April 28, 2015 - 10:00 to 11:00
|
Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games |
University of Pittsburgh
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Wednesday, April 15, 2015 - 14:00 to 15:00
|
Endogenous Current Coupons |
Scott Robertson
Carnegie Mellon University
|
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Wednesday, April 8, 2015 - 10:30 to 11:30
|
Taylor approximation of incomplete Radner equilibrium models |
Jin Hyuk Choi
Carnegie Mellon University
|
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Wednesday, April 8, 2015 - 10:30 to 11:30
|
Taylor approximation of incomplete Radner equilibrium models |
Jin Hyuk Choi
Carnegie Mellon University
|
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Wednesday, April 1, 2015 - 14:00 to 15:00
|
Robust hedging with tradable options under price impact |
Arash Fahim
Florida State University
|
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Wednesday, March 25, 2015 - 14:00 to 15:00
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Nonlinear price dynamics of ETFs and support for the Constant Rebalanced Portfolio strategy |
Mark DeSantis
Chapman University
|
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Wednesday, March 18, 2015 - 14:00 to 15:00
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Density analysis of backward stochastic differential equations |
Solesne Bourguin
Carnegie Mellon University
|
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Wednesday, March 4, 2015 - 14:00 to 15:00
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Probabilistic and Stochastic perspectives on instantaneously rebalanced portfolio strategies |
Jonathan Hanke
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Wednesday, February 25, 2015 - 14:00 to 15:00
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Stability of Utility Maximization in Nonequivalent Markets |
Kimberly Weston
Carnegie Mellon University
|
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Wednesday, February 18, 2015 - 14:00 to 15:00
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First-Loss Fee Structures for Hedge Funds |
David Saunders
University of Waterloo
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Wednesday, February 4, 2015 - 14:00 to 15:00
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Pathwise Ito Calculus for Rough Paths |
Christian Keller
University of Southern California
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Wednesday, April 9, 2014 - 14:00
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Rationalizing Investors' Choice |
Carole Bernard
|
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Wednesday, April 2, 2014 - 11:00
|
A new approach for studying stochastic ordering of risks |
Liang Hong
Robert Morris University
|