Seminar on Financial Mathematics
- Sep 10th, 4-5pm, Hao Xing from BU.
- Title: Rational inattention and dynamic discrete choice (abstract)
- Oct 8th, 4-5pm, Alex Hening from Tufts.
- Title: The Inverse First Passage Time Problem for killed Brownian motion (abstract)
- Oct 15th, Term Break
- Oct 29th, 4-5pm, Ju-yi Yen from University of Cincinnati
- Title: Limit Theorems and Regenerative Processes (abstract)
- Nov 5th, 4-5pm, Lingjiong Zhu from FSU.
- Title: Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization (abstract)
- Feb 24th, 4-5pm, SH306, Scott Robertson from Boston University.
- Mar 10th, 4-5pm, Term Break
- Mar 16th, 4-5pm, Chao Zhu from UWM
- Mar 23rd, 4-5, Tim Leung from UW-Seattle