Seminar on Financial Mathematics

Fall 2019

  • 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)

Spring 2020

  • 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