Seminars

Mathematical Finance Seminar – Past Talks

All talks in or after Spring 2019 are accessible through the UConn Events Calendar.
The table below is of talks prior to Spring 2019.
3/29/17
Mathematical Finance Seminar
Optimal Investment in Incomplete Markets
Oleksii Mostovyi (UConn)
4/12/17
Mathematical Finance Seminar
Convex Duality Approach for the Expected Utility Maximization Problem
Oleksii Mostovyi (UConn)
4/19/17
Mathematical Finance Seminar
Second-Order Asymptotic Analysis in the Context of the Expected Utility Maximization Problem
Oleksii Mostovyi (UConn)
10/11/17
Mathematical Finance Seminar
Optimal multiple stopping problems under mean-reverting dynamics
Tim Leung (University of Washington)
2/23/18
Mathematical Finance Seminar
Mean Reversion in VSTOXX & VIX Futures
Andrew Papanicolaou (NYU)
2/28/18
Mathematical Finance Seminar
Large tournament games
Yuchong Zhang (Columbia University)
3/28/18
Mathematical Finance Seminar
High-Water Mark Fees with Stochastic Benchmark
Gu Wang (WPI)
4/4/18
Mathematical Finance Seminar
Cost Efficiency in Incomplete Markets
Stephan Sturm (Worcester Polytechnic Institute)
4/11/18
Mathematical Finance Seminar
Optimal Equilibria for Time-inconsistency — the Stopping Case
Yu-Jui Huang (University of Colorado Boulder)
4/18/18
Mathematical Finance Seminar
A Dynamic Network Model of Interbank Lending
Agostino Capponi (Columbia University)
4/25/18
Mathematical Finance Seminar
The pricing of contingent claims and optimal positions in asymptotically complete markets
Konstantinos Spiliopoulos (Boston University)
9/26/18
Mathematical Finance Seminar
Incomplete Equilibrium with a Stochastic Annuity
Kim Weston (Rutgers University)
10/10/18
Mathematical Finance Seminar
Pathwise functional portfolio generation and optimal transport
Michael Monoyios (University of Oxford)