Financial/Actuarial Mathematics Seminar

For more information contact Erhan Bayraktar or Virginia Young. You can also see last (2008/09) Year's Seminar Schedule.

Feb 18	Sebatian Jaimungal Department of Statistics University of Toronto	Mathematics Colloquium
March 17	Xueying Hu Department of Mathematics University of Michigan	Minimizing the probability of ruin under stochastic volatility
March 31	Andreas Hamel Department of Operations Research and Financial Engineering, Princeton University	Variational analysis for set-valued functions with applications in financial mathematics
April 1	Birgit Rudloff Department of Operations Research and Financial Engineering, Princeton University	Hedging and Risk Measurement under Transaction Costs
April 2	Qinghua Li Department of Statistics, Columbia University	Non-zero-sum Stochastic Differential Games of Control and Stopping
April 15	Rene Carmona Department of Operations Research and Financial Engineering, Princeton University	Mathematical Challenges of the Emissions Markets
April 20	Nizar Touzi Centre de Mathematiques Appliquees, Ecole Polytechnique	Wellposedness of Second Order Backward SDEs

Sep 24	Qingshuo Song Department of Mathematics University of Michigan	Impulse control and portfolio optimization with general transaction cost
Oct 1	Tom Emmerling Department of Mathematics University of Michigan	Perpetual Cancellable Call Option
Oct 15	Sebatian Jaimungal Department of Statistics University of Toronto	Hitting Time Problems with Applications to Finance and Insurance
Oct 29	Hao Xing Department of Mathematics and Statistics Boston University	Strict Local Martingale Deflators and Pricing American Call-Type Options
Nov 5	Mihai Sirbu Department of Mathematics University of Texas at Austin	Optimal investment on finite horizon with random discrete order flow in illiquid markets
Nov 19	Ting Wang Department of Mathematics University of Michigan	Optimal Strategy to Maximize Utility with Reversible Annuity
Dec 1	Craig Evans Department of Mathematics University of California, Berkeley	Mathematics Colloquium
Dec 3	Song Yao Department of Mathematics University of Michigan	Optimal Stopping for Dynamic Convex Risk Measures
Dec 10	Ahmet Duran Department of Mathematics University of Michigan	Mathematical modeling in health economics during economic crisis