Results for Financial/Actuarial Mathematics events from 08-01-2012 to 08-31-2013
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This seminar is funded by the National Science Foundation and INTECH LLC. (Erhan Bayraktar), and Curtis Huntington.

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Date	Speaker	Seminar	Title
Thursday, September 06, 2012 Start: 3:00 PM Location: 1360 East Hall	Xiang Yu UM	Financial/Actuarial Mathematics	Utility Maximization with Addictive Consumption Habit Formation in Incomplete Markets
Thursday, September 13, 2012 Start: 3:00 PM Location: 1360 East Hall	Sergey Nadtochiy UM	Financial/Actuarial Mathematics	WEAK REFLECTION PRINCIPLE FOR DIFFUSIONS, WITH APPLICATIONS IN FINANCE AND PHYSICS
Thursday, October 04, 2012 Start: 3:00 PM Location: 1360 East Hall	Jenny Young UM	Financial/Actuarial Mathematics	Life Insurance Purchasing to Reach a Bequest
Thursday, October 11, 2012 Start: 3:00 PM Location: 1360 East Hall	Kazutoshi Yamazaki Osaka University	Financial/Actuarial Mathematics	Optimal Stopping for Spectrally Negative Levy Processes and Applications in Finance
Thursday, October 18, 2012 Start: 3:00 PM Location: 1360 East Hall	Peter Carr Courant Institute and Morgan Stanley	Financial/Actuarial Mathematics	Risk, Return, and Ross Recovery
Thursday, October 25, 2012 Start: 3:00 PM Location: 4096 East Hall *	Ramon van Handel Princeton University	Financial/Actuarial Mathematics	Can one construct nonlinear conditional expectations?
Thursday, November 01, 2012 Start: 3:00 PM Location: 1360 East Hall	Jean-Pierre Fouque UCSB	Financial/Actuarial Mathematics	Portfolio Optimization and Stochastic Volatility Asymptotics
Thursday, November 15, 2012 Start: 3:00 PM Location: 1360 East Hall	Konstantinos Spiliopoulos Boston University	Financial/Actuarial Mathematics	Recent results on systemic risk in large financial networks
Monday, December 10, 2012 Start: 12:00 PM Location: 2265 North Quad *	Zhou Zhou UM	Financial/Actuarial Mathematics	Proposal Defense: On controller-stopper problems with jumps and its application to pricing American options
Tuesday, December 11, 2012 Start: 3:00 PM Location: 1360 East Hall	Patrick Cheridito Princeton University	Financial/Actuarial Mathematics	Equilibrium pricing in incomplete markets under translation invariant preferences
Thursday, January 10, 2013 Start: 2:30 PM Location: 1360 East Hall *	Ross Kravitz UM	Financial/Actuarial Mathematics	Thesis Defense: Problems in Optimal Stopping and Control
Friday, February 22, 2013 Start: 3:00 PM Location: 1360 East Hall	Pierre Patie Cornell University	Financial/Actuarial Mathematics	Fluctuation theory for completely asymmetric Markov processes
Thursday, February 28, 2013 Start: 3:00 PM Location: 1360 East Hall	Darinka Dentcheva Stevens Institute of Technology	Financial/Actuarial Mathematics	Risk-averse optimization via stochastic order constraints
Tuesday, March 12, 2013 Start: 3:00 PM Location: 1360 East Hall	Steve Shreve Carnegie Mellon University	Financial/Actuarial Mathematics	Diffusion scaling of a limit-order book model
Thursday, March 21, 2013 Start: 3:00 PM Location: 1360 East Hall	Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology	Financial/Actuarial Mathematics	Dynamic Conic Finance
Thursday, March 28, 2013 Start: 3:00 PM Location: 1360 East Hall	Mykhaylo Shkolnikov UC Berkeley	Financial/Actuarial Mathematics	Asymmetrically colliding Brownian particles in stochastic portfolio theory and beyond
Thursday, April 04, 2013 Start: 3:00 PM Location: 1360 East Hall	Jin Ma USC	Financial/Actuarial Mathematics	Pathwise Stochastic Taylor Expansion and Forward Path-Dependent PDEs
Thursday, April 11, 2013 Start: 3:00 PM Location: 1360 East Hall	Thaleia Zariphopoulou Oxford University and UT Austin.	Financial/Actuarial Mathematics	Postponed to Fall
Tuesday, April 16, 2013 Start: 3:00 PM Location: 1096 East Hall *	Umut Cetin London School of Economics	Financial/Actuarial Mathematics	Explicit construction of a dynamic Bessel bridge of dimension 3
Thursday, April 18, 2013 Start: 2:50 PM Location: 1360 East Hall *	Umut Cetin London School of Economics	Financial/Actuarial Mathematics	Risk aversion of market makers and asymmetric information
Tuesday, April 23, 2013 Start: 3:00 PM Location: 1360 East Hall	Sebastian Jaimungal University of Toronto	Financial/Actuarial Mathematics	Robust Market Making
Tuesday, April 30, 2013 Start: 1:30 AM Location: 1096 East Hall *	Yu-Jui Huang UM	Financial/Actuarial Mathematics	Thesis Defense: Topics in Stochastic Control with Applications to Finance

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