Results for Financial/Actuarial Mathematics events from 01-01-2013 to 06-30-2013
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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, 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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