*Date* |
*Speaker* | *Seminar* | *Title* |

Wednesday, September 06, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Xunyu Zhou**
*Columbia University* | Financial/Actuarial Mathematics | Time Inconsistency, Self Control and Portfolio Choice |

Wednesday, September 13, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Mike Ludkovski**
*UCSB* | Financial/Actuarial Mathematics | Capacity Expansion Games with Application to Competition in Power Generation Investments |

Tuesday, September 19, 2017 Start: 3:00 PM
Location: 4096 East Hall * |
**Johannes Muhle-Karbe**
*Carnegie Mellon* | Financial/Actuarial Mathematics | Equilibrium Price Impact |

Wednesday, September 27, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Archil Gulisashvili**
*Ohio University* | Financial/Actuarial Mathematics | Implied volatility skew in rough stochastic volatility models. Moderate deviation regime |

Wednesday, October 04, 2017 Start: 4:00 PM
Location: 1360 EH East Hall * |
**Zhou Zhou**
*UM* | Financial/Actuarial Mathematics | Optimal Equilibrium for Time-Inconsistent Stopping Problems |

Wednesday, October 11, 2017 Start: 3:00 PM
Location: 1866 East Hall * |
**Sebastian Hermann **
*UM* | Financial/Actuarial Mathematics | Robust Pricing and Hedging around the Globe |

Wednesday, October 11, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Nicolas Hernandez**
*UM* | Financial/Actuarial Mathematics | Bank monitoring incentives under moral hazard and adverse selection |

Wednesday, October 18, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Alexandros Saplaouras**
*UM* | Financial/Actuarial Mathematics | The stability property of BSDEJ |

Thursday, October 19, 2017 Start: 3:00 PM
Location: R2240 Ross School of Business * |
**Jia Guo**
*UM* | Financial/Actuarial Mathematics | Recombining Tree Approximations for Optimal Stopping for Diffusions |

Wednesday, October 25, 2017 Start: 3:00 PM
Location: 1866EH East Hall * |
**Christian Keller**
*UM* | Financial/Actuarial Mathematics | Viscosity solutions for fully nonlinear stochastic partial differential equations - a rough path view |

Wednesday, November 01, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Vathana Ly Vath**
*ENSIIE* | Financial/Actuarial Mathematics | Optimal dividend and investment policy with debt covenants |

Wednesday, November 08, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Mark Schroder**
*Michigan State* | Financial/Actuarial Mathematics | The Effects of Competition and Monitoring on R&D Investment: A Dynamic Approach |

Wednesday, November 29, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Ronnie Sircar**
*Princeton University* | Financial/Actuarial Mathematics | Trading, Market Impact and Nonlinear Systems |

Tuesday, December 05, 2017 Start: 4:00 PM
Location: 4096 East Hall * |
**Francois Delarue**
*Universite Nice-Sophia Antipolis* | Financial/Actuarial Mathematics | Mean field rough differential equations |

Wednesday, December 06, 2017 Start: 4:00 PM
Location: 1360 East Hall |
**Dylan Possamai**
*Columbia University* | Financial/Actuarial Mathematics | Open problems in contract theory |

Wednesday, January 03, 2018 Start: 3:00 PM
Location: 1096 East Hall * |
**Jenny Young**
*UM* | Financial/Actuarial Mathematics | Mean-Variance Criterion over a Random Horizon |

Wednesday, January 03, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Ibrahim Ekren**
*UM* | Financial/Actuarial Mathematics | Multidimensional utility maximization with small nonlinear price impact |

Wednesday, January 10, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Ibrahim Ekren**
*UM* | Financial/Actuarial Mathematics | A dynamic equilibrium model for brokerage fees |

Wednesday, January 17, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Matteo Burzoni**
*ETH* | Financial/Actuarial Mathematics | On the martingale selection problem and its connection to arbitrage theory |

Wednesday, January 24, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Martin Larsson**
*ETH* | Financial/Actuarial Mathematics | Generators of measure-valued jump-diffusions |

Wednesday, January 31, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Gaoyue Guo**
*Oxford* | Financial/Actuarial Mathematics | Some numerical aspects of (martingale) optimal transportation |

Wednesday, February 07, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Thomas Kruse**
* University of Duisburg-Essen * | Financial/Actuarial Mathematics | Multilevel Picard approximations for high-dimensional nonlinear parabolic partial differential equations |

Wednesday, February 14, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Florian Stebegg**
*Columbia University* | Financial/Actuarial Mathematics | Existence of Dual Optimizers in Constrained Transport |

Wednesday, February 21, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Christoph Belak**
*University of Trier* | Financial/Actuarial Mathematics | Utility Maximization with Constant Costs |

Monday, March 05, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Pierre Cardaliaguet**
*Paris Dauphine* | Financial/Actuarial Mathematics | On the (in)efficiency of mean field games. |

Wednesday, March 14, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Hao Xing**
*LSE* | Financial/Actuarial Mathematics | An example of continuous-time Radner equilibrium |

Wednesday, March 21, 2018 Start: 4:00 PM
Location: B844 East Hall * |
**Parsiad Azimzadeh**
*UM* | Financial/Actuarial Mathematics | Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities |

Tuesday, March 27, 2018 Start: 3:00 PM
Location: Blau Jeff Hall 1580 Ross School of Business * |
**Jingjie Zhang**
*UM* | Financial/Actuarial Mathematics | TIME CONSISTENT STOPPING FOR THE MEAN-STANDARD DEVIATION PROBLEM — THE DISCRETE TIME CASE |

Wednesday, April 04, 2018 Start: 3:00 PM
Location: 4096 East Hall * |
**Sergey Nadtochiy**
| Financial/Actuarial Mathematics | Optimal Contract for a Fund Manager, with Capital Injections and Endogenous Constraints. |

Wednesday, April 04, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Nizar Touzi**
*Ecole Polytechnique* | Financial/Actuarial Mathematics | New developments in second order backward SDEs |

Thursday, April 05, 2018 Start: 3:00 PM
Location: 1360 East Hall * |
**Nizar Touzi**
*Ecole Polytechniqie* | Financial/Actuarial Mathematics | Branching particles representation for nonlinear Cauchy problems |

Wednesday, April 11, 2018 Start: 4:00 PM
Location: 1360 East Hall |
**Jianfeng Zhang**
*USC* | Financial/Actuarial Mathematics | A Martingale Approach for Fractional Brownian Motions and Related Path Dependent PDEs |

Wednesday, April 18, 2018 Start: 4:00 PM
Location: 1866 East Hall * |
**Maxim Bichuch**
*Johns Hopkins* | Financial/Actuarial Mathematics | Systemic Risk and Market Confidence |