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

Wednesday, September 04, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Dominykas Norgilas**
*UM* |
Financial/Actuarial Mathematics |
Robust approach to pricing of American options |

Wednesday, September 18, 2019 Start: 4:00 PM
Location: 4096 East Hall * |
**Shuoqing Deng**
*UM* |
Financial/Actuarial Mathematics |
Optimal consumption with reference to past spending maximum |

Friday, September 20, 2019 Start: 3:00 PM
Location: 4448 East Hall * |
** Steve Kou**
*Boston University* |
Financial/Actuarial Mathematics |
A Theory of FinTech |

Wednesday, September 25, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Ioannis Karatzas**
*Columbia University* |
Financial/Actuarial Mathematics |
Van Eenam Lecture #2: Conservative Diffusion as Entropic Gradient Flow |

Thursday, September 26, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Ioannis Karatzas**
*Columbia University* |
Financial/Actuarial Mathematics |
Van Eenam Lecture #3: The Harrison-Shepp Equation and some of Its Offspring |

Wednesday, October 02, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Justin Sirignano**
*UIUC* |
Financial/Actuarial Mathematics |
Deep Learning: Applications and Asymptotics |

Wednesday, October 09, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Dave Goldberg**
*Cornell* |
Financial/Actuarial Mathematics |
Beating the curse of dimensionality in options pricing and optimal stopping |

Wednesday, October 30, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Thomas Bernhardt**
*UM* |
Financial/Actuarial Mathematics |
Tontines with bequest |

Wednesday, November 13, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Bin Zou**
*University of Connecticut* |
Financial/Actuarial Mathematics |
Optimal Bookmaking |

Wednesday, November 20, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Nicolas Hernandez**
*UM* |
Financial/Actuarial Mathematics |
An adverse selection approach to power pricing |

Wednesday, December 11, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Bahman Angoshtari**
*University of Washington* |
Financial/Actuarial Mathematics |
Optimal Consumption under Habit Formation Constraints |

Wednesday, January 08, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Ruoyu Wu**
*UM* |
Financial/Actuarial Mathematics |
Mean field interaction on random graphs with dynamically changing multi-color edges |

Wednesday, January 15, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Gabriel Khan**
*UM* |
Financial/Actuarial Mathematics |
The Regularity of Pseudo-Arbitrages: PROBLEMS |

Wednesday, January 22, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Xiaoqing Liang**
*Visiting Scholar at UM* |
Financial/Actuarial Mathematics |
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance |

Wednesday, January 29, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Daniel Lacker**
*Columbia University* |
Financial/Actuarial Mathematics |
Inverting the Markovian projection, with an application to local stochastic volatility models |

Wednesday, February 12, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Diogo Gomes**
*KAUST* |
Financial/Actuarial Mathematics |
A price formation mean-field game model. |

Wednesday, February 19, 2020 Start: 4:00 PM
Location: 4096 East Hall * |
**Xin Zhang**
*UM* |
Financial/Actuarial Mathematics |
Finite-Time 4-Expert Prediction Problem |

Wednesday, February 26, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Leo Neufcort**
*MSU* |
Financial/Actuarial Mathematics |
Continuous expansion of a filtration with a stochastic process: the information drift. |

Wednesday, March 11, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Wenpin Tang**
*UCLA* |
Financial/Actuarial Mathematics |
Rank-dependent diffusions and PDEs |

Wednesday, March 25, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Patricia Ning**
*UM (Stat)* |
Financial/Actuarial Mathematics |
Multi-dimensional Path-dependent Hierarchical Forward Backward Stochastic Variational Inequalities |

Wednesday, April 01, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Asaf Cohen**
*UM* |
Financial/Actuarial Mathematics |
TBA |

Wednesday, April 08, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Alexandros Saplaouras**
*UM* |
Financial/Actuarial Mathematics |
TBA |

Wednesday, April 15, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Gaoyue Guo**
*UM* |
Financial/Actuarial Mathematics |
TBA |

Wednesday, April 22, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Max Reppen**
*Princeton* |
Financial/Actuarial Mathematics |
A Mean Field Games Model for Cryptocurrency Mining |