Seminar Event

Results for Financial/Actuarial Mathematics events from 2019-07-01 to 2020-06-30
Future or past events may be found by using the Search tab above.

This seminar is funded by the by Curtis E. Huntington Honorary Fund.

Seminar List

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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 TBA

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

Wednesday, December 11, 2019
Start: 3:00 PM
Location: 1360 East Hall *
Bahman Angoshtari
University of Washington
Financial/Actuarial Mathematics TBA

Wednesday, January 29, 2020
Start: 4:00 PM
Location: 1360 East Hall
Daniel Lacker
Columbia University
Financial/Actuarial Mathematics TBA

Wednesday, February 12, 2020
Start: 4:00 PM
Location: 1360 East Hall
Wenpin Tang
UCLA
Financial/Actuarial Mathematics Rank-dependent diffusions and PDEs

Seminar List

 

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