For more information contact Kristen Moore or Virginia Young.
| September 9 | Virginia Young, UM Math | The connection between expectations of functions of diffusion processes and differential equations |
| September 16 | Kristen Moore, UM Math | Optimal surrender strategies and design of a perpetual equity-indexed annuity |
| September 23 | David Kausch, UM Math | Managing pension funding risks in a dynamic interest environment |
| September 30 | Sheldon Lin, Department of Statistics, University of Toronto | Some analytical methods for insurance risk models |
| October 7 | Simon Brendle, Department of Mathematics, Princeton University | Portfolio optimization under incomplete information |
| October 14 | Virginia Young, UM Math | Indifference pricing via the probability of ruin, part I |
| October 21 | Virginia Young, UM Math | Indifference pricing via the probability of ruin, part II |
| October 28 | Thaleia Zariphopoulou, Department of Mathematics, University of Texas | CANCELLED |
| November 4 | Erhan Bayraktar, UM Math | Revisiting the standard Poisson disorder problem |
| November 11 | Roger Lee, Department of Mathematics, University of Chicago | Robust hedging of volatility derivatives |
| November 18 | Sheldon Lin, Department of Statistics, University of Toronto | Forward risk adjusted measure and its applications to insurance |
| November 25 | Thanksgiving Break | Thanksgiving Break |
| December 2 | Ronnie Sircar, Operations Research and Financial Engineering, Princeton University | CANCELLED |
| December 9 | Savas Dayanik, Operations Research and Financial Engineering, Princeton University | Compound Poisson disorder problem |
| January 6 | Thaleia Zariphopoulou, Department of Mathematics, University of Texas | CANCELLED |
| January 13 | Sean Han, Institute for Mathematics and its Applications (IMA) and Ford Motors | Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models |
| January 20 | Mike Tehranchi, Department of Mathematics, University of Texas | Optimal portfolio choice in the bond market |
| January 27 | Ronnie Sircar, Operations Research and Financial Engineering, Princeton University | Multiscale stochastic volatility diffusion models for equity options, bonds and defaultable securities |
| February 3 | David Promislow, Department of Mathematics and Statistics, York University | Stochastic mortality |
| February 10 | Virginia Young, Department of Mathematics, University of Michigan | CANCELLED |
| February 17 | Erhan Bayraktar, Department of Mathematics, University of Michigan | Markets with inert investors |
| March 10 | Kristen Moore, Department of Mathematics, University of Michigan | A variational inequality approach to finanical valuation of retirement benefits based on salary |
| March 17 | Gordan Zitkovic, Department of Mathematical Sciences, Carnegie Mellon University | Financial equilibria with jumps *** 4:10PM *** |
| March 24 | Virginia Young, Department of Mathematics, University of Michigan | A simplified treatment of the theory of optimal regulation of Brownian motion |
| April 14 | Erhan Bayraktar, Department of Mathematics, University of Michigan | TBA |