News

Announcements

The Department of Statistics and Applied Probability at the University of California, Santa Barbara invites applications for the Janet and Ian Duncan Endowed Chair in Actuarial Science. See https://recruit.ap.ucsb.edu/apply/JPF01579 for more details

Events

Annual board meeting 

  1. September 17, 2019 - 10:00am to 12:30pm

We will have a ...

  1. October 7, 2019 - 3:30pm to 4:00pm
Speaker: Silvia Lavagnini (University of Oslo) 
 
Title: Correlators of...
  1. October 14, 2019 - 3:30pm to 4:30pm

Speaker: Prof. Holger Kraft, Professor of Finance Goethe University Frankfurt (Germany);...

  1. October 18, 2019 - 2:00pm to 3:00pm
Title: A two-player price impact game
 
Abstract:
We study...
  1. October 28, 2019 - 3:30pm to 4:30pm

Title: Self-excited Black-Scholes models for option pricing

Alec Kercheval (Florida State...

  1. November 11, 2019 - 3:30pm to 4:30pm

On the asymptotic optimality of the comb strategy for prediction with expert advice by Prof....

  1. November 18, 2019 - 3:30pm to 4:30pm

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