News

Announcements

Welcome to our two new CFMAR Fellows

Adam Waterbury and Zimu Zhu join UCSB PSTAT this summer as our newest CFMAR Fellows.

Congratulations to Andrea Angiuli for defending his PhD thesis

Andrea Angiuli successfully defended his dissertation on September 10, 2021, completing a PhD...

CFMAR Launches a Youtube Channel for Seminar Presentations

With the transition to remote seminars during the 2020-21 year, we have begun recording our...

CFMAR faculty organize 3 sessions at SIAM Annual Meeting

Profs. Ruimeng Hu, Tomoyuki Ichiba, and Nils Detering are all speaking at financial mathematics sessions taking place as part of the 2021 SIAM Annual Meeting.

Events

"Some Topics on Principal Agent Problem and Optimal Portfolio Problem" by Zimu Zhu (UCSB)
The first project is a joint work with Jianfeng Zhang (USC).  We consider a dynamic Principal-...
  1. September 27, 2021 - 3:30pm to 4:30pm
No seminar

No seminar

  1. October 4, 2021 - 3:30pm to 4:30pm
Seminar by Nils Detering (UCSB)

TBA

  1. October 11, 2021 - 3:30pm to 4:30pm
" Asymptotics and Approximation of Quasi-Stationary Distributions" by Adam Waterbury (UCSB)

...

  1. October 18, 2021 - 3:30pm to 4:30pm
Seminar by Xin Guo (UC Berkeley)

TBA

  1. October 25, 2021 - 3:30pm to 4:30pm
No seminar

No seminar

  1. November 1, 2021 - 3:30pm to 4:30pm
Seminar by Dena Firoozi (HEC Montreal)

TBA

  1. November 8, 2021 - 3:30pm to 4:30pm
"Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading" by Bin Zou (UConn)
...
  1. November 15, 2021 - 3:30pm to 4:30pm
Seminar by Saad Mouti (UCSB)

TBD

  1. November 22, 2021 - 3:30pm to 4:30pm
Seminar by Ruimeng Hu (UCSB)

TBA

  1. November 29, 2021 - 3:30pm to 4:30pm

September 2021

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"Some Topics on Principal Agent Problem and Optimal Portfolio Problem" by Zimu Zhu (UCSB)
09/27/2021 - 15:30 to 16:30