News

Announcements

New Opening: Janet and Ian Duncan Chair in Actuarial Science

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

Annual board meeting 

  1. September 17, 2019 - 10:00am to 12:30pm
Welcome Coffee and Tea

We will have a ...

  1. October 7, 2019 - 3:30pm to 4:00pm
Correlators of Polynomial Processes by Silvia Lavagnini
Speaker: Silvia Lavagnini (University of Oslo) 
 
Title: Correlators of...
  1. October 14, 2019 - 3:30pm to 4:30pm
The Social Cost of Carbon in a Non-Cooperative World by Holger Kraft

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

  1. October 18, 2019 - 2:00pm to 3:00pm
A two-player price impact game by Moritz Voss (UCSB)
Title: A two-player price impact game
 
Abstract:
We study...
  1. October 28, 2019 - 3:30pm to 4:30pm
Self-excited Black-Scholes models for option pricing by Alec Kercheval (Florida State University)

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 Erhan Bayraktar (UMich)

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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Self-excited Black-Scholes models for option pricing by Alec Kercheval (Florida State University)
11/11/2019 - 15:30 to 16:30
 
 
 
 
 
 
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On the asymptotic optimality of the comb strategy for prediction with expert advice by Erhan Bayraktar (UMich)
11/18/2019 - 15:30 to 16:30
 
 
 
 
 
 
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