News

Announcements

The Department of Statistics and Applied Probability and the...

4th year PhD student NhanHuynh earned a Honorable Mention for her presentation on "Multi-...

PhD student Nhan Huynh and Professor Mike Ludkovski were interviewed this month in a podcast by...

Events

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

Numerical analysis of a McKean--Vlasov equation with feedback through hitting the boundary by...

  1. November 25, 2019 - 4:00pm to 5:00pm

CFMAR Seminar 

  1. February 10, 2020 - 3:30pm to 4:30pm

Seminar by Ruoyu Wu (University of Michigan) 

  1. February 24, 2020 - 3:30pm to 4:30pm

Seminar by Prof. Hao Xing (Boston University)

  1. May 18, 2020 - 3:30pm to 4:30pm

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