Event Archive

"Regulation or Competition: Major-Minor Optimal Liquidation across Dark and Lit Pools" by Thibaut Mastrolia (UC Berkeley)
  1. October 27, 2025 - 3:30pm to 4:30pm
"Collective Phenomena in Financial Markets: Arbitrage, Replication, Completeness and Risk" by Marco Frittelli (University of Milano)
  1. October 20, 2025 - 3:30pm to 4:30pm
CFMAR Welcome Day
  1. September 29, 2025 - 3:30pm to 4:30pm
Distinguished Lecture: Peter Cotton
  1. May 28, 2025 - 4:30pm to 5:30pm
Public lecture
International Women in Mathematics Day
  1. May 12, 2025 - 3:30pm to 6:00pm
Seminar ``Model Risk Hedging Through Distributionally Robust Sensitivity" by Nizar Touzi (New York University)
  1. April 28, 2025 - 3:30pm to 4:30pm
Seminar ``Consistency of MLE in partially observed diffusion models." by Sergey Nadtochiy (Illinois Institute of Technology)
  1. April 14, 2025 - 3:30pm to 4:30pm
CFMAR Undergraduate Poster Showcase
  1. April 4, 2025 - 2:00pm to 3:00pm
"A Dynamic Equilibrium Model of Liquidity Risks" by Xiaofei Shi (U Toronto)
  1. March 31, 2025 - 3:30pm to 4:30pm
"Spanning Multi-Asset Payoffs with ReLUs" by Sébastien Bossu (UNC-Charlotte)
  1. March 10, 2025 - 3:30pm to 4:30pm
"Interacting Particles, Systemic Failure, and Blow-Up Times" by Graeme Baker (Columbia)
  1. February 24, 2025 - 3:30pm to 4:30pm
Graduate Student Talks
  1. February 10, 2025 - 3:30pm to 4:30pm
"The mean field Schrödinger problem: a mean field control perspective" by Camilo Hernandez (USC)
  1. January 13, 2025 - 3:30pm to 4:30pm
"Inference of Utilities and Time Preference in Sequential Decision-Making" by Haoyang Cao (Johns Hopkins)
  1. November 25, 2024 - 3:30pm to 4:30pm
"Aggregation of financial markets" by Georg Menz (UCLA)
  1. October 28, 2024 - 3:30pm to 4:30pm
"Cooperation, Competition, and Common Pool Resources in Mean Field Games" by Gokce Dayanikli (UIUC)
  1. October 14, 2024 - 3:30pm to 4:30pm
CFMAR Undergraduate Lab welcome day
  1. September 30, 2024 - 3:30pm to 4:45pm
"Market-based insurance ratemaking" by Pierre-Olivier Goffard (U Strasbourg, France)
  1. May 20, 2024 - 3:30pm to 4:30pm
"Model modification and combination using Kullback-Leibler divergence and barycentre" by Silvana Pesenti (U of Toronto)
  1. May 13, 2024 - 3:30pm to 4:30pm
"Towards the set-valued Bellman's principle under model uncertainty" by Gabriela Kovacova (UCLA)
  1. April 22, 2024 - 3:30pm to 4:30pm