Event Archive

Optimal Portfolio Liquidation in Target Zone Models by Eyal Neuman (Imperial College)
  1. January 18, 2018 - 2:00pm to 3:00pm
Robust Pricing and Hedging around the Globe by Sebastian Herrmann (U Michigan)
  1. January 11, 2018 - 3:30pm to 4:30pm
Compactness Approaches for Importance Sampling by Alex Shkolnik (UC Berkeley)
  1. January 9, 2018 - 2:00pm to 3:00pm
Southern California Probability Symposium at UC Irvine
  1. December 2, 2017 - 12:00am
Numerical Solution of Jump-Diffusion SDEs by Kay Giesecke (Stanford)
  1. November 27, 2017 - 3:30pm to 4:30pm
Orthonormal polynomial expansions and lognormal densities by Pierre-Olivier Goffard (PSTAT)
  1. November 20, 2017 - 3:30pm to 4:30pm
Dispersion Bias by Lisa Goldberg (UC Berkeley)
  1. November 15, 2017 - 3:30pm to 4:30pm
No Seminar: Faculty Meeting
  1. November 6, 2017 - 3:30pm to 4:30pm
Financial Asset Price Bubbles under Model Uncertainty by Francesca Biagini (U of Munich, Visiting UCSB)
  1. October 30, 2017 - 3:30pm to 4:30pm
Creating Software with Machine Learning: Challenges and Promise by Peter Norvig (Google)
  1. October 25, 2017 - 3:30pm to 4:30pm
Data Science
Probabilistic Approach to Mean Field Games by Andrea Angiuli (PSTAT)
  1. October 23, 2017 - 3:30pm to 4:30pm
PhD Defense by Xuwei Yang
  1. October 20, 2017 - 2:00pm to 3:00pm
Market Making via Sub-scale Invariant Dynamic Acceptability Indices by Tao Chen (PSTAT)
  1. October 16, 2017 - 3:30pm to 4:30pm
seminar
Dynamic hedging in illiquid financial markets by Moritz Voss (PSTAT)
  1. October 9, 2017 - 3:30pm to 4:30pm
No Seminar: Faculty Meeting
  1. October 2, 2017 - 3:30pm to 5:00pm
CFMAR Welcome Day
  1. September 29, 2017 - 2:00pm to 3:00pm
Advancement to Candicacy Presentation by Aditya Maheshwari
  1. September 22, 2017 - 10:00am to 11:00am
SIAM MMF 2017 Conference (co-chaired by Mike Ludkovski)
  1. August 31, 2017 - 12:00am to September 2, 2017 - 12:00am
Jimmy Risk PhD Defense
  1. July 31, 2017 - 2:00pm to 3:00pm
Zhaoyu Zhang Advancement
  1. July 31, 2017 - 10:00am to 11:00am