Finance and Stochastics

Finance and Stochastics Seminars

The Finance & Stochastics seminar is the bi-weekly seminar of the Imperial College Mathematical Finance Group. 
It is typically held on Wednesdays 5:30pm in Weeks Building, Room G03 (unless otherwise specified).

The seminars are open to everyone and no registration is required.

For further information, please contact Dr Alex Sing-Lam Tse or Prof Johannes Muhle-Karbe or Dr Andreas Sojmark

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View upcoming conferences and workshops.

Upcoming Finance and Stochastics seminars

All Seminars
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  • Seminar

29 January 2020, 17.30 – 18.30

Anastasis Kratsios: The Shape of the Limit Orderbook, Filtering, and Volume Adjustments

South Kensington Campus
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  • Seminar

12 February 2020, 17.30 – 18.30

Albina Danilova: On pricing rules and optimal strategies in general Kyle-Back models

South Kensington Campus

26 February 2020, 17.30 – 18.30

Seminar David Hobson (Warwick). Title: TBA

11 March 2020, 17.30 – 18.30

Seminar Eduardo Abi Jaber (Paris Sorbonne). Title: TBA

25 March 2020, 17.30 – 18.30

Seminar Marcin Kacperczyk (Imperial College Business School). Title: TBA

Finance and Stochastics Seminars Archive

Diversity Policy

Imperial College London, its Department of Mathematics, and its mathematical finance group are committed to fostering a welcoming, open, and diverse research community. We recognize that there are groups who remain under-represented in the discipline, particularly among senior academics and other professionals. One of the ways we can try to address this is to take active steps to promote equality, diversity and inclusion among the speakers in this seminar series in the following channels:

1. We always seek for a diverse set of speakers that reflects the diversity of the UK’s community of professional probabilists in terms of gender and ethnicity/race, etc.
2. We invite speakers from all around the UK, and insofar as possible around the rest of Europe and the world.
3. We include speakers who are at a range of career stages.
4. We monitor our speaker list and make it public.

When we are choosing names of potential speakers the organizers emphasize our aim to present a set of speakers that is diverse in terms of gender, ethnicity/race, geography, and career stage.