Finance and Stochastics seminar archive

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Yifan Jiang: Causal distributionally robust optimization – duality and sensitivity
Huxley Building, South Kensington Campus
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Christian Bayer: Efficient Markovian approximations of rough volatility models
Huxley Building, South Kensington Campus
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Xiaocheng Li: Uncertainty Quantification via Nonparametric Approaches
Huxley Building, South Kensington Campus
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Giorgia Callegaro: Optimal reinsurance via BSDEs in a partially observable contagion model with jump clusters
Huxley Building, South Kensington Campus
Pic_Thibaut
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Thibaut Mastrolia: Recent Advances in Auction Markets Design and Regulation Policies
Huxley Building, South Kensington Campus
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Anran Hu: Mean-Field Approximations in Heterogeneous N-Player Games
Huxley Building, South Kensington Campus
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Bruno Bouchard: On the Regularity of Solutions of Some Linear Path-dependent Parabolic PDEs
Huxley Building, South Kensington Campus
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David Siska: Automated Market Makers Designs Beyond Constant Functions
Huxley Building, South Kensington Campus
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Philippe Bergault: Modeling liquidity in corporate bond markets: applications to price adjustments 
Huxley Building, South Kensington Campus
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Yonatan Shadmi: Fluid and diffusion limits in queueing and communication networks: measure-valued processes and robustness
Huxley Building, South Kensington Campus
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Alexander Merkel: Optimal adaptive control with separable drift uncertainty
Huxley Building, South Kensington Campus
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Yufei Zhang: An offline learning approach to propagator models
Huxley Building, South Kensington Campus
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Finance and Stochastics Seminars Archive pre 2018-2019