2015-16

Nicolas Perkowski (Humboldt University, Berlin)

Game-Theoretic Martingales

7 - 18 March 2016

Thaleia Zariphopoulou (The University of Texas, Austin)

Optimal portfolio choice: modeling, theory and applications

8 - 14 May 2016

Anna Obizhaeva (New Economic School, Moscow)

Market Microstructure Invariance

11 - 31 May 2016

Fabrizio Lillo (Scuola Normale Superiore, Pisa)

Market impact models and optimal execution algorithms

23 May - 24 June 2016

René Carmona (Princeton University)

Probabilistic Theory of Mean-Field Games

21-24 June 2016

2014-2015

Find out more about our past lectures.