Organizers: Karim Abadir and Dan Crisan

A meeting on topics in Finance and Mathematics took place on the 2nd May, 2pm-7pm. The meeting was held in the Skempton Building, Lecture Theatre 164. 

The list of speakers and the order of talks were as follows:


 14.00-14.30 Harjoat Bhamra  “Asset Pricing with Heterogeneity in Preferences and Beliefs ” 
 14.30-15.00 Enrico Biffis   “Dynamic Incentives with Event Risk”
 15.00-15.30 Break   
15.30-16.00  Jean-Francois Chassagneux  “Probabilistic numerical methods for finance.” 
 16.00-16.30 Adriana Cornea   “Bootstrapping with fat-tailed asymmetry”
16.30-17.00   Break  
17.00-17.30   Antoine Jacquier  “Large deviations methods in finance with applications to the implied volatility smile.”
17.30-18.00   Alex Mijatovic “Selling a defaultable stock at the ultimate maximum in a spectrally negative Levy model.” 
18.00-19.00  Drinks