IFAM Seminars and Visitors

2021-22 Seminars

Click on the talk titles to access the presentation slides

DateVisitor and Seminar Title
11/05/2022

Johannes Ruf (London School of Economics, In-person talk)

27/04/2022

Ayse Arik  (Heriot-Watt University, In-person talk)

23/03/2022

Laura Ballotta (Bayes Business school, City University of London)

23/02/2022

Katia  Colaneri  (University of Rome - Tor Vergata)

6/10/2021

Jia Wei Lim (Brunel University London)

Exact simulation of Lévy subordinators

19/05/2021 

Stephane Villeneuve click here

Linear optimal contracts in a Gaussain world

 05/05/2021 

Dario Gasbarra click here

Click here for the presention slides:Characterization of normal product and tetilla law in the second Wiener and Wigner chaoses c

21/04/2021 

Shijie Xu click here

Statistical consisitent term structures are flat

17/03/2021 

Dirk Becherer click here

Optimal trade execution with transient relative price impact and directional views: A 2nd-order variational approach to a 3-dimensional non-convex free boundary problem

10/03/2021 

Youssef Ouknine click here

Click here for the presentation slides:Doubly reflected backward stochastic differential equations in the predictable setting

24/02/2021

Bo Li click here

Click here for the presentation slides:Functional limit theorems for nonstationary marked Hawkes process in the high intensity regime 

10/02/2021

Runhuan Feng click here

Peer-to-Peer Risk Sharing with an Application of Flood Risk Pooling