IFAM Seminars and Visitors

2021 Seminars

Click on the talk titles to access the presentation slides

DateVisitor and Seminar Title

 10/02/2021

Runhuan Feng click here

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

 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 

 10/03/2021

 

Youssef Ouknine click here

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

 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

 21/04/2021

Shijie Xu click here

Statistical consisitent term structures are flat

 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

 19/05/2021

 

Stephane Villeneuve click here

Linear optimal contracts in a Gaussain world

 6/10/2021

 

Jia Wei Lim (Brunel University London)

Exact simulation of Lévy subordinators

 

 

TBC