IFAM Seminars and Visitors

2021-22 Seminars

Click on the talk titles to access the presentation slides

Date	Visitor 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