Columbia Mathematical Finance Seminar

Location:
Columbia University, 903 SSW (1255 Amsterdam Ave, between 121st and 122nd Street)

Time: 4:10-5:25pm

Organizers: Ioannis Karatzas, Philip Protter, Marcel Nutz, Hongzhong Zhang

Spring 2015

Date Speaker Title
Jan 29
Rene Carmona
Forward-backward stochastic differential equations of McKean-Vlasov type and mean field games
Feb 05
Steve Shreve
Diffusion scaling of a limit-order book model
Feb 12
No seminar (moved to Feb 19)

Feb 19
Jim Gatheral

Feb 19
Johannes Ruf

Feb 26
Julien Guyon

Mar 05
Patrick Cheridito

Mar 12
No seminar

Mar 19
No seminar

Mar 26
Kazutoshi Yamazaki

Apr 02
Agostino Capponi

Apr 09
Jaksa Cvitanic

Apr 16
Frederi Viens

Apr 23
Ariel Neufeld

Apr 30
Mark Podolskij