| Thu | Jan 23 | 18:00 | Scott Robertson | Rational Expectations Equilibrium with Endogenous Information Acquisition Time | |
| Thu | Nov 28 | 18:00 | Giorgia Callegaro | Continuous-time persuasion by filtering | |
| Thu | Oct 24 | 17:00 | Johannes Wiesel | Bounding adapted Wasserstein metrics | |
| Thu | Sep 26 | 17:00 | Sara Biagini | Carbon neutrality and net-zero in compliance markets | |
| Thu | Jun 27 | 17:00 | Alvaro Cartea | Spoofing and Manipulating Order Books with Learning Algorithms | |
| Thu | May 23 | 17:00 | Samuel Cohen | Calibration of Hawkes-like processes for LOBs | |
| Thu | Apr 25 | 17:00 | Johannes Ruf | The numeraire e-variable and reverse information projection | |
| Thu | Mar 21 | 18:00 | Daniel Lacker | Non-asymptotic perspectives on mean field approximations and stochastic control | |
| Thu | Feb 22 | 18:00 | Carole Bernard | Multivariate Portfolio Choice via Quantiles | |
| Thu | Jan 25 | 18:00 | Marcel Nutz | Unwinding Stochastic Order Flow: When to Warehouse Trades | |
| Tue | Jan 23 | 18:00 | TBA | TBA | |
| Thu | Nov 23 | 18:00 | Hao Xing | Why is Cash U-Shaped in Firm Size? | |
| Thu | Oct 26 | 17:00 | Igor Cialenco | SPDEs in finance and their statistical inference | |
| Thu | Sep 28 | 17:00 | Josef Teichmann | Robust Optimal Growth from an analytical and learning perspective | |
| Thu | Jun 22 | 17:00 | Umut Çetin | Speeding up the Euler scheme for killed diffusions | |
| Thu | May 25 | 17:00 | Anna Aksamit | Superhedging duality for multi-action options under model uncertainty with information delay | |
| Tue | May 23 | 17:00 | Samuel Cohen | TBA | |
| Thu | Apr 27 | 17:00 | Kostas Kardaras | Portfolio choice under taxation and expected market time constraint | |
| Thu | Mar 30 | 17:00 | Stefano de Marco | Fractional forward variance models - volatility surfaces and other features | |
| Thu | Feb 23 | 18:00 | Dylan Possamaï | Moral hazard for time-inconsistent agents, BSVIEs and stochastic targets | |
| Thu | Jan 26 | 18:00 | Antoine Jacquier | TBA | |
| Thu | Nov 24 | 18:00 | Nils Detering | Pricing options on flow forwards by neural networks in Hilbert space | |
| Thu | Oct 27 | 17:00 | Hao Ni | PCF-GAN: generating sequential data via the characteristic function of measures on the path space | |
| Thu | Sep 22 | 17:00 | cancelled | TBA | |
| Thu | Jun 23 | 17:00 | Luitgard Veraart | Systemic Risk in Markets with Multiple Central Counterparties | |
| Thu | May 26 | 17:00 | Charles-Albert Lehalle | Mathematics Of Data Curation For Financial Applications | |
| Thu | Apr 28 | 17:00 | Lisa Goldberg | James Stein for eigenvectors | |
| Thu | Mar 24 | 18:00 | Claudio Fontana | Term structure modeling with overnight rates beyond stochastic continuity | |
| Thu | Feb 24 | 18:00 | Matteo Burzoni | A unifying approach to viability and arbitrage | |
| Thu | Jan 27 | 18:00 | Johannes Muhle-Karbe | Liquidity Risk and Asset Prices | |
| Thu | Dec 09 | 18:00 | Michael Kupper | Markovian transition semigroups under model uncertainty | |
| Thu | Nov 11 | 18:00 | Emma Hubert | Large-scale principal-agent problems | |
| Thu | Oct 28 | 17:00 | Hoi Ying Wong | Primal return ambiguity and dual risk ambiguity | |
| Thu | Sep 30 | 17:00 | Marco Frittelli | Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality | |
| Thu | Jun 17 | 17:00 | Jianfeng Zhang | Mean Field Game Master Equations with Monotonicity and Anti-monotonicity Conditions in Displacement Sense | |
| Thu | May 20 | 17:00 | Peter Bank | The value of not being predictable | |
| Thu | May 06 | 17:00 | Matheus Grasselli | God does not play DICE with the climate | |
| Thu | Apr 22 | 17:00 | Darrell Duffie | Fragmenting Financial Markets | |
| Thu | Apr 08 | 17:00 | Tomoyuki Ichiba | Relative arbitrage among investors | |
| Thu | Mar 25 | 18:00 | Bruno Bouchard | Ito’s formula for concave or C1 path-dependent functions and applications in mathematical finance | |
| Thu | Mar 11 | 18:00 | Tom Hurd | COVID-19: Modelling Another Global Systemic Phenomenon | |
| Thu | Feb 25 | 11:00 | Shige Peng | Improving Value-at-Risk prediction under model uncertainty | |
| Thu | Feb 11 | 18:00 | Alexander Schied | Robustness in risk measurement: the impact of incentives | |
| Thu | Jan 28 | 18:00 | Yuri Saporito | PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations | |
| Thu | Jan 14 | 18:00 | Agnes Sulem | Optional pricing in a non-linear incomplete market model with default: the European and American cases | |
| Thu | Dec 03 | 18:00 | Jakša Cvitanić | Optimal Fund Menus | |
| Thu | Nov 19 | 18:00 | Xunyu Zhou | Entropy Regularization, Boltzmann Exploration, and Langevin Diffusions | |
| Thu | Nov 05 | 18:00 | Martin Larsson | Finance and Statistics: Trading Analogies for Sequential Learning | |
| Thu | Oct 22 | 17:00 | Elisa Alos | On the difference between volatility swaps and the ATM implied volatility | |
| Thu | Oct 08 | 17:00 | Damir Filipović | Machine Learning With Kernels for Portfolio Valuation and Risk Management | |
| Thu | Sep 24 | 17:00 | Ludovic Tangpi | Backward propagation of chaos and large population games asymptotics | |
| Thu | Sep 10 | 17:00 | Christa Cuchiero | Universality of affine and polynomial processes | |
| Thu | Jul 16 | 17:00 | Julien Guyon | The Joint S&P 500/VIX Smile Calibration Puzzle Solved | |
| Thu | Jul 02 | 17:00 | Xin Guo | Understanding GANs through MFGs and SDEs approximations | |
| Thu | Jun 18 | 17:00 | Peter Tankov | Environmental Impact Investing: how green-minded investors spur companies to reduce their emissions | |
| Thu | Jun 04 | 17:00 | Nizar Touzi | Is there a Golden Parachute in Sannikov’s principal-agent problem? | |
| Thu | May 21 | 17:00 | Jan Obloj | Data driven robustness and uncertainty sensitivity analysis | |
| Thu | May 07 | 17:00 | Paul Embrechts | Operational Risk revisited: from Basel to the coronavirus | |
| Thu | Apr 23 | 17:00 | Mathieu Rosenbaum | Super-Heston rough volatility, Zumbach effect and the Guyon’s conjecture | |
