Bachelier Finance Society One World seminar series

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analysis of PDEs classical analysis and ODEs differential geometry optimization and control probability

Bachelier Finance Society / ETH Zurich

Audience: Researchers in the topic
Seminar series time: Every other Thursday 17:00-18:00 in your time zone, UTC
Organizer: Josef Teichmann
Curator: Denise Kuenzli*
*contact for this listing

Description: Virtual research seminar organised by BFS

Upcoming talks
Past talks
Your timeSpeakerTitle
ThuSep 3017:00TBATBA
ThuOct 1417:00TBATBA
ThuOct 2817:00TBATBA
ThuNov 1118:00TBATBA
ThuNov 2518:00TBATBA
ThuDec 0918:00TBATBA
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Your timeSpeakerTitle
ThuJun 1717:00Jianfeng ZhangMean Field Game Master Equations with Monotonicity and Anti-monotonicity Conditions in Displacement Sense
ThuMay 2017:00Peter BankThe value of not being predictable
ThuMay 0617:00Matheus GrasselliGod does not play DICE with the climate
ThuApr 2217:00Darrell DuffieFragmenting Financial Markets
ThuApr 0817:00Tomoyuki IchibaRelative arbitrage among investors
ThuMar 2518:00Bruno BouchardIto’s formula for concave or C1 path-dependent functions and applications in mathematical finance
ThuMar 1118:00Tom HurdCOVID-19: Modelling Another Global Systemic Phenomenon
ThuFeb 2511:00Shige PengImproving Value-at-Risk prediction under model uncertainty
ThuFeb 1118:00Alexander SchiedRobustness in risk measurement: the impact of incentives
ThuJan 2818:00Yuri SaporitoPDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations
ThuJan 1418:00Agnes SulemOptional pricing in a non-linear incomplete market model with default: the European and American cases
ThuDec 0318:00Jakša CvitanićOptimal Fund Menus
ThuNov 1918:00Xunyu ZhouEntropy Regularization, Boltzmann Exploration, and Langevin Diffusions
ThuNov 0518:00Martin LarssonFinance and Statistics: Trading Analogies for Sequential Learning
ThuOct 2217:00Elisa AlosOn the difference between volatility swaps and the ATM implied volatility
ThuOct 0817:00Damir FilipovićMachine Learning With Kernels for Portfolio Valuation and Risk Management
ThuSep 2417:00Ludovic TangpiBackward propagation of chaos and large population games asymptotics
ThuSep 1017:00Christa CuchieroUniversality of affine and polynomial processes
ThuJul 1617:00Julien GuyonThe Joint S&P 500/VIX Smile Calibration Puzzle Solved
ThuJul 0217:00Xin GuoUnderstanding GANs through MFGs and SDEs approximations
ThuJun 1817:00Peter TankovEnvironmental Impact Investing: how green-minded investors spur companies to reduce their emissions
ThuJun 0417:00Nizar TouziIs there a Golden Parachute in Sannikov’s principal-agent problem?
ThuMay 2117:00Jan OblojData driven robustness and uncertainty sensitivity analysis
ThuMay 0717:00Paul EmbrechtsOperational Risk revisited: from Basel to the coronavirus
ThuApr 2317:00Mathieu RosenbaumSuper-Heston rough volatility, Zumbach effect and the Guyon’s conjecture
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