SIAG Financial Mathematics and Engineering virtual seminars series
probability
| Audience: | Researchers in the topic |
| Seminar series time: | Every other Thursday 18:00-19:00 in your time zone, UTC |
| Organizers: | Igor Cialenco*, Agostino Capponi, Sebastian Jaimungal, Ronnie Sircar |
| *contact for this listing |
All talks will be delivered remotely using Zoom.
The talks are open to the public. Due to security reasons, all attendees have to register.
The registration link will be posted on this web-site wiki.siam.org/siag-fm/index.php/Current_events
Upcoming talks
Past talks
| Your time | Speaker | Title | |||
|---|---|---|---|---|---|
| Thu | Jun 25 | 17:00 | Jean-Pierre Fouque | TBA | |
| Thu | Jun 11 | 17:00 | Patrick Cheridito | Deep optimal stopping | |
| Thu | May 28 | 17:00 | Ronnie Sircar | Panel discussion on energy markets | |
| Thu | May 14 | 17:00 | Bruno Dupire | The geometry of money and the perils of parameterization | |
| Thu | Apr 30 | 17:00 | Blanka Horvath | A Data-driven Market Simulator for Small Data Environments | |
| Thu | Apr 16 | 17:00 | Mete Soner | Trading with impact | |
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