| Fri | Apr 28 | 09:00 | Andreas Petersson | TBA | |
| Fri | Apr 21 | 09:00 | Dennis Schroers | TBA | |
| Fri | Apr 21 | 08:00 | Emanuela Rosazza-Gianin | TBA | |
| Fri | Mar 31 | 11:00 | Christa Cuchiero | Signature methods in finance IV | |
| Fri | Mar 31 | 08:00 | Christa Cuchiero | Signature methods in finance III | |
| Thu | Mar 30 | 11:00 | Christa Cuchiero | Signature methods in finance II | |
| Wed | Mar 29 | 11:00 | Christa Cuchiero | Signature methods in finance I | |
| Fri | Mar 17 | 09:15 | Frank Riedel | Efficient Allocations under Ambiguous Model Uncertainty | |
| Wed | Mar 15 | 12:15 | Frank Riedel | Approaches to Knightian Uncertainty in Finance and Economics | |
| Wed | Dec 14 | 10:00 | Saul Jacka | CANCELLED - Optimal Stopping and Technical Analysis | |
| Tue | Nov 29 | 10:00 | Tomasz Klimsiak | Non-semimartingale solutions to reflected BSDEs with applications to Dynkin games | |
| Fri | Oct 28 | 09:00 | Knut Sølna | Asymptotics with Rough and Multiscale Stochastic Volatility | |
| Fri | Sep 23 | 09:00 | Péter Vékás | AI in Longevity Risk Management: Improved Long-Term Projections by Machine Learning | |
| Fri | Jun 17 | 08:00 | Markus Riedle | Minicourse: Introduction to Cylindrical Lévy processes Part III | |
| Tue | Jun 14 | 09:00 | Markus Riedle | Minicourse: Introduction to Cylindrical Lévy processes Part II | |
| Fri | Jun 03 | 08:00 | Markus Riedle | Minicourse: Introduction to Cylindrical Lévy processes Part I | |
| Fri | May 20 | 09:00 | Kjetil Røysland | TBA | |
| Fri | May 20 | 08:00 | Olena Tymoshenko | TBA | |
| Fri | May 06 | 09:00 | Eduardo Abi Jaber | Quadratic Gaussian models: analytic expressions for pricing and portfolio allocation | |
| Wed | Apr 27 | 10:15 | José Garrido | Bridging epidemiological and actuarial models: the case of COVID-19 | |
| Fri | Apr 01 | 09:00 | Erlend Grong | Path space on sub-Riemannian manifolds | |
| Fri | Mar 18 | 10:00 | Emanuela Rosazza Gianin | Generalized PELVE and applications to risk measures | |
| Fri | Mar 04 | 10:00 | Nils Detering | When do you Stop Supporting your Bankrupt Subsidiary | |
| Fri | Feb 18 | 10:00 | Colin Ramsay | CANCELLED - Doubly Enhanced Medicaid Partnership Annuities (DEMPANs): A New Tool for Providing Long Term Care to Retired U.S. Seniors in the Medicaid Penumbra | |
| Fri | Feb 04 | 10:00 | Yaozhong Hu | Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations | |
| Fri | Jan 21 | 10:00 | Gabriel Lord | GBM based exponential integrators | |
| Fri | Dec 10 | 10:00 | Sven Karbach | Positive multivariate CARMA processe | |
| Fri | Dec 10 | 09:00 | Carlo Sgarra | Optimal Reinsurance Strategies in a Partially Observable Contagion Model | |
| Fri | Nov 26 | 07:00 | 2-days workshop | Rough path techniques in stochastic analysis and mathematical probability | |
| Thu | Nov 25 | 07:00 | 2-days workshop | Rough path techniques in stochastic analysis and mathematical probability | |
| Fri | Nov 12 | 08:00 | 1-day workshop | Recent Developments in Stochastics 2021 | |
| Tue | Nov 09 | 12:15 | Julian Tugaut | TBA | |
| Fri | Nov 05 | 10:00 | Michèle Vanmaele | Mortality/Longevity Risk-Minimization with or without Securitization | |
| Fri | Nov 05 | 09:00 | Asma Khedher | An infinite-dimensional affine stochastic volatility model | |
| Fri | Oct 15 | 09:00 | Luca Galinberti | Neural Networks in Fréchet spaces | |
| Fri | Oct 01 | 09:00 | Mathieu Rosenbaum | A rough volatility tour from market microstructure to VIX options via Heston and Zumbach. | |
| Fri | Sep 17 | 09:00 | Stefano De Marco | On the implied and local volatility surfaces generated by rough volatility | |
| Fri | Sep 03 | 09:00 | Blanka Hovarth | Data-Driven Market Simulators some simple applicatons of signature kernel methods in mathematical finance | |
| Fri | Aug 20 | 09:00 | Ralf Korn | Least-Squares MC for Proxy Modeling in Life Insurance: Linear Regression and Neural Networks | |
| Fri | Jun 11 | 09:00 | Andrey Dorogovtsev | Occupation and evolutionary measure-valued processes | |
| Fri | May 21 | 09:00 | Gabriel Lord | Adaptive time-stepping for S(P)DEs | |
| Fri | May 07 | 09:00 | Dan Crisan | Well-posedness Properties for a Stochastic Rotating Shallow Water Model | |
| Fri | Apr 30 | 09:00 | Lyudmila Grigoryeva | Discrete-time signatures and randomness in reservoir computing | |
| Fri | Apr 16 | 09:00 | Arne Løkka | Foreign exchange equilibrium, international trade and trading costs | |
| Fri | Mar 19 | 10:00 | Alexander Lobbe | Pathwise approximations for the solution of the non-linear filtering problem | |
| Fri | Mar 05 | 10:00 | Annika Lang | The stochastic wave equation on the sphere: properties and simulation | |
| Fri | Feb 19 | 10:00 | Nacira Agram | Deep learning and stochastic mean-field control for a neural network model | |
| Fri | Feb 12 | 10:00 | Emil R. Framnes | Equity trading at NBIM | |
| Fri | Jan 29 | 10:00 | Josep Vives | Decomposition and high order approximation of option prices. Some applications to Heston, Bates, CEV and rough volatility models | |
| Fri | Jan 15 | 10:00 | Arne Bang Huseby | Optimal reinsurance contracts in the multivariate case | |
| Fri | Dec 18 | 10:00 | Federica Masiero | Regularizing properties and HJB equations for stochastic problems with delay | |
| Fri | Dec 04 | 10:00 | David Ruiz Banos | Life and pension insurance policies with random cash flows subject to interest rate regimes | |
| Fri | Nov 20 | 10:00 | Tusheng Zhang | Reflected Brownian motion with measure-valued drifts | |
| Fri | Nov 13 | 10:00 | Rama Cont | Excursion risk | |
| Fri | Nov 06 | 10:00 | Yaozhong Hu | Functional central limit theorems for stick-breaking priors | |
| Fri | Oct 23 | 09:00 | Samy Tindel | A coupling between Sinai’s random walk and Brox diffusion | |
| Fri | Oct 16 | 09:00 | Marta Sanz-Solé | Stochastic wave equations with super-linear coefficients | |
| Fri | Oct 09 | 09:00 | Leonardo Rydin Gorjão | Applications and developments of stochastic processes in power-grid frequency measurements: A data-driven study. | |
| Fri | Oct 02 | 09:00 | Jasmina Djordjevic | Perturbation effect on Reflected Backward Stochastic Differential Equations | |
| Fri | Sep 25 | 09:00 | Emel Savku | Optimal investment strategies in a Markov Regime-Switching Market | |
| Fri | Sep 18 | 09:00 | Andreas Petersson | Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs | |
