The Math Finance Colloquium are held regularly on Monday, 2:00 – 3:00 pm in KAP 414.  It can also be accessed remotely from Zoom, please see the announcements for the links.

8/26/2024 Classes Begin


9/2/2024 Labor Day


9/9/2024 Ziyu Zheng

Discounting Game

9/23/2024 Xin Zhang (New York University)

Asymptotics in prediction problems

10/14/2024 Scott Robertson (Boston University)

Rational Expectations Equilibrium with Optimal Information Acquisition

10/21/2024 Igor Cialenco (IIT)

Risk Filtering and Risk-Averse Control of Systems with Model Uncertainty

10/28/2024 Mehdi Talbi (University Paris-Cite)

Control of Volterra-type Dynamics and Applications to Contract Theory

11/8/2024(Friday, 3:30pm) Johannes Wiesel (CMU)

Bounding adapted Wasserstein metrics

11/11/2024 Veterans Day


11/18/2024 Xihao He (University of Michigan)

A singular mean field optimal stopping problem

12/6/2024 Classes End


1/13/2025 Classes Begin


1/20/2025 Martin Luther King’s Birthday


2/3/2025 Leonard Wong (University of Toronto)


2/10/2025 Nizar Touzi (New York University)


2/17/2025 President’s Day


2/24/2025 Ahmet Kocagil (Western Asset Management)


3/3/2025 Ludovic Tangpi (Princeton University)


3/10/2025 Chandrasekhar Karnam

3/17/2025 Spring Recess


5/2/2024 Classes End