Current Colloquia

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

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)

Adapted optimal transport between Gaussian processes

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

Martingale Distributionally Robust Sensitivity and model risk hedging

2/17/2025 President’s Day

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

Quantitative Challenges in Asset Allocation & Risk Management

2/28/2025 (Friday 3:30-4:30 joint with Prob/Stat seminar) Nils Detering (Heinrich-Heine University)

A class of point-wise operating SPDE coefficients for HJM models

3/3/2025 Ludovic Tangpi (Princeton University)

Mean Field Games with Common Noise via Malliavin Calculus

3/10/2025 Chandrasekhar Karnam

Navigating the Quant Finance Industry: Careers and Skills

3/17/2025 Spring Recess

3/21-3/22/2025 12th WCMF conference

https://sites.google.com/g.ucla.edu/12thwcmf/home?authuser=0

3/31/2025 Haoyang Cao (Johns Hopkins University)

Risk of transfer learning and its applications in finance

4/14/2025 Zach Feinstein (Stevens Institute of Technology)

Can Nash inform capital requirements? Allocating systemic risk measures

4/28/2025 Yoav Kolumbus (Cornell University)

5/2/2024 Classes End

5/5/2025 Thibaut Mastrolia (UC Berkeley)

Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets