{"id":296,"date":"2023-04-08T21:34:50","date_gmt":"2023-04-08T21:34:50","guid":{"rendered":"https:\/\/dornsife.usc.edu\/mathematical-finance\/?page_id=296"},"modified":"2025-08-29T05:52:35","modified_gmt":"2025-08-29T05:52:35","slug":"past-colloquia","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/mathematical-finance\/past-colloquia\/","title":{"rendered":"Past Colloquia"},"content":{"rendered":"\n\n                                                                                                                    \n  \n    \n\n\n\n\n\n\n<div\n  class=\"cc--component-container cc--stacking-cards \"\n\n  \n  \n  \n  \n  \n  \n  >\n  <div class=\"c--component c--stacking-cards\"\n    \n      >\n\n    \n    \n            <div class=\"cards-container\">\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2024-Spring 2025\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <ul>\n<li>9\/9\/2024 Ziyu Zheng &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/09\/Zheng-2024-abstract.pdf\">Discounting Game<\/a><\/strong><\/li>\n<li>9\/23\/2024 Xin Zhang (New York University) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/09\/ZhangXin-2024-abstract.pdf\">Asymptotics in prediction problems<\/a><\/strong><\/li>\n<li>10\/14\/2024 Scott Robertson (Boston University)- <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/10\/Robertson-2024-abstract.pdf\">Rational Expectations Equilibrium with Optimal Information Acquisition<\/a><\/strong><\/li>\n<li>10\/21\/2024 Igor Cialenco (IIT) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/10\/Cialenco-2024-abstract.pdf\">Risk Filtering and Risk-Averse Control of Systems with Model Uncertainty<\/a><\/strong><\/li>\n<li>10\/28\/2024 Mehdi Talbi (University Paris-Cite) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/10\/Talbi-2024-abstract.pdf\">Control of Volterra-type Dynamics and Applications to Contract Theory<\/a><\/strong><\/li>\n<li>11\/8\/2024(Friday, 3:30pm) Johannes Wiesel (CMU) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/11\/Wiesel-2024-abstract.pdf\"><i>Bounding adapted Wasserstein metrics<\/i><\/a><\/strong><\/li>\n<li>11\/18\/2024 Xihao He (University of Michigan) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/11\/HeXihao-2024-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">A singular mean field optimal stopping problem<\/span><\/i><\/a><\/strong><\/li>\n<li>2\/3\/2025 Leonard Wong (University of Toronto) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/01\/Wong-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Adapted optimal transport between Gaussian processes<\/span><\/i><\/a><\/strong><\/li>\n<li>2\/10\/2025 Nizar Touzi (New York University) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/01\/Touzi-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Martingale Distributionally Robust Sensitivity and model risk hedging<\/span><\/i><\/a><\/strong><\/li>\n<li>2\/24\/2025 Ahmet Kocagil (Western Asset Management) &#8211; <strong><i><span data-olk-copy-source=\"MessageBody\">Qu<\/span><\/i><i><span data-olk-copy-source=\"MessageBody\">antitative Challenges in Asset Allocation &amp; Risk Managemen<\/span><\/i><i><span data-olk-copy-source=\"MessageBody\">t<\/span><\/i><\/strong><\/li>\n<li>2\/28\/2025 \u00a0Nils Detering (Heinrich-Heine University) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/02\/Detering-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">A class of point-wise operating SPDE coefficients for HJM models<\/span><\/i><\/a><\/strong><\/li>\n<li>3\/3\/2025 Ludovic Tangpi (Princeton University) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/02\/Tangpi-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Mean Field Games with Common Noise via Malliavin Calculus<\/span><\/i><\/a><\/strong><\/li>\n<li>3\/10\/2025 Chandrasekhar Karnam &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/02\/Karnam-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Navigating the Quant Finance Industry: Careers and Skills<\/span><\/i><\/a><\/strong><\/li>\n<li>3\/21-3\/22\/2025 12th WCMF conference &#8211; https:\/\/sites.google.com\/g.ucla.edu\/12thwcmf\/home?authuser=0<\/li>\n<li>3\/31\/2025 Haoyang Cao (Johns Hopkins University) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/03\/Cao-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Risk of transfer learning and its applications in finance<\/span><\/i><\/a><\/strong><\/li>\n<li>4\/14\/2025 Zach Feinstein (Stevens Institute of Technology) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/04\/Feinstein-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Can Nash inform capital requirements? Allocating systemic risk measures<\/span><\/i><\/a><\/strong><\/li>\n<li>4\/28\/2025 Yoav Kolumbus (Cornell University) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/04\/Kolumbus-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Contracting with a Learning Agent<\/span><\/i><\/a><\/strong><\/li>\n<li>5\/5\/2025 Thibaut Mastrolia (UC Berkeley) &#8211; <strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2025\/03\/Mastrolia-2025-abstract.pdf\"><i><span data-olk-copy-source=\"MessageBody\">Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets<\/span><\/i><\/a><\/strong><\/li>\n<\/ul>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2024\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <ul>\n<li>1\/29\/24 Kovacova Gabriela (UCLA) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/01\/Kovacova-2024-abstract.pdf\"><span style=\"font-weight: 400;\">The set-valued Bellman&#8217;s principle: A look at the mean-risk problem and model uncertainty<\/span><\/a><\/li>\n<li>2\/12\/24 Andrew Lyasoff (Boston University) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/01\/Lyasoff-2024-abstract.pdf\"><span style=\"font-weight: 400;\">Self-Aware Transport of Economic Agents<\/span><\/a><\/span><\/li>\n<li>2\/26\/24 Kasper Larsen (Rutgers University) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/02\/Larsen-2024-abstract.pdf\"><span style=\"font-weight: 400;\">Existence of an equilibrium with limited stock market participation and power utilities<\/span><\/a><\/span><\/li>\n<li>3\/4\/24 Qingshuo Song (Worcester Polytechnic Institute) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/01\/SongQingshuo-2024-abstract.pdf\"><span style=\"font-weight: 400;\">From the cell problem to the turnpike property in LQG<\/span><\/a><\/span><\/li>\n<li>3\/25\/24 Jinniao Qiu (University of Calgary) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/02\/QiuJinniao-2024-abstract.pdf\"><span style=\"font-weight: 400;\">Stochastic Black-Scholes equation and approximations for option pricing under a non-Markovian framework<\/span><\/a><\/span><\/li>\n<li>4\/15\/24 Tomoyuki Ichiba (UCSB) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/04\/Ichiba-2024-abstract.pdf\"><span style=\"font-weight: 400;\">Smoothness of Directed Chain Stochastic Differential Equations and Its Applications<\/span><\/a><\/span><\/li>\n<li>4\/22\/24 Umut Cetin (London School of Economics) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2024\/05\/Cetin-2024-abstract.pdf\"><span style=\"font-weight: 400;\">Insider trading with penalties, entropy and quadratic BSDEs<\/span><\/a><\/span><\/li>\n<\/ul>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2023\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <ul>\n<li>9\/11\/23 Bingyan Han (University of Michigan) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/08\/HanBingyan-2023-abstract.pdf\">Fitted value iteration methods for bicausal optimal transport<\/a><\/li>\n<li>9\/25\/23 Valentin Tissot-Daguette (Princeton University\/USC) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/09\/TissotDaguette-2023-abstract.pdf\">Stopping Spot Local Times: A Random Occupation<\/a><\/li>\n<li>10\/20\/23 (Friday 3:30-4:30 joint with Prob\/Stat seminar) Cagin Ararat (Bilkent University, Turkey) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/Ararat-2023-abstract.pdf\">Path-regularity and martingale properties of set-valued stochastic integrals<\/a><\/span><\/li>\n<li>10\/23\/23 Joseph Jackson (University of Chicago) &#8211; <span class=\"Apple-converted-space\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/09\/Jackson-2023-abstract.pdf\">The convergence problem in mean field control<\/a><\/span><\/li>\n<li>11\/6\/23 Mete Soner (Princeton University) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/Soner-2023-abstract.pdf\">Eikonal Equations on Wasserstein Spaces<\/a><\/li>\n<li>11\/20\/23 Yumin Zhang (Auburn University) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/11\/ZhangYuming-2023-abstract.pdf\">Convergence of Policy Iteration for Deterministic Control<\/a><\/li>\n<\/ul>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2023\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <div class=\"f--field f--cta-title\">\n<ul>\n<li>1\/9\/23 Weixuan Xia (Boston University) (Virtual Talk) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Weixuan_Xia.pdf\">Optimal consumption-investment problems under time-varying incomplete preferences<\/a>\u00a0 \u00a0 \u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/XiaWeixuan_Slides.pdf\">Slides<\/a><\/li>\n<li>1\/13\/23 (Friday 3:30-4:30pm) Zachary Bezemek (Boston University) (Virtual Talk) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Bezemek_Zachary.pdf\">Large Deviations and Importance Sampling for Weakly Interacting Diffusions<\/a><\/li>\n<li>1\/23\/23 Ali Lazrak (University of British Columbia, Canada) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Lazrak-Ali-abstract.pdf\">Voting with Decentralized Policy Contingent Promisess<\/a><\/li>\n<li>2\/6\/23 Zachary Feinstein (Stevens Institute of Technology) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Feinstein-2023-abstract.pdf\">Endogenous Network Valuation Adjustment and the Systemic Yield Curve in a Dynamic Interbank Model<\/a><\/li>\n<li>3\/6\/23 Lingjiong Zhu (Florida State University) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/ZhuLingjiong-2023-abstract.pdf\">The\u00a0<span class=\"x_x_gmail-il x_ContentPasted1 x_ContentPasted2\">Heavy<\/span>\u2013<span class=\"x_x_gmail-il x_ContentPasted1 x_ContentPasted2\">Tail<\/span>\u00a0Phenomenon in SGD<\/a><\/li>\n<li>3\/27\/23 Yu-Jui Huang (University of Colorado Boulder) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/HuangYujui-2023-abstract.pdf\">Convergence of Policy Improvement for Entropy-Regularized Stochastic Control Problems<\/a><\/li>\n<li>4\/7\/23 (Friday 3:30-4:30pm) Jiongmin Yong (University of Central Florida) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yong-2023-abstract.pdf\">Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems<\/a><\/li>\n<li>4\/17\/23 \u00a0 \u00a0 \u00a0Qi Feng (University of Michigan) &#8211; <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/FengQi-2023-abstract.pdf\">Exponential Entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations<\/a><\/li>\n<\/ul>\n<\/div>\n<div class=\"f--field f--description\">\n<p>&nbsp;<\/p>\n<\/div>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2022\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <ul>\n<li>9\/12\/22 \u00a0 \u00a0 \u00a0Jiacheng Zhang (UC Berkeley) &#8211;\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zhang_Jiacheng_abstract_09122022.pdf\">Topics on Stackelberg Mean Field Game<\/a><\/li>\n<li>9\/26\/22\u00a0 \u00a0 \u00a0 Cagin Ararat (Bilkent University, Turkey) &#8211;\u00a0<a title=\"Computation of Systemic Risk Measures\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Cagin_Ararat.pdf\">Computation of Systemic Risk Measures<\/a><\/li>\n<li>10\/17\/22\u00a0 \u00a0 \u00a0Beatrice Acciaio (ETH, Zurich, Switzerland) &#8211;\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Acciaio_Beatrice_abstract_101722.pdf\">Quantifying Arbitrage<\/a><\/li>\n<li>10\/31\/22\u00a0 \u00a0 \u00a0Jodi Dianetti (University of Bielefeld, Germany) &#8211;\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dianetti_Jodi_abstract_103122.pdf\">Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs<\/a><\/li>\n<li>11\/7\/22\u00a0 \u00a0 \u00a0 Sergey Nadtochiy (Illinois Institute of Technology IIT) &#8211;\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nadtochiy_Sergey_abstract_110722.pdf\">Consistency of MLE for partially observed diffusions, with application in market microstructure modeling<\/a><\/li>\n<li>11\/14\/22\u00a0 \u00a0 \u00a0Stephane Villeneuve (Toulouse School of Economics, France) &#8211;\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Villeneuve_Stephane_abstract_111422.pdf\">Gaussian Agency Problems with Memory and Linear Contracts<\/a><\/li>\n<li>11\/28\/22\u00a0 \u00a0 \u00a0Lukas Wessels (TU Berlin\/Georgia Tech) &#8211;\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Wessels_Lukas_abstract_11282022.pdf\">Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations<\/a><\/li>\n<\/ul>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2022\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table style=\"height: 648px;\" border=\"0\" align=\"center\">\n<tbody>\n<tr style=\"height: 24px;\" align=\"left\">\n<td style=\"height: 24px; width: 60.3px;\"><strong>Date<\/strong><\/td>\n<td style=\"height: 24px; width: 81.325px;\"><strong>Speaker<\/strong><\/td>\n<td style=\"height: 24px; width: 131.562px;\"><strong>Affiliation<\/strong><\/td>\n<td style=\"height: 24px; width: 186.012px;\"><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr style=\"height: 120px;\" align=\"left\">\n<td style=\"height: 120px; width: 60.3px;\">1\/24\/22<\/td>\n<td style=\"height: 120px; width: 81.325px;\">Renyuan Xu<\/td>\n<td style=\"height: 120px; width: 131.562px;\">ISE USC<\/td>\n<td style=\"height: 120px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Renyuan_Xu.pdf\">Learning in Linear-quadratic Framework: From Single-agent to Multi-agent, and to Mean-field<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\" align=\"left\">\n<td style=\"height: 72px; width: 60.3px;\">2\/11\/22<\/td>\n<td style=\"height: 72px; width: 81.325px;\">Thibaut Mastrolia<\/td>\n<td style=\"height: 72px; width: 131.562px;\">UC Berkeley<\/td>\n<td style=\"height: 72px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Thibaut_Mastrolia.pdf\">Market Making and incentives design in the presence of a dark pool<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\" align=\"left\">\n<td style=\"height: 72px; width: 60.3px;\">2\/28\/22<\/td>\n<td style=\"height: 72px; width: 81.325px;\">Wenpin Tang<\/td>\n<td style=\"height: 72px; width: 131.562px;\">Columbia University<\/td>\n<td style=\"height: 72px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Wenpin_Tang.pdf\">Some stories about Brownian interacting systems with absorption<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\" align=\"left\">\n<td style=\"height: 72px; width: 60.3px;\">3\/7\/22<\/td>\n<td style=\"height: 72px; width: 81.325px;\">Zuoquan Xu<\/td>\n<td style=\"height: 72px; width: 131.562px;\">The Hong Kong Polytechnique University<\/td>\n<td style=\"height: 72px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zuoquan_Xu.pdf\">State-dependent temperature contorl for Langevin<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\" align=\"left\">\n<td style=\"height: 72px; width: 60.3px;\">3\/21\/22<\/td>\n<td style=\"height: 72px; width: 81.325px;\">Ionut Florescu<\/td>\n<td style=\"height: 72px; width: 131.562px;\">Stevens Institute of Tech<\/td>\n<td style=\"height: 72px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ionut_Florescu.pdf\">SHIFT a Market Replica for risk assessment &amp; regulatory compliance<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\" align=\"left\">\n<td style=\"height: 72px; width: 60.3px;\">4\/4\/22<\/td>\n<td style=\"height: 72px; width: 81.325px;\">Max Reppen<\/td>\n<td style=\"height: 72px; width: 131.562px;\">Boston University<\/td>\n<td style=\"height: 72px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Max_Reppen.pdf\">Discrete dividend payments in continuous time<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\" align=\"left\">\n<td style=\"height: 72px; width: 60.3px;\">4\/18\/22<\/td>\n<td style=\"height: 72px; width: 81.325px;\">Zhenjie Ren<\/td>\n<td style=\"height: 72px; width: 131.562px;\">Universit\u00e9 Paris-Dauphine, France<\/td>\n<td style=\"height: 72px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zhenjie_Ren.pdf\">Mean-field Optimization regularized by Fisher Information<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\" align=\"left\">\n<td style=\"height: 72px; width: 60.3px;\">4\/25\/22<\/td>\n<td style=\"height: 72px; width: 81.325px;\">Dmitrii Ostrovskii<\/td>\n<td style=\"height: 72px; width: 131.562px;\">USC<\/td>\n<td style=\"height: 72px; width: 186.012px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dmitrii_Ostrovskii.pdf\">Volumetric-Barrier Based Approach to Online Portfolio Selection<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2021\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\" align=\"center\">\n<tbody>\n<tr align=\"left\">\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>09\/13\/21<\/td>\n<td>Cagin Ararat<\/td>\n<td>Bilkent University, Turkey<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Cagin_Ararat-1.pdf\" target=\"_blank\" rel=\"noopener\">Dynamic mean-variance problem: recovering time-consistency<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>09\/27\/21<\/td>\n<td>Umut Cetin<\/td>\n<td>London School of Economics, UK<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Umut_Cetin.pdf\" target=\"_blank\" rel=\"noopener\">Equilibrium in financial markets with asymmetric information<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>10\/04\/21<\/td>\n<td>Gechun Liang<\/td>\n<td>University of Warwick, UK<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Gechun_Liang.pdf\" target=\"_blank\" rel=\"noopener\">On the convergence rate of limit theorems under sublinear expectation<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>10\/11\/21<\/td>\n<td>Mykhaylo Shkolnikov<\/td>\n<td>Princeton University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Mykhaylo_Shkolinikov.pdf\" target=\"_blank\" rel=\"noopener\">Probabilistic approach to free boundary problems and applications<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>10\/25\/21<\/td>\n<td>Konstantinos Spiliopoulos<\/td>\n<td>Boston University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Konstantino_Spiliopoulos.pdf\" target=\"_blank\" rel=\"noopener\">Mean field analysis and scaling limits for neural networks: typical events &amp; fluctuations<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>11\/01\/21<\/td>\n<td>Jiaxuan Ye<\/td>\n<td>Worcester Polytechnic Institute<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Jiaxuan_Ye.pdf\" target=\"_blank\" rel=\"noopener\">Regime Switching Mean Field Games with Quadratic Costs<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>11\/08\/21<\/td>\n<td>Yongsheng Song<\/td>\n<td>AMSS, China<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yongsheng_Song.pdf\" target=\"_blank\" rel=\"noopener\">Properties of Processes under Sublinear Expectations<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>11\/22\/21<\/td>\n<td>Chao Zhou<\/td>\n<td>National University of Singapore<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Chao_Zhou.pdf\" target=\"_blank\" rel=\"noopener\">Portfolio diversification and model uncertainty<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>11\/30\/21<\/td>\n<td>Xunyu Zhou<\/td>\n<td>Columbia University (Joint event with ISE, USC)<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof_Xunyu_Zhou.pdf\" target=\"_blank\" rel=\"noopener\">Policy Evaluation, Policy Gradient, and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2021\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\" align=\"center\">\n<tbody>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\"><strong>Date<\/strong><\/td>\n<td style=\"width: 113.838px;\"><strong>Speaker<\/strong><\/td>\n<td style=\"width: 134.262px;\"><strong>Affiliation<\/strong><\/td>\n<td style=\"width: 138.837px;\"><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">01\/25\/21<\/td>\n<td style=\"width: 113.838px;\">Ibrahim Ekren<\/td>\n<td style=\"width: 134.262px;\">Florida State University<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ibrahim_Ekren.pdf\" target=\"_blank\" rel=\"noopener\">Information Asymmetry and Optimal Transport<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">02\/01\/21<\/td>\n<td style=\"width: 113.838px;\">Mingyu Xu<\/td>\n<td style=\"width: 134.262px;\">Fudan University, Shanghai, China<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Mingyu_Xu.pdf\" target=\"_blank\" rel=\"noopener\">Hedging distributions via BSDEs<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">02\/08\/21<\/td>\n<td style=\"width: 113.838px;\">Xuedong He<\/td>\n<td style=\"width: 134.262px;\">Chinese U. of Hong Kong (SE\/EM)<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Xuedong_He.pdf\" target=\"_blank\" rel=\"noopener\">Portfolio selection under median and quantile maximization<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">02\/22\/21<\/td>\n<td style=\"width: 113.838px;\">Xiaolu Tan<\/td>\n<td style=\"width: 134.262px;\">Chinese U. of Hong Kong (Math)<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Xiaolu_Tan.pdf\" target=\"_blank\" rel=\"noopener\">Mean Field Games with branching<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">03\/08\/21<\/td>\n<td style=\"width: 113.838px;\">Martin Larsson<\/td>\n<td style=\"width: 134.262px;\">Carnegie Mellon University<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Martin_larsson.pdf\" target=\"_blank\" rel=\"noopener\">Finance and Statistics: Trading Analogies for Sequential Learning<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">03\/22\/21<\/td>\n<td style=\"width: 113.838px;\">Song Yao<\/td>\n<td style=\"width: 134.262px;\">University of Pittsburgh<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Song_Yao.pdf\" target=\"_blank\" rel=\"noopener\">Optimal Stopping with Expectation Constraints<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">04\/05\/21<\/td>\n<td style=\"width: 113.838px;\">Mathieu Lauri\u00e8re<\/td>\n<td style=\"width: 134.262px;\">Princeton University<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Mathieu_lauriere.pdf\" target=\"_blank\" rel=\"noopener\">Stochastic Graphon Games<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">04\/19\/21<\/td>\n<td style=\"width: 113.838px;\">Camilo Hern\u00e1ndez<\/td>\n<td style=\"width: 134.262px;\">Columbia University<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Camilo_hernandez.pdf\" target=\"_blank\" rel=\"noopener\">Moral hazard for time-inconsistent agents and BSVIEs<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td style=\"width: 72.2625px;\">05\/03\/21<\/td>\n<td style=\"width: 113.838px;\">Jianjun Zhou<\/td>\n<td style=\"width: 134.262px;\">Northwest A&amp;F University<\/td>\n<td style=\"width: 138.837px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Jianjun_Zhou.pdf\" target=\"_blank\" rel=\"noopener\">Viscosity Solutions to Path-Dependent Hamilton-Jacobi-Bellman<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2020\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\" align=\"center\">\n<tbody>\n<tr align=\"left\">\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>08\/31\/20<\/td>\n<td>Kihun Nam<\/td>\n<td>Monash University (Australia)<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Kihun_Nam.pdf\">Novel Global Well-posedness for Non-Markovian Multidimensional Superquadratic BSDE<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Kihun_Nam_slides.pdf\">SLIDES<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>09\/21\/20<\/td>\n<td>Jos\u00e9 E. Figueroa-L\u00f3pez<\/td>\n<td>Washington University in St. Louis<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Jose-Figueroa-Lopez.pdf\">Market Making with Random Linear Demand And Overnight Inventory Costs<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Jose_Figueroa_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>10\/05\/20<\/td>\n<td>Asaf Cohen<\/td>\n<td>University of Michigan<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Asaf_Cohen.pdf\">Analysis of a Finite State Many Player Game Using its Master Equation<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Asaf_USC_Talk-compressed.pptx\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>10\/12\/20<\/td>\n<td>Agostino Capponi<\/td>\n<td>Columbia University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Agostino_Capponi.pdf\">Personalized Robo-Advising: Enhancing Investment through Client Interactions<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Agostino_Capponi_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>10\/26\/20<\/td>\n<td>Tao Chen<\/td>\n<td>University of Michigan<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/tao_chen.pdf\">Nonparametric Adaptive Bayesian Optimal Control<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/TaoChen_PPT_F2020.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>11\/02\/20<\/td>\n<td>Song Yao<\/td>\n<td>University of Pittsburgh<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Song_Yao_abstract_F20.pdf\">Optimal Stopping with Expectation Constraint<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2020\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\" align=\"center\">\n<tbody>\n<tr align=\"left\">\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>1\/27\/20<\/td>\n<td>Wei Yan<\/td>\n<td>University of Central Florida<\/td>\n<td><a title=\"Wei Yan Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Wei_Yan_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Mean-field Stochastic Optimal Contral with Recursive Cost Function<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>2\/03\/20<\/td>\n<td>Zhaoyu Zhang<\/td>\n<td>Columbia University<\/td>\n<td><a title=\"Zhaoyu Zhang Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zhaoyu_Zhang_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">PDGM: A Neural Network Approach To Solve Path-Dependent Partial<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zhaoyu_USC.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>2\/07\/20<\/td>\n<td>Aditi Dandapani<\/td>\n<td>Ecole Polytechnique\/Columbia University<\/td>\n<td>\u00a0<a title=\"Aditi Dandapani Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Aditi_Dandapani_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">From Quadratic Hawkes to Rough Volatility and Zumbach Effect<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Aditi-USC_Colloqium.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>2\/10\/20<\/td>\n<td>Haimei Shao<\/td>\n<td>Wells Fargo<\/td>\n<td><a title=\"Haimei Shao Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Haimei_Shao_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Formulate the Control Problem of U.S. Monetary Policy<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Haimei-shao.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>2\/14\/20<\/td>\n<td>Moritz Voss<\/td>\n<td>University of California, Santa Barbara<\/td>\n<td><a title=\"Moritz Voss Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Moritz_Voss_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">A Two-Player Price Impact Game<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Voss_Talk_USC_2020.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr align=\"left\">\n<td>3\/9\/20<\/td>\n<td>Bin Zou<\/td>\n<td>University of Connecticut<\/td>\n<td><a title=\"Bin Zou Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Bin_Zou_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">A Set-Valued Markov Chain Approach to Credit Default<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Bin-Zhou.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2019\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td style=\"width: 89.8125px;\"><strong>Date<\/strong><\/td>\n<td style=\"width: 91.0625px;\"><strong>Speaker<\/strong><\/td>\n<td style=\"width: 138.6px;\"><strong>Affiliation<\/strong><\/td>\n<td style=\"width: 139.725px;\"><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">09\/09\/2019<\/td>\n<td style=\"width: 91.0625px;\">Leonard Wong<\/td>\n<td style=\"width: 138.6px;\">University of Toronto<\/td>\n<td style=\"width: 139.725px;\"><a title=\"Leonard Wong Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Leonard_Wong_Abstract_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">Capital Distribution of Equity Market and its Statistical Modeling<\/a>\u00a0<a title=\"Leonard Wong Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Leonard_Wong_Slides_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">09\/23\/2019<\/td>\n<td style=\"width: 91.0625px;\">Andrew Lyasoff<\/td>\n<td style=\"width: 138.6px;\">Boston University<\/td>\n<td style=\"width: 139.725px;\"><a title=\"Andrew Lyasoff Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Andrew_Lysasoff_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Incomplete-Market Equilibria with a Large Number of Heterogeneous Agents and BSDEs<\/a>\u00a0<a title=\"Andrew Lyasoff Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Andrew_Lyasoff_Slides_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">09\/30\/2019<\/td>\n<td style=\"width: 91.0625px;\">Ruoting Gong<\/td>\n<td style=\"width: 138.6px;\">Illinois Institute of Technology, Chicago<\/td>\n<td style=\"width: 139.725px;\"><a title=\"Ruoting Gong Abstact\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ruoting_Gong_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains<\/a>\u00a0<a title=\"Ruoting Gong Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ruoting_Gong_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">10\/14\/2019<\/td>\n<td style=\"width: 91.0625px;\">Fabrice Baudoin<\/td>\n<td style=\"width: 138.6px;\">University of Connecticut<\/td>\n<td style=\"width: 139.725px;\"><a title=\"Fabrice Baudoin Abstract \" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Fabrice_Baudoin_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Modelling Anticipations on Financial Markets<\/a>\u00a0<a title=\"Fabrice Baudoin Slides \" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Fabrices_Baudin_Slides_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">10\/28\/2019<\/td>\n<td style=\"width: 91.0625px;\">Dilip Madan<\/td>\n<td style=\"width: 138.6px;\">University of Maryland\/Morgan Stanley<\/td>\n<td style=\"width: 139.725px;\"><a title=\"Dilip Madan Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dilip_Madan_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Dynamic Nonlinear Valuation and Hedging<\/a>\u00a0<a title=\"Dilip Madan Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dilip_Madan_Slides_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">11\/04\/2019<\/td>\n<td style=\"width: 91.0625px;\">Michalis Anthropelos<\/td>\n<td style=\"width: 138.6px;\">University of Piraeus, Greece\/Boston University<\/td>\n<td style=\"width: 139.725px;\"><a title=\" Michalis Anthropelos Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Michail_Anthropelos_Abstract.pdf\">Optimal Investment, Derivative Demand &amp; Arbitrage<\/a>\u00a0<a title=\" Michalis Anthropelos Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Michail_Anthropelos_Slides_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">11\/11\/2019<\/td>\n<td style=\"width: 91.0625px;\">Dylan Possamai<\/td>\n<td style=\"width: 138.6px;\">Columbia University<\/td>\n<td style=\"width: 139.725px;\"><a title=\"Dylan Possamai Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dylan_Possamai_Abstract_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">A General Approach to Non-Markovian\u00a0Time-Inconsistent Stochastic Control\u00a0for Sophisticated Players<\/a>\u00a0<a title=\"Dylan Possamai Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dylan_Possamai_Fall_2019.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 89.8125px;\">12\/02\/2019<\/td>\n<td style=\"width: 91.0625px;\">Ludovic Tangpi<\/td>\n<td style=\"width: 138.6px;\">Princeton University<\/td>\n<td style=\"width: 139.725px;\"><a title=\"Ludovic Tangpi Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ludovic_Tangpi_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">On Backward Propagation of Chaos<\/a>\u00a0<a title=\"Ludovic Tangpi Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ludovic_Tangpi_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2019\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\" align=\"center\">\n<tbody>\n<tr>\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>1\/14\/19<\/td>\n<td>Cagin Ararat<\/td>\n<td>Bilkent University (Turkey)<\/td>\n<td><a title=\"Cagin Ararat Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Cagin_Ararat_Abstract.pdf\">Quasiconvex Set-Valued Risk Measures: Compositions and Duality Theory<\/a>\u00a0<a title=\"Cagin Ararat Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ararat_USC.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>1\/28\/19<\/td>\n<td>\n<p class=\"p1\">Zhaoyu Zhang<\/p>\n<\/td>\n<td>University of California, Santa Barbara<\/td>\n<td><a title=\"Zhaoyu Zhang Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zhaoyu_Zhang_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Mean Field Game with Delay: A Toy Model<\/a>\u00a0<a title=\"Zhaoyu Zhang Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/USC-ZhaoyuZhang.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/4\/19<\/td>\n<td>\n<p class=\"p1\">Steven Kou<\/p>\n<\/td>\n<td>Boston University<\/td>\n<td><a title=\"Steven Kou Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Steven_Kou_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">A Theory of Peer-to-Peer Equity Financing: Preference-Free and Menuless Screening Contracts<\/a>\u00a0<a title=\"Steven Kou Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/SteveKouP2P.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/8\/19<\/td>\n<td>Daniel Lacker<\/td>\n<td>Columbia University<\/td>\n<td><a title=\"Daniel Lacker Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Daniel_Lacker_Abstact.pdf\" target=\"_blank\" rel=\"noopener\">Beyond mean field limits: Local dynamics for large sparse networks of interacting processes<\/a>\u00a0<a title=\"Daniel Lacker Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/USC-DanLacker.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/15\/19<\/td>\n<td>Lingjiong Zhu<\/td>\n<td>Florida State University<\/td>\n<td><a title=\"Lingjiong Zhu\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Lingjiong_Zhu_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Approximate Variational Estimation for a Model of Network Formation<\/a>\u00a0<a title=\"Lingjiong Zhu Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Lingjiong_Zhu.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/22\/19<\/td>\n<td>Stephan Sturm<\/td>\n<td>Worcester Polytechnic Institute<\/td>\n<td><a title=\"Stephan Sturm Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Stephan_Sturm_Abstract.pdf\">Sensitivity analysis of the long-term expected utility of optimal portfolios<\/a>\u00a0<a title=\"Stephan Sturm Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/StephanSturm_USC.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/29\/19<\/td>\n<td>\n<p class=\"p1\">Marcel Nutz<\/p>\n<\/td>\n<td>Columbia University<\/td>\n<td><a title=\"Marcel Nutz Abstract \" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Marcel_Nutz_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Convergency to the Mean Field Game Limit: A Case Stud<\/a>y\u00a0<a title=\"Marcel Nutz Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Marcel.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2018\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\" align=\"center\">\n<tbody>\n<tr>\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>8\/31\/18<\/td>\n<td>Johannes Muhle-Karbe<\/td>\n<td>Carnegie-Mellon University<\/td>\n<td><a title=\"Johannes Muhle-Karbe Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Johannes_Muhle-Karbe_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Equilibrium Asset Pricing with Transaction Costs<\/a>\u00a0<a title=\"Johannes Muhle-Karbe Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/talk_muhlekarbe.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/10\/18<\/td>\n<td>\n<p class=\"p1\">Renyuan Xu<\/p>\n<\/td>\n<td>University of California, Berkeley<\/td>\n<td><a title=\"Renyuan Xu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Renyuan_Xu_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">A Stochastic Game and Moving\u00a0Free Boundary Problem<\/a>\u00a0<a title=\"Renyuan Xu Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/RenyuanXuUSC2018.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/28\/18<\/td>\n<td>\n<p class=\"p1\">Zachary Feinstein<\/p>\n<\/td>\n<td>Washington University, St. Louis<\/td>\n<td><a title=\"Zachary Feinstein Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zachary_Feinstein_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Moving Scalarizations for Time Consistency in Dynamic Multivariate Problems in Finance<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/15\/18<\/td>\n<td>Huyen Pham<\/td>\n<td>Paris VII-Diderot, France<\/td>\n<td><a title=\"Huyen Pham Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Huyen_Pham_Abstract_.docx\" target=\"_blank\" rel=\"noopener\">Deep Learning Algorithms for Stochastic Control on Finite Horizon<\/a>\u00a0<a title=\"Huyen Pham Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Pham-DeepNNalgoconsto.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/22\/18<\/td>\n<td>Hong Liu<\/td>\n<td>Washington University, St. Louis<\/td>\n<td><a title=\"Hong Liu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Hong_Liu_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Circuit Breakers and Contagion<\/a>\u00a0<a title=\"Hong Liu Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/HongLiu-CB_slides_USC.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/29\/18<\/td>\n<td>Ruoyu Wu<\/td>\n<td>University of Michigan<\/td>\n<td><a title=\"Ruoyu Wu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ruoyu_Wu_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Weakly Interacting Particle Systems on Graphs: From Dense to Sparse<\/a>\u00a0<a title=\"Ruoyu Wu Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/2018.10_USC_RuoyuWu6.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/5\/18<\/td>\n<td>\n<p class=\"p1\">Jaeyoung Sung<\/p>\n<\/td>\n<td>Ajou University, Korea\/USC<\/td>\n<td><a title=\"Jaeyoung Sung Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Jaeyoung_Sung_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Optimal Contracting under Mean-Volatility Ambiguity Uncertainties<\/a>\u00a0<a title=\"Jaeyoung Sung SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Sung-2018USC.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/16\/18<\/td>\n<td colspan=\"3\" align=\"center\"><a href=\"https:\/\/dornsife.usc.edu\/conferences\/9th-western-conference-on-mathematical-finance\"><strong>9th Western Conference on Mathematical Finance<\/strong><\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2018\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>1\/22\/18<\/td>\n<td>Mihai Sirbu<\/td>\n<td>University of Texas, Austin<\/td>\n<td><a title=\"Mihai Sirbu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Mihai_Sirbu_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Sensitivity Analysis of the Utility Maximization Problem with Respect to Model Perturbations<\/a>\u00a0<a title=\"SIRBU SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Sirbu_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>1\/29\/18<\/td>\n<td>\n<p class=\"p1\">Ruimeng Hu<\/p>\n<\/td>\n<td>University of California, Santa Barbara<\/td>\n<td><a title=\"Ruimeng Hu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ruimeng_Hu_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Portfolio Optimization Under Fractional Stochastic Environments<\/a>\u00a0<a title=\"HU SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Hu-RuimenG_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/15\/18<\/td>\n<td>\n<p class=\"p1\">Hao Xing<\/p>\n<\/td>\n<td>London School of Economics<\/td>\n<td><a title=\"Hao Xing Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Hao_Xing_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Capital Allocation Under Fundamental Review of Trading Book<\/a>\u00a0<a title=\"XING SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/HaoXing_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><a title=\"Dylan Possamai Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/Dylan_Possamai_Abstract.pdf\" target=\"_blank\" rel=\"noopener\"><br \/>\n<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/26\/18<\/td>\n<td>Jaksa Cvitanic<\/td>\n<td>CalTech<\/td>\n<td><a title=\"Jasko Cvitanic Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Jasko_Cvitanic_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Optimal Fund Menus<\/a>\u00a0<a title=\"Cvitanic SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Cvitanic_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/5\/18<\/td>\n<td>Francesca Biagini\/Thilo Meyer-Brandis<\/td>\n<td>University of Munich (Germany)\/University of California, Santa Barbara<\/td>\n<td><a title=\"Double Header\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Double_Header.pdf\" target=\"_blank\" rel=\"noopener\">DOUBLE HEADER<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Biagini_SLIDES.pdf\">(slides 1)<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/MeyerBrandis_SLIDES.pdf\">(slides 2)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/26\/18<\/td>\n<td>Minyi Huang<\/td>\n<td>Carleton University (Canada)<\/td>\n<td><a title=\"Minyi Huang Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Minyi_Huang_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Mean Field Games: Basic Theory and Generalization<\/a>\u00a0<a title=\"Huang SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Huang_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/2\/18<\/td>\n<td>\n<p class=\"p1\">Boualem Djehiche<\/p>\n<\/td>\n<td>The Royal Institute of Technology (KTH)<\/td>\n<td><a title=\"Boualem Djehiche Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Boualem_Djehiche_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">On a Mean-Field Stochastic Target Problem<\/a>\u00a0<a title=\"Djehiche SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Djehichi_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/16\/18<\/td>\n<td>\n<p class=\"p1\">Amarjit Budhiraja<\/p>\n<\/td>\n<td>University of North Carolina<\/td>\n<td>\n<p class=\"p1\"><a title=\"Amarjit Budhiraja Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Amarjit_Budhiraja_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Large Deviations from the Hydrodynamic Limit for a System with\u00a0Nearest Neighbor Interactions<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Budhiraja_SLIDES.pdf\">(slides)<\/a><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>4\/23\/18<\/td>\n<td>\n<p class=\"p1\">Qi Feng<\/p>\n<\/td>\n<td>University of Connecticut<\/td>\n<td>\n<p class=\"p1\"><a title=\"Qi Feng Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Qi_Feng_Abstract_.pdf\">Integration by Parts and Quasi-Invariance of Horizontal Wiener Measure on Foliated Manifolds<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/QiFeng_SLIDES-min.pdf\">(slides)<\/a><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2017\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td style=\"text-align: center;\" colspan=\"4\"><strong>Fall 2017<\/strong><\/td>\n<\/tr>\n<tr>\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>8\/25\/17<\/td>\n<td>Christian Keller<\/td>\n<td><span class=\"s1\">University of Michigan<\/span><\/td>\n<td><\/td>\n<\/tr>\n<tr>\n<td>9\/11\/17<\/td>\n<td>\n<p class=\"p1\">Chenchen Mou<\/p>\n<\/td>\n<td>University of California, Los Angeles<\/td>\n<td><a title=\"Chenchen Mou Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Chenchen_Mou_Abstract_-Copy.pdf\" target=\"_blank\" rel=\"noopener\">Stochastic Representations for Solutions to<span class=\"Apple-converted-space\">\u00a0<\/span>Nonlocal Bellman Equations<\/a>\u00a0<a title=\"Chenchen Mou Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Chenchen_Mou_SLIDES-Copy.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/18\/17<\/td>\n<td>\n<p class=\"p1\">Yi Lu<\/p>\n<\/td>\n<td>Simon Fraser University, Canada<\/td>\n<td><a title=\"Yi Lu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yi_Lu_Abstract-Copy.pdf\" target=\"_blank\" rel=\"noopener\">Optimal Investment Strategies and Intergenerational Risk Sharing for Target Benefit Pension Plans<\/a>\u00a0<a title=\"Yi Lu Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yi_Lu_Slides-Copy.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><a title=\"Dylan Possamai Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/Dylan_Possamai_Abstract.pdf\" target=\"_blank\" rel=\"noopener\"><br \/>\n<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/2\/17<\/td>\n<td>Ting-Kam Leonard Wong<\/td>\n<td>University of Southern California<\/td>\n<td><a title=\"Leonard Wong Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Leonard_Wong_Abstact_Fall_2017-Copy.pdf\" target=\"_blank\" rel=\"noopener\">Portfolios Generated by Optimal Transport<\/a>\u00a0<a title=\"Leonard Wong Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/LeonardWong_SLIDES-Copy.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/9\/17<\/td>\n<td>Kasper Larsen<\/td>\n<td>Rutgers University<\/td>\n<td><a title=\"Kasper Larsen Abstract \" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Kasper_Larsen_Abstract_-Copy.pdf\" target=\"_blank\" rel=\"noopener\">Conditional Davis Pricing<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/23\/17<\/td>\n<td>Tao Chen<\/td>\n<td><span class=\"s1\">University of California, Santa Barbara<\/span><\/td>\n<td>\u00a0<a title=\"Tao Chen Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Tao_Chen_UCSB_Abstract_-Copy.pdf\" target=\"_blank\" rel=\"noopener\">Adaptive Robust Hedging Under Model Uncertainty<\/a>\u00a0<a title=\"Tao Chen Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Tao_Chen_Slides-Copy.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/3\/17<\/td>\n<td>\n<p class=\"p1\">David Li<\/p>\n<\/td>\n<td>Shanghai Advanced Institute of Finance (SAIF) &amp; Shanghai Jiaotong University (SJTU)<\/td>\n<td><a title=\"David Li Abstract \" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/David_Li_Abstract_-Copy.pdf\" target=\"_blank\" rel=\"noopener\">Theoretical Problems in Credit Portfolio Modeling<\/a>\u00a0<a title=\"David Li Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/David_Li_Slides-Copy.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/13\/17<\/td>\n<td>\n<p class=\"p1\">Igor Cialenco<\/p>\n<\/td>\n<td>Illinois Institute of Technology<\/td>\n<td>\n<p class=\"p1\"><a title=\"Igor Cialenco Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Igor_Cialenco_Abstract_-Copy.pdf\" target=\"_blank\" rel=\"noopener\">Time Consistency of Risk and Performance Measure<\/a>s\u00a0<a title=\"Igor Cialenco Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Igor_Cialenco_Slides-Copy.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>11\/27\/17<\/td>\n<td>\n<p class=\"p1\">Frederi Viens<\/p>\n<\/td>\n<td>Michigan State University<\/td>\n<td>\n<p class=\"p1\"><a title=\"Viens Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Frederi_Viens_Abstract-Copy.pdf\" target=\"_blank\" rel=\"noopener\">The Karhunen-Loeve Expansion for Gaussian Processes as Applied to Implied Volatility Asymptotics<\/a><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2017\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>1\/13\/17<\/td>\n<td><span class=\"s1\">S<\/span>\u00f8ren Asmussen<\/td>\n<td>Aarhus\u00a0<span class=\"s1\">University, Denmark<\/span><\/td>\n<td><a title=\"Soren Asmussen Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Soren_Asmussen_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">L\u00e9vy Processes, Phase-Type Distributions, and Martingales<\/a><\/td>\n<\/tr>\n<tr>\n<td>1\/23\/17<\/td>\n<td>\n<p class=\"p1\">Yuhua Yu<\/p>\n<\/td>\n<td>CTIA, Chicago<\/td>\n<td><a title=\"Yuhua Yu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yuhua_Yu_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">A Tale of Two Crashes<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/6\/17<\/td>\n<td>\n<p class=\"p1\"><span class=\"s1\">Dylan Possama<\/span>\u00ef<\/p>\n<\/td>\n<td>Universit\u00e9 Paris Dauphine, France<\/td>\n<td><a title=\"Dylan Possamai Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dylan_Possamai_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">\u00a0An Introduction and Recent Progresses on Principal-Agent Problems<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/27\/17<\/td>\n<td>Pierre-Olivier Goffard<\/td>\n<td>University of California, Santa Barbara<\/td>\n<td><a title=\"Pierre-Olivier Goffard Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Pierre_Olivier_Goffard_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Boundary Crossing Problems with Applications to Risk Management<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/6\/17<\/td>\n<td><span class=\"s1\">S<\/span>abastian Jaimungal<\/td>\n<td>University of Toronto, Canada<\/td>\n<td><a title=\"Sebastian Jaimungal Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Sebastian_Jaimungal_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Trading Algorithms with Learning in Latent Alpha Models<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/7\/17<\/td>\n<td>Xunyu Zhou<\/td>\n<td>Columbia\u00a0<span class=\"s1\">University<\/span><\/td>\n<td>\u00a0<a title=\"Xunyu Zhou Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Xunyu_Zhou_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Discounting, Diversity, &amp; Investment<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/17\/17<\/td>\n<td>\n<p class=\"p1\">Nils Detering<\/p>\n<\/td>\n<td>University of California, Santa Barbara<\/td>\n<td><a title=\"Nils Detering Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nils_Detering_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Managing Default Contagion in Financial Networks<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/24\/17<\/td>\n<td>\n<p class=\"p1\">Matheus Grasselli<\/p>\n<\/td>\n<td>McMaster University, Canada<\/td>\n<td>\n<p class=\"p1\"><a title=\"Mattheus Grasselli Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Mattheus_Grasselli_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Macroeconomic Modeling with Heterogeneous\u00a0Agents: The Master Equation Approach<\/a><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2016\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td style=\"width: 68px;\"><strong>Date<\/strong><\/td>\n<td style=\"width: 84px;\"><strong>Speaker<\/strong><\/td>\n<td style=\"width: 126px;\"><strong>Affiliation<\/strong><\/td>\n<td style=\"width: 180px;\"><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">8\/29\/16<\/td>\n<td style=\"width: 84px;\">Christian Keller<\/td>\n<td style=\"width: 126px;\">University of Michigan<\/td>\n<td style=\"width: 180px;\"><a title=\"Christian Keller Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Christian_Keller_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Rough Paths and Applications to Stochastic Analysis<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">9\/12\/16<\/td>\n<td style=\"width: 84px;\">\n<p class=\"p1\">Daniel Bauer<\/p>\n<\/td>\n<td style=\"width: 126px;\">Georgia State University<\/td>\n<td style=\"width: 180px;\"><a title=\"Daniel Bauer Abstract \" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Daniel_Bauer_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Longevity Risk: Methods, Models, and Management<\/a>\u00a0<a title=\"Daniel Bauer Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Daniel_Bauer_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">9\/26\/16<\/td>\n<td style=\"width: 84px;\">\n<p class=\"p1\">Yu-Jui Huang<\/p>\n<\/td>\n<td style=\"width: 126px;\">Univeristy of Colorado, Boulder<\/td>\n<td style=\"width: 180px;\"><a title=\"Yu-Jui Huang Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yu-Jui_Huang_Abstract_.pdf\" target=\"_blank\" rel=\"noopener\">Time-Inconsistent Stopping Problems<\/a>\u00a0<a title=\"Yu-Jui Huang Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yu-Jui_Huang_Slides_.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">10\/10\/16<\/td>\n<td style=\"width: 84px;\">Kiseop Lee<\/td>\n<td style=\"width: 126px;\">Purdue University<\/td>\n<td style=\"width: 180px;\"><a title=\"Kiseop Lee Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Kiseop_Lee_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Inisiders&#8217; Hedging in a Stochastic Volatility Model with Informed Traders of Multiple Levels<\/a>\u00a0<a title=\"Kiseop Lee SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Kiseop_Lee_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">10\/17\/16<\/td>\n<td style=\"width: 84px;\">Bob Fernholz<\/td>\n<td style=\"width: 126px;\">INTECH<\/td>\n<td style=\"width: 180px;\"><a title=\"Bob Fernholz Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Bob_Fernholz_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Volatility and Arbitrage<\/a>\u00a0<a title=\"Bob Fernholz SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Bob_Fernholz_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">10\/24\/16<\/td>\n<td style=\"width: 84px;\">Beatrice Acciaio<\/td>\n<td style=\"width: 126px;\">London School of Econimcs\/UCSB<\/td>\n<td style=\"width: 180px;\"><a title=\"Beatrice Acciaio Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Beatrice_Acciaio_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Causal Optimal Transport and its Links to Enlargement of\u00a0Filtrations and Stochastic Optimization Problems<\/a>\u00a0<a title=\"Beatrice Acciaio SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Beatrice_Acciaio_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">11\/14\/16<\/td>\n<td style=\"width: 84px;\">\n<p class=\"p1\">Theodorou Evangelos<\/p>\n<\/td>\n<td style=\"width: 126px;\">Georgia Tech<\/td>\n<td style=\"width: 180px;\"><a title=\"Theodorou Evangelos\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Theodorou_Evangelos.pdf\" target=\"_blank\" rel=\"noopener\">Real Time Stochastic Control\u00a0and Decision Making: From Theory to Algorithms and Applications<\/a>\u00a0<a title=\"Evangelos Theodorou Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Evangelos_Theodorou_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">11\/21\/16<\/td>\n<td style=\"width: 84px;\">\n<p class=\"p1\">Ibrahim Ekren<\/p>\n<\/td>\n<td style=\"width: 126px;\">ETH<\/td>\n<td style=\"width: 180px;\"><a title=\"Ibrahim Ekren Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ibrahim_Ekren_Abstract-1.pdf\" target=\"_blank\" rel=\"noopener\">Hormander Condition for Delayed Diffusions<\/a>\u00a0<a title=\"Ibrahim Ekren SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ibrahim_Ekren_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"width: 68px;\">12\/9\/16<\/td>\n<td style=\"width: 84px;\">\n<p class=\"p1\">Soumik Pal<\/p>\n<\/td>\n<td style=\"width: 126px;\">University of Washington, Seattle<\/td>\n<td style=\"width: 180px;\"><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2016\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td style=\"text-align: center;\"><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>1\/25\/16<\/td>\n<td>Hu Sang<\/td>\n<td>National University of Sinagpore<\/td>\n<td><a title=\"Sang Hu Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Sang_Hu_Abstract.docx.pdf\" target=\"_blank\" rel=\"noopener\">Casino Gambling Problem Under Probability Weighting<\/a>\u00a0<a title=\"Slides Sang Hu\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/SangHu_usc_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/5\/16<\/td>\n<td>\n<p class=\"p1\">Jie Zhong<\/p>\n<\/td>\n<td>University of California, Berkely<\/td>\n<td>Parametrix Method for Skew Diffusions<\/td>\n<\/tr>\n<tr>\n<td>2\/8\/16<\/td>\n<td>\n<p class=\"p1\"><span class=\"s1\">Marcel Nutz<\/span><\/p>\n<\/td>\n<td>Columbia University<\/td>\n<td><a title=\"Marcel Nutz Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Marcal_Nutz_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Martingale Optimal Transport &amp; Beyond<\/a>\u00a0<a title=\"Nutz Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nutz-slidesUSC.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/19\/16<\/td>\n<td>Zhenjie Ren<\/td>\n<td>Ecole Polytechnique, France<\/td>\n<td><a title=\"Zhenjie Ren Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zhenjie_Ren_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Comparison Result for Viscosity Solutions to the Fully Nonlinear Path-Dependent PDE&#8217;s<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/22\/16<\/td>\n<td>Tyrone Duncan<\/td>\n<td>University of Kansas<\/td>\n<td><a title=\"Nikolai Krylov Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/Nikolia_Krylov_10.16.15_Abstract.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong><br \/>\n<\/strong><\/em><\/a><a title=\"Tyrone Duncan Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Tyrone_Duncan_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Solvable Stochastic Control and Stochastic Differential Games<\/a>\u00a0<a title=\"Tyrone Duncan Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/TyroneDuncan_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/24\/16<\/td>\n<td>Nizar Touzi<\/td>\n<td>Ecole Polytechnique, France<\/td>\n<td><a title=\"Nizar Touzi Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nizar_Touzi_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Branching Diffusion Representation of Semi-Linear PDE&#8217;s and Monte Carlo Approximation<\/a>\u00a0<a title=\"Nizar Touzi Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nizar_Touzi_Slides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/7\/16<\/td>\n<td>\n<p class=\"p1\">Zachary Feinstein<\/p>\n<\/td>\n<td>Washington University, St. Louis<\/td>\n<td><strong><br \/>\n<\/strong><a title=\"Zachary Feinstein Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Zach_Feinstein_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Set-Valued Risk Measures and Bellman&#8217;s Principle<\/a>\u00a0<a title=\"Feinstein SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/ZachFeinstein_SLides.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/21\/16<\/td>\n<td>\n<p class=\"p1\">Sergey Nodtochiy<\/p>\n<\/td>\n<td>University of Michigan<\/td>\n<td><a title=\"Nodtochiy Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nadtochiy-abstract.pdf\" target=\"_blank\" rel=\"noopener\">Endogenous Formation of Limit Order Books<\/a>\u00a0<a title=\"Nodtochiy Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nadtochiy-talk_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/28\/16<\/td>\n<td>\n<p class=\"p1\">Yuri Saporito<\/p>\n<\/td>\n<td>Fundacao Getulio Vargas, Brazil<\/td>\n<td><a title=\"Yuri Saporito Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Yuri_Saporito_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Recent Developments on Functional It\u00f4 Calculus &#8211; Lie Bracket and Tanaka Formula<\/a>\u00a0<a title=\"Yuri Saporito SLIDES\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/YuriSaporito-usc_2016.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/4\/16<\/td>\n<td>\n<p class=\"p1\">Christoph Frei<\/p>\n<\/td>\n<td>University of Alberta, Canada<\/td>\n<td><a title=\"Christoph Frei Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/C._Frei_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Systemic Influences on Optimal Investment in Stocks and Credit Default Swaps<\/a>\u00a0<a title=\"Frie Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/ChrisFrei-USC_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/25\/16<\/td>\n<td>Romauld Elie<\/td>\n<td>Universite Paris-Est Marne-la-Vallee &amp; UCSB<\/td>\n<td><a title=\"Roumald Elie Abstract\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Roumald_Elie_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Design of Optimal Incentives for a System of Competitive Agents in Interaction<\/a>\u00a0<a title=\"Elie Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Romuald_Elie_SLIDES.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2015\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td style=\"text-align: center;\"><strong>Date<\/strong><\/td>\n<td style=\"text-align: center;\"><strong>Speaker<\/strong><\/td>\n<td style=\"text-align: center;\"><strong>Affiliation<\/strong><\/td>\n<td style=\"text-align: center;\"><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>9\/18\/15<\/td>\n<td>Frederi Viens<\/td>\n<td>Purdue University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Frederi_Viens_Abstract_9.18.15_updated.pdf\">Parameter Estimation for Gaussian Sequences: Long-Memory Motivations in Finance, Sharp Asymptotic Normality and Non-Normality<\/a> <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Viens2015F.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/21\/15<\/td>\n<td>Michael Ludkovski<\/td>\n<td>University of California, Santa Barbara<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Michael_Ludkovski_9.21.15_Abstract.pdf\">Kriging Metamodels for Bermudan Option Pricing<\/a> <a title=\"Ludkovski Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Ludkovski2015F.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/28\/15<\/td>\n<td>Andrey Sarantsev<\/td>\n<td>University of California, Santa Barbara<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Andrey_Saranstev_Abstract.pdf\" target=\"_blank\" rel=\"noopener\">Market Models with Splits and Mergers<\/a> <a title=\"Saranstev Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Sarantsev2015F.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/7\/15<\/td>\n<td>Sara Tomeo &amp; Peter Carr<\/td>\n<td>Morgan Stanley<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Morgan_Stanley_Quant_Finance_-_Presentation_and_Exam1.pdf\">Morgan Stanley Presentation + Exam<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/16\/15<\/td>\n<td>Nikolai Krylov<\/td>\n<td>University of Minnesota<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Nikolia_Krylov_10.16.15_Abstract.pdf\">On the Independence of the Value Function for Stochastic Differential Games of the Probability Space<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/26\/15<\/td>\n<td>Knut Solna<\/td>\n<td>University of California, irvine<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Knut_Solna_Abstract_10.26.15.pdf\">Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility<\/a> <a title=\"Solna Slides\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/1510usc_Solna.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/09\/15<\/td>\n<td>Rong Li<\/td>\n<td>Nankai University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Rong_Li_11.09.15.pdf\">Supply Chain Finance: The Operational Benefits<\/a> <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Rong_Li_2015.pdf\" target=\"_blank\" rel=\"noopener\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/13\/15<\/td>\n<td>Thaleia Zariphopoulou<\/td>\n<td>University of Texas, Austin<\/td>\n<td><strong>CANCELLED<\/strong><\/td>\n<\/tr>\n<tr>\n<td>11\/30\/15<\/td>\n<td>Ting Kam Leonard Wong<\/td>\n<td>University of Washington, Seattle<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Leonar_Wong_Abstract.pdf\">Geometry and Optimization of Relative Arbitrage<\/a> <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/TingKamWong.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2015\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table style=\"height: 840px;\" border=\"0\">\n<tbody>\n<tr style=\"height: 24px;\">\n<td style=\"height: 24px; width: 58.125px;\"><strong>Date<\/strong><\/td>\n<td style=\"height: 24px; width: 78.5125px;\"><strong>Speaker<\/strong><\/td>\n<td style=\"height: 24px; width: 121.562px;\"><strong>Affiliation<\/strong><\/td>\n<td style=\"height: 24px; width: 201px;\"><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr style=\"height: 96px;\">\n<td style=\"height: 96px; width: 58.125px;\">1\/26\/15<\/td>\n<td style=\"height: 96px; width: 78.5125px;\">Daniel Lacker<\/td>\n<td style=\"height: 96px; width: 121.562px;\">Princeton<\/td>\n<td style=\"height: 96px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/DanielLacker_SLIDES.pdf\">A general characterization of the mean field limit for stochastic differential games<\/a> <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/DanielLacker_SLIDES.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\">\n<td style=\"height: 72px; width: 58.125px;\">1\/30\/15<\/td>\n<td style=\"height: 72px; width: 78.5125px;\">Zhenjie Ren<\/td>\n<td style=\"height: 72px; width: 121.562px;\">Ecole Polytechnique, France<\/td>\n<td style=\"height: 72px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Zhenjie_Ren_2015.pdf\">Viscosity solution of semi-linear path dependent PDE<\/a><\/td>\n<\/tr>\n<tr style=\"height: 120px;\">\n<td style=\"height: 120px; width: 58.125px;\">2\/9\/15<\/td>\n<td style=\"height: 120px; width: 78.5125px;\">Andrzej Swiech<\/td>\n<td style=\"height: 120px; width: 121.562px;\">Georgia Tech<\/td>\n<td style=\"height: 120px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Andrzej_Swiech.pdf\">Bellman integro-PDE in Hilbert spaces and optimal<br \/>\ncontrol of stochastic PDE driven by Levy type noise.<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Andrzej_Swiech_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr style=\"height: 96px;\">\n<td style=\"height: 96px; width: 58.125px;\">2\/23\/15<\/td>\n<td style=\"height: 96px; width: 78.5125px;\">Tomoyuki Ichiba<\/td>\n<td style=\"height: 96px; width: 121.562px;\">UC Santa Barbara<\/td>\n<td style=\"height: 96px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Tomoyuki_Ichiba.pdf\">Diffusions with rank-based characteristics and values in the nonnegative quadrant<\/a>\u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Tomoyuki_Ichiba.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr style=\"height: 48px;\">\n<td style=\"height: 48px; width: 58.125px;\">2\/27\/15<\/td>\n<td style=\"height: 48px; width: 78.5125px;\">Joscha Diehl<\/td>\n<td style=\"height: 48px; width: 121.562px;\">TU Berlin, Germany<\/td>\n<td style=\"height: 48px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Joscha_Diehl_2015.pdf\">Singular stochastic PDEs on Lie groups<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\">\n<td style=\"height: 72px; width: 58.125px;\">4\/6\/15<\/td>\n<td style=\"height: 72px; width: 78.5125px;\">Xin Guo<\/td>\n<td style=\"height: 72px; width: 121.562px;\">UC Berkeley<\/td>\n<td style=\"height: 72px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Xin_Guo_2015.pdf\">Dynamics of Order Positions in a Limit Order Book (LOB)<\/a> <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/XinGuo_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\">\n<td style=\"height: 72px; width: 58.125px;\">4\/20\/15<\/td>\n<td style=\"height: 72px; width: 78.5125px;\">Huyen Pham<\/td>\n<td style=\"height: 72px; width: 121.562px;\">University of Paris VII, Diderot<\/td>\n<td style=\"height: 72px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Huyen_Pham_2015.pdf\">Robust feedback switching control problem<\/a> <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/HuyenPham_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr style=\"height: 48px;\">\n<td style=\"height: 48px; width: 58.125px;\">4\/27\/15<\/td>\n<td style=\"height: 48px; width: 78.5125px;\">Kasper Larsen<\/td>\n<td style=\"height: 48px; width: 121.562px;\">Carnegie Mellon University<\/td>\n<td style=\"height: 48px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Kasper_Larsen_2015.pdf\">Facelifting in Utility Maximization<\/a><\/td>\n<\/tr>\n<tr style=\"height: 96px;\">\n<td style=\"height: 96px; width: 58.125px;\">5\/4\/15<\/td>\n<td style=\"height: 96px; width: 78.5125px;\">Frederi Viens<\/td>\n<td style=\"height: 96px; width: 121.562px;\">Purdue University<\/td>\n<td style=\"height: 96px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Frederi_Viens_2015.pdf\">A Pure-Jump Market-Making Model for High-Frequency Trading using Constrained FBSDEs<\/a><\/td>\n<\/tr>\n<tr style=\"height: 96px;\">\n<td style=\"height: 96px; width: 58.125px;\">5\/8\/15<\/td>\n<td style=\"height: 96px; width: 78.5125px;\">Xunyu Zhou<\/td>\n<td style=\"height: 96px; width: 121.562px;\">Oxford University<\/td>\n<td style=\"height: 96px; width: 201px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Xunyu_Zhou_2015.pdf\">Optimal exit time from casino gambling: Why a lucky coin and a good memory matter<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2014\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td>Date<\/td>\n<td>Speaker<\/td>\n<td>Affiliation<\/td>\n<td>Title of Talk<\/td>\n<\/tr>\n<tr>\n<td>9\/22\/14<\/td>\n<td>Soumik Pal<\/td>\n<td>University of Washington, Seattle<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Soumik_Pal.pdf\">The Geometry of Relative Arbitrage<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Song_Yao_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/29\/14<\/td>\n<td>Elie Romuald<\/td>\n<td>Univeristy of Paris, Dauphine<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Elie_Romuald.pdf\">Dealing with partial hedging or risk management constraints via BSDEs with weak reflections<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/ElieRomauld-_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/6\/14<\/td>\n<td>Matheus Grasselli<\/td>\n<td>McMaster University, Canada<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Matheus_Grasselli.pdf\">Asset price dynamics in a stock-flow consistent macroeconomic model<\/a>\u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/grassellio_usc2014-_slides-min.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/7\/14<\/td>\n<td>Dr. Peter Carr, Managing Partner<\/td>\n<td>Morgan Stanley<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/mssm_USC_ad.pdf\">Derivatives, Diffusion, and Duality<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/PeterCarr.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/27\/14<\/td>\n<td>Rene Carmona<\/td>\n<td>Princeton<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Rene_Carmona.pdf\">Trading Frictions in High Frequency Markets<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/10\/14<\/td>\n<td>Stanislav Minsker<\/td>\n<td>Duke University and Wells Fargo Securities<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Stanislav_Minsker.pdf\">Robust and scalable statistical estimation: a tale of the geometric median<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/13\/14<\/td>\n<td colspan=\"3\" align=\"center\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Pacific_Life_Insurance_Company_2014.pdf\"><strong>2014 USC Quants Job Informational Q&amp;A Session<\/strong><\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/14\/14<\/td>\n<td>Carl Mueller<\/td>\n<td>University of Rochester<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Carl_Mueller_2014.pdf\">Do Stochastic PDE hit points or have double points in the critical dimensions?<\/a><\/td>\n<\/tr>\n<tr>\n<td>12\/1\/14<\/td>\n<td>Knut Solna<\/td>\n<td>UC Irvine<\/td>\n<td><strong>Cancelled<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2014\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td><strong>Date<\/strong><\/td>\n<td><strong>Speaker<\/strong><\/td>\n<td><strong>Affiliation<\/strong><\/td>\n<td><strong>Title of Talk<\/strong><\/td>\n<\/tr>\n<tr>\n<td>2\/3\/14<\/td>\n<td>Marco Frittelli<\/td>\n<td>UCSB and Universiti a degli Studi di Milano<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Marco_Frittelli.pdf\">Conditional evenly convex sets and the representation of conditional quasi-convex risk measures<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/24\/14<\/td>\n<td>Francesca Biagini<\/td>\n<td>University of Munich, Germany<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Francesca_Biagini.pdf\">Risk-Minimization for Life Insurance Liabilities (Francesca Biagini)<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Francesca_Biagini_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/24\/14<\/td>\n<td>Thilo Meyer-Brandis<\/td>\n<td>University of Munich, Germany<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Thilo_Meyer-Brandis.pdf\">Bismut-Elworthy-Li Formulas for Diffusions with Irregular Drift Coefficients<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/14\/14<\/td>\n<td>Carl Mueller<\/td>\n<td>University of Rochester<\/td>\n<td><strong>Cancelled<\/strong><\/td>\n<\/tr>\n<tr>\n<td>3\/24\/14<\/td>\n<td>Song Yao<\/td>\n<td>University of Pittsburg<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Song_Yao.pdf\">\u201cOn the Robust Optimal Stopping Problem\u201d<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Song_Yao_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/31\/14<\/td>\n<td>Roger Lee<\/td>\n<td>University of Chicago<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Roger_Lee.pdf\">Pricing options on discrete variance<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Roger_Lee_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/21\/14<\/td>\n<td>Alex Lipton<\/td>\n<td>Bank of America, Imperial College London<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Alexander_Lipton.pdf\">Three-dimensional Brownian motion and its applications to CVA and trading<\/a>\u00a0(<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Alexander_Lipton_slides.pdf\">slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>5\/2\/14<\/td>\n<td>Samy Tindel<\/td>\n<td>Universite de Lorraine, France<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Samy_Tindel.pdf\">Viscosity solutions to fully nonlinear stochastic PDEs and rough paths<\/a><\/td>\n<\/tr>\n<tr>\n<td>5\/5\/14<\/td>\n<td>Frederi Viens<\/td>\n<td>Purdue University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Frederi_Viens.pdf\">Robust optimization problems for quantitative finance and insurance models under parameter ambiguity<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2013\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td>Date<\/td>\n<td>Speaker<\/td>\n<td>Affiliation<\/td>\n<td>Title of Talk<\/td>\n<\/tr>\n<tr>\n<td>9\/16\/13<\/td>\n<td>Matt Lorig<\/td>\n<td>Princeton University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Matthew_Lorig.pdf\">Pricing Variance Swaps on Time-Changed<br \/>\nMarkov Processes<\/a>\u00a0(<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Matthew_Lorig_slides.pdf\">slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/27\/13<\/td>\n<td>Elton Hsu<\/td>\n<td>Northwestern University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Elton_P._Hsu.pdf\">Near-Expiry Asymptotics of the Implied Volatility in Local and Stochastic Volatility Models<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/EltonHsu_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/4\/13<\/td>\n<td>Steve Kou<\/td>\n<td>National University of Singapore (NUS)<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Steve_Kou.pdf\">First Passage Times of Two-Dimensional Brownian Motion<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/SteveKou2013_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/7\/13<\/td>\n<td>Peter Carr<\/td>\n<td>New York University\/Morgan Stanley<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dr._Peter_Carr.pdf\">Risk, Return and Ross Recovery<\/a>\u00a0(<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Dr._Peter_Carr.pdf\">slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td><\/td>\n<td colspan=\"3\" align=\"center\"><\/td>\n<\/tr>\n<tr>\n<td>10\/9\/13<\/td>\n<td>Uwe Schmock<\/td>\n<td>Vienna University of Technology<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Uwe_Schmock.pdf\">Adapted dependence and applications to risk management<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/14\/13<\/td>\n<td>Richard Sowers<\/td>\n<td>University of Illinois at Urbana-Champaign<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Richard_Sowers.pdf\">Effects of Latency<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/31\/13<\/td>\n<td>Frank Zhang<\/td>\n<td>Pacific Life<\/td>\n<td>&gt;<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Pacific_Life_Insurance_Company.pdf\">2013 USC Quants Job Informational\/Q&amp;A Session<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Pacific_life.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/4\/13<\/td>\n<td>Tao Pang<\/td>\n<td>North Carolina State University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Tao_Pang.pdf\">A Stochastic Portfolio Optimization Model with Bounded Memory<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/TaoPang2013_1104_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/11\/13<\/td>\n<td>Juan Li<\/td>\n<td>Shandong University (China)<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Juan_Li.pdf\">Nonlinear stochastic differential games involving a major player and a large number of minor agents<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/25\/13<\/td>\n<td>Marcel Nutz<\/td>\n<td>Columbia University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Marcel_Nutz.pdf\">On Model Uncertainty in Discrete Time<\/a><\/td>\n<\/tr>\n<tr>\n<td>12\/18\/13<\/td>\n<td>Zhenjie Ren<\/td>\n<td>Ecole Polytechnique<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Zhenjie_Ren.pdf\">Viscosity solution to elliptic path dependent PDEs<\/a><\/td>\n<\/tr>\n<tr>\n<td>12\/18\/13<\/td>\n<td>Nizar Touzi<\/td>\n<td>Ecole Polytechnique<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Nizar_Touizi.pdf\">Martingale optimal transport and\u00a0martingale inequalities<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2013\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td>Date<\/td>\n<td>Speaker<\/td>\n<td>Affiliation<\/td>\n<td>Title of Talk<\/td>\n<\/tr>\n<tr>\n<td>2\/1\/13<\/td>\n<td>Tzu-Wei Yang<\/td>\n<td>Stanford University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Tzu-wei_Yang.pdf\">A Mean-field model of Systemic Risk<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/4\/13<\/td>\n<td>Fernando Zapatero<\/td>\n<td>University of Southern California<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Fernando_Zapatero.pdf\">Keeping Up with the Joneses Preferences: Assest Pricing Considerations<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Fernando_Zapatero_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/15\/13<\/td>\n<td>Jiongmin Yong<\/td>\n<td>University of Central Florida<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Jiongmin_Yong.pdf\">Stochastic Optimal Control with Time-Inconsistency<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Jiongmin_Yong_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/25\/13<\/td>\n<td>Bruno Bouchard<\/td>\n<td>University of Paris IX, Dauphine<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Bruno_Bouchard.pdf\">Target Games with Expected Loss<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Bruno_Bouchard_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/11\/13<\/td>\n<td>Dmitry Kramkov<\/td>\n<td>Carnegie Mellon University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Dmitry_Kramkov.pdf\">Integral Representation of Martingales and Endogenous Completeness in Financial Economics<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Dmitry_Kramkov_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/15\/13<\/td>\n<td>Ioannis Karatzas<\/td>\n<td>Columbia University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Ioannis_Karatzas.pdf\">Stable Diffusions with Rank-Based Interactions and Models of Large Equity Markets<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Ioannis_Karatzas_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/25\/13<\/td>\n<td>Qingshuo Song<\/td>\n<td>City University of Hong Kong<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Qingshuo_Song.pdf\">Is Quantile Hedgings always Equivalent to the Hypothesis Testing?<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Qingshuo_Song_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/19\/13<\/td>\n<td>Qi Zhang<\/td>\n<td>Fudan University<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Qi_Zhang.pdf\">Stationary Solutions and Random Periodic Solutions of Stochastic Equations<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Qi_Zhang_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/22\/13<\/td>\n<td>Delia Coculescu<\/td>\n<td>University of Zurich<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Delia_Coculescu.pdf\">\u201cChanges of the filtration and the default event risk premium\u201d<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof.Delia_Coculescu_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/29\/13<\/td>\n<td>Ali Lazrak<\/td>\n<td>University of British Columbia<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Ali_Lazrak.pdf\">Time inconsistency with a continuum of decision makers<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Ali_Lazrak_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr>\n<td>5\/3\/13<\/td>\n<td>Ashan Nikeghbali<\/td>\n<td>University of Zurich<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._A_Fahim_slides.pdf\">From CLT to Local Limit Theorems and Applications to Randon Matrix Theory and Number Theory<\/a><\/td>\n<\/tr>\n<tr>\n<td>5\/6\/13<\/td>\n<td>Nizar Touzi<\/td>\n<td>Ecole Polytechnique,France<\/td>\n<td><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Nizar_Touzi.pdf\">Martingale optimal transport and model-free hedging<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2012\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table style=\"height: 480px;\" border=\"0\">\n<tbody>\n<tr style=\"height: 24px;\">\n<td style=\"height: 24px; width: 65.3875px;\">Date<\/td>\n<td style=\"height: 24px; width: 80.975px;\">Speaker<\/td>\n<td style=\"height: 24px; width: 100.863px;\">Affiliation<\/td>\n<td style=\"height: 24px; width: 211.975px;\">Title of Talk<\/td>\n<\/tr>\n<tr style=\"height: 72px;\">\n<td style=\"height: 72px; width: 65.3875px;\">9\/17\/12<\/td>\n<td style=\"height: 72px; width: 80.975px;\">Erhan Bayraktar<\/td>\n<td style=\"height: 72px; width: 100.863px;\">University of Michigan<\/td>\n<td style=\"height: 72px; width: 211.975px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Erhan_Bayraktar.pdf\">On the Multi-Dimensional Controller and Stopper Games<\/a>\u00a0(<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Erhan_Bayraktar.pdf\">slides)<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\">\n<td style=\"height: 72px; width: 65.3875px;\">10\/8\/12<\/td>\n<td style=\"height: 72px; width: 80.975px;\">Weidong Tian<\/td>\n<td style=\"height: 72px; width: 100.863px;\"><span class=\"style43\">University of North Carolina<\/span><\/td>\n<td style=\"height: 72px; width: 211.975px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/Prof._Weidong_Tian.pdf\">Contingent Capital with Endogenous Trigger<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Weidong_Tian_slides.pdf\">(slides)<\/a><\/td>\n<\/tr>\n<tr style=\"height: 24px;\">\n<td style=\"height: 24px; width: 65.3875px;\">10\/9\/12<\/td>\n<td style=\"height: 24px; width: 404.212px;\" colspan=\"3\" align=\"center\"><strong><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/USC_MSSM_Presentation.pdf\">Morgan Stanley Recruiting Event<\/a><\/strong><\/td>\n<\/tr>\n<tr style=\"height: 48px;\">\n<td style=\"height: 48px; width: 65.3875px;\">10\/22\/12<\/td>\n<td style=\"height: 48px; width: 80.975px;\">Kay Giesecke<\/td>\n<td style=\"height: 48px; width: 100.863px;\">Stanford University<\/td>\n<td style=\"height: 48px; width: 211.975px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/Prof._Kay_Giesecke.pdf\">Fluctuation Analysis for the Loss From Default<\/a><\/td>\n<\/tr>\n<tr style=\"height: 96px;\">\n<td style=\"height: 96px; width: 65.3875px;\">11\/5\/12<\/td>\n<td style=\"height: 96px; width: 80.975px;\">Arash Fahim<\/td>\n<td style=\"height: 96px; width: 100.863px;\">University of Michigan<\/td>\n<td style=\"height: 96px; width: 211.975px;\">Analysis of a Monte Carlo method for fully nonlinear parabolic and elliptic PDEs <a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._A_Fahim_slides.pdf\">Click here for Slides<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\">\n<td style=\"height: 72px; width: 65.3875px;\">11\/19\/12<\/td>\n<td style=\"height: 72px; width: 80.975px;\">Yilmaz Kocer<\/td>\n<td style=\"height: 72px; width: 100.863px;\">University of Southern California<\/td>\n<td style=\"height: 72px; width: 211.975px;\"><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Yilmaz_Kocer.docx\">Endogenus Learning with Bounded Memory<\/a>\u00a0<a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/04\/Prof._Kocer_slides.pdf\">(slides<\/a><\/td>\n<\/tr>\n<tr style=\"height: 72px;\">\n<td style=\"height: 72px; width: 65.3875px;\">11\/26\/12<\/td>\n<td style=\"height: 72px; width: 80.975px;\">Fernando Zapatero<\/td>\n<td style=\"height: 72px; width: 100.863px;\">University of Southern California<\/td>\n<td style=\"height: 72px; width: 211.975px;\"><strong>CANCELLED<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2012\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td>Date<\/td>\n<td>Speaker<\/td>\n<td>Affiliation<\/td>\n<td>Title of Talk<\/td>\n<\/tr>\n<tr>\n<td>1\/27\/12<\/td>\n<td>Joscha Diehl<\/td>\n<td>TU Berlin<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/Prof.JoschaDiehl.pdf\">Rough Path Theory<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/6\/12<\/td>\n<td>Carol Bernard<\/td>\n<td>University of Waterloo, Canada<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/Prof.CaroleBernard.pdf\">Optimal Portfolios under Worst Case Scenarios<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/13\/12<\/td>\n<td>Kamal Hamdan<\/td>\n<td>Goldman<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/Prof.KamalHamdan.pdf\">Modeling Capital Structure in Commodities Intensive Companies<\/a><\/td>\n<\/tr>\n<tr>\n<td>2\/17\/12<\/td>\n<td>Philip Protter<\/td>\n<td>Columbia University<\/td>\n<td><a href=\"\/\">Can one detect a bubble in real time?<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/26\/12<\/td>\n<td>Henry Schellhorn<\/td>\n<td>&gt;Claremont Graduate University<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/Prof.HenrySchellhorn.pdf\">A numerical scheme to solve smooth BSDEs: Applications to path-dependent American option pricing and beyond<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/16\/12<\/td>\n<td>Yingying Fan<\/td>\n<td>USC Marshall School of Business<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/Prof.YingyingFan.pdf\">Testing and Detecting Jumps Based on a Discretely Observed Process<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2011\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td>Date<\/td>\n<td>Speaker<\/td>\n<td>Affiliation<\/td>\n<td>Title of Talk<\/td>\n<\/tr>\n<tr>\n<td>9\/12\/11<\/td>\n<td>Yaozhong Hu<\/td>\n<td>University of Kansas<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/YaozhongHu-9.12.11.pdf\">Optimal time to invest with advanced information<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/23\/11<\/td>\n<td>Dilip Madan<\/td>\n<td>University of Maryland<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/DilipB.Madan9.23.11.pdf\">Capital Minimization as a Hedging Criterion<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/3\/11<\/td>\n<td colspan=\"3\" align=\"center\"><strong><a href=\"http:\/\/www.seeuthere.com\/rsvp\/invitation\/invitation.asp?id=m2625a55-4VASLD52I05C&amp;sutEventRoleID=m2625a55-6T5J8F5J2MOQ\">Morgan Stanley Recruiting Event<\/a><\/strong><\/td>\n<\/tr>\n<tr>\n<td>10\/7\/11<\/td>\n<td>Alain Bensoussan<\/td>\n<td>University of Texas, Dallas<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/AlainBensoussan_001.pdf\">Comparison between Martingale Methods and Dynamic Programming<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/17\/11<\/td>\n<td>Erhan Bayraktar<\/td>\n<td>University of Michigan<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/ErhanBayraktar-10.17.11.pdf\">Liquidation in Limit Order Books with Controlled Intensity<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/4\/11<\/td>\n<td>Richard Sowers<\/td>\n<td>University of Illinois, Urbana-Champaign<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/RichardSowers-11.4.11.pdf\">The Most Likely Path to Systemic Failure<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/18\/11<\/td>\n<td>George Yin<\/td>\n<td>Wayne State University<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/GeorgeYin.pdf\">Switching Stochastic Systems<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/28\/11<\/td>\n<td>Marcel Nutz<\/td>\n<td>Columbia University<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/MarcelNutz-11.28.11.pdf\">Duality and Superreplicaton under Model Uncertainty<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Spring 2011\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table border=\"0\">\n<tbody>\n<tr>\n<td>Date<\/td>\n<td>Speaker<\/td>\n<td>Affiliation<\/td>\n<td>Title of Talk<\/td>\n<\/tr>\n<tr>\n<td>2\/7\/11<\/td>\n<td>Kay Giesecke<\/td>\n<td>Stanford University<\/td>\n<td><strong>Cancelled<\/strong><\/td>\n<\/tr>\n<tr>\n<td>2\/28\/11<\/td>\n<td>Zhaunzin Ding<\/td>\n<td>Analytic Investors, Los Angeles<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/ZhuanzinDing.pdf\">The Fundamental Law of Active Portfolio Management <\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/11\/11<\/td>\n<td>Qing Zhang<\/td>\n<td>University of Georgia<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/QingZhang.pdf\">The Mathematics of Momentum Trading<\/a><\/td>\n<\/tr>\n<tr>\n<td>3\/28\/11<\/td>\n<td>Min Dai<\/td>\n<td>National University of Singapore<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/MinDai_000.pdf\">Optimal Consumption and Investment with Differential Long-term and Short-term Tax Rates<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/1\/11<\/td>\n<td>Rama Cont<\/td>\n<td>Columbia Univ\/CNRS France<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/RamaCont_000.pdf\">Functional Ito Calculas<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/11\/11<\/td>\n<td>Igor Cialenco<\/td>\n<td>Illinois Institute of Technology<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/IgorCialenco_000.pdf\">New Dynamic Measures of Performance and Risks in Financial Markets<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/18\/11<\/td>\n<td>Thorsten Hens<\/td>\n<td>University of Zurich and Swiss Banking Institute<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/Prof.ThorstenHens_000.pdf\">The Dark Side of the Moon: Structured Products from the Customer&#8217;s Perspective<\/a><\/td>\n<\/tr>\n<tr>\n<td>4\/22\/11<\/td>\n<td>Shige Peng<\/td>\n<td>Shandong University, China<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/Prof.ShigePeng_000.pdf\">BSDE, PDE and Nonlinear Expectations<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n                <div class=\"card\">\n\n                    <div class=\"title-description\">\n\n                                                      \n<div class=\"f--field f--cta-title\">\n\n    \n  <h3>\n          Fall 2010\n      <\/h3>\n\n\n<\/div>\n                        \n                                                        \n<div class=\"f--field f--description\">\n\n    \n  <table>\n<tbody>\n<tr>\n<td width=\"64\">Date<\/td>\n<td width=\"102\">Speaker<\/td>\n<td width=\"207\">Affilation<\/td>\n<td style=\"text-align: center;\">Title of Talk<\/td>\n<\/tr>\n<tr>\n<td>9\/3\/10<\/td>\n<td>T. I. Lai<\/td>\n<td>Stanford University<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/T.L.Lai.pdf\">Sequential Monte Carlo methods for rare event simulation<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/13\/10<\/td>\n<td>Zhen Wu<\/td>\n<td>Shandong University, China<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/ZhenWu.pdf\">BSDEs with Markov Chains and Application to Homogenization of PDEs System<\/a><\/td>\n<\/tr>\n<tr>\n<td>9\/24\/10<\/td>\n<td colspan=\"3\" align=\"center\"><strong>20th Anniversary Celebration of CAMS<\/strong><\/td>\n<\/tr>\n<tr>\n<td>10\/11\/10<\/td>\n<td>Mihai Sirbu<\/td>\n<td>UT Austin<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/MihaiSirbu.pdf\">Optimal investment with high-watermark performance fee<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/22\/10<\/td>\n<td>Michael Magill<\/td>\n<td>USC<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/MichaelMagill.pdf\">Reforming Capitalism<\/a><\/td>\n<\/tr>\n<tr>\n<td>10\/29\/10<\/td>\n<td>Steven Kou<\/td>\n<td>Columbia University<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/StevenKou.pdf\">Pricing Asian Options under a General Jump Diffusion Model<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/8\/10<\/td>\n<td>Marco Fritelli<\/td>\n<td>University of Milano, UCSB<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/MarcoFrittelli.pdf\">On Quasiconvex Dynamic Risk Measures<\/a><\/td>\n<\/tr>\n<tr>\n<td>11\/15\/10<\/td>\n<td>Olaf Menkens<\/td>\n<td>Dublin City University, Ireland<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/OlafMenkens.pdf\">Optimising Proportional Reinsurance Using a Worst Case Scenario Approach<\/a><\/td>\n<\/tr>\n<tr>\n<td class=\"style43\">11\/16\/10<\/td>\n<td colspan=\"3\" align=\"center\"><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/MorganStanleyPresentation.pdf\"><strong>Morgan Stanley Recruiting Event<\/strong><\/a><\/td>\n<\/tr>\n<tr>\n<td>12\/6\/10<\/td>\n<td>Shaolin Ji<\/td>\n<td>Shandong University, China and Boston University<\/td>\n<td><a href=\"http:\/\/www-bcf.usc.edu\/%7Enjamison\/documents\/ShaolinJi.pdf\">Ambiguous Volatility, Possibility and Utility in Continuous Time<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<\/div>\n                        \n                    <\/div>\n\n\n                    \n                <\/div>\n\n            \n        <\/div>\n    \n\n  <\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":282,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-296","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.1.1 - 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