News

Announcements

PSTAT and CFMAR organize Distinguished Lecture Series in Data Science

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  1. Data Science

Two new Visiting Assistant Professors are joining CFMAR in September 2017.

 

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The Distinguished Lecture Series in Data Science get coverage in...

Xuwei Yang defended his dissertation on October 20, 2017

Mike Ludkovski receives a 3-year NSF grant for research on "AMPS: Collaborative Research:...

CFMAR is hosting two senior Visiting Professors during Fall and Winter quarters of 207-18.

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Events

CFMAR Seminar by Moritz Voss (PSTAT VAP)

Title: Dynamic hedging in illiquid financial...

  1. October 9, 2017 -
    3:30pm to 4:30pm

The live steam will be at:

 

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  1. October 25, 2017 -
    3:30pm to 4:30pm
  1. Data Science

International conference takes place Aug 31-Sep 2 in London, UK and is organized by SIAM Activity Group on Financial Mathematics and Engineering

  1. August 31, 2017 to September 2, 2017

PhD Committee:Nils Detering, Jean-Pierre Fouque, Mike Ludkovski (Chair)

  1. September 22, 2017 -
    10:00am to 11:00am

Come to our Welcome reception to meet new CFMAR visitors and students and learn about some of...

  1. September 29, 2017 -
    2:00pm to 3:00pm

Faculty meeting on Monday, Oct 2

  1. October 2, 2017 -
    3:30pm to 5:00pm

Title: Market making via sub-scale invariant Dynamic Acceptability Indices

Abstract: The...

  1. October 16, 2017 -
    3:30pm to 4:30pm
  1. seminar

Name: Xuwei Yang

Title: Games in Energy Markets

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  1. October 20, 2017 -
    2:00pm to 3:00pm

Title:

Probabilistic Approach to Mean Field Games 

Abstract...

  1. October 23, 2017 -
    3:30pm to 4:30pm

Financial Asset Price Bubbles under Model Uncertainty

  1. October 30, 2017 -
    3:30pm to 4:30pm

Features

  1. September 26, 2017 - 12:45am

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