VIGRE Financial Mathematics Seminar Series
| Date | Speaker | Title |
| Sep. 17 | Dirk Becherer (Imperial College) | Hedging and valuation by reaction diffusion systems in models with interacting Ito and point processes |
| Sep. 23 | Dirk Becherer (Imperial College) | Utility indifference hedging and valuation |
| Sep. 24 | Rene Carmona (Princeton University) | Portfolio optimization in incomplete markets with partial observations |
| Oct. 1 | Steven Shreve (Carnegie Mellon) | Perpetual convertible bonds |
| Oct. 8 | Dmitry Kramkov (Carnegie Mellon) | Sensitivity analysis of utility based prices and risk-tolerance wealth processes |
| Oct. 20 | Herve Roche (ITAM) | Optimum consumption and portfolio rules under incomplete information |
| Oct. 22 | Gordon Zitkovic (Carnegie Mellon) | Financial equilibria with jumps |
| Nov. 5 | Henrik Shahgholian (KTH) | Free boundary regularity for parabolic obstacle problem and American type options |
| Dec. 3 | Jianfeng Zhang (USC) | Continuous time principal-agent problem: an FBSDE approach |