Videos

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Trading Frictions in High Frequency Markets Thumbnail

Trading Frictions in High Frequency Markets

Presenter
  • René Carmona
April 17, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 1) Thumbnail

High Frequency Markets and Optimal Execution (Part 1)

Presenter
  • Rene Carmona
March 10, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 2) Thumbnail

High Frequency Markets and Optimal Execution (Part 2)

Presenter
  • René Carmona
March 11, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 3) Thumbnail

High Frequency Markets and Optimal Execution (Part 3)

Presenter
  • René Carmona
March 12, 2015
IPAM
Quantifying the efficiency (or lack thereof) of Nash equilibria in Mean Field Games Thumbnail

Quantifying the efficiency (or lack thereof) of Nash equilibria in Mean Field Games

Presenter
  • Rene Carmona
August 28, 2017
IPAM
Probabilistic approach to mean field games. An overview. Thumbnail

Probabilistic approach to mean field games. An overview.

Presenter
  • Francois Delarue
August 28, 2017
IPAM
Mean field MDP and mean field RL Thumbnail

Mean field MDP and mean field RL

Presenter
  • Mathieu Laurière
December 7, 2021
IMSI
Stochastic optimization and first continuous time models of cap-and-trade schemes Thumbnail

Stochastic optimization and first continuous time models of cap-and-trade schemes

Presenter
  • Rene Carmona
June 11, 2010
IMA
Singular BSDEs appearing in cap-and-trade models Thumbnail

Singular BSDEs appearing in cap-and-trade models

Presenter
  • Rene Carmona
June 15, 2010
IMA
Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods Thumbnail

Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods

Presenter
  • Rene Carmona
June 14, 2010
IMA
Stochastic games: Pontryagin maximum principle and the Isaacs conditions Thumbnail

Stochastic games: Pontryagin maximum principle and the Isaacs conditions

Presenter
  • Rene Carmona
June 17, 2010
IMA
Mathematical models for allocation mechanisms and cost distribution Thumbnail

Mathematical models for allocation mechanisms and cost distribution

Presenter
  • Rene Carmona
June 9, 2010
IMA