Videos

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Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization Thumbnail

Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization

Presenter
  • Zachary Feinstein
May 11, 2022
IMSI
Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria Thumbnail

Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria

Presenter
  • Thilo Meyer-Brandis
May 10, 2022
IMSI
American and exotic options in a market with frictions Thumbnail

American and exotic options in a market with frictions

Presenter
  • Gero Junike
May 10, 2022
IMSI
Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs Thumbnail

Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs

Presenter
  • Giulia Di Nunno
May 9, 2022
IMSI
Learning from defaults Thumbnail

Learning from defaults

Presenter
  • Stephane Crepey
May 9, 2022
IMSI
Entropy as performance measure: long-run risk sensitive stochastic control in discrete time Thumbnail

Entropy as performance measure: long-run risk sensitive stochastic control in discrete time

Presenter
  • Marcin Pitera
May 9, 2022
IMSI
Bifurcation Loci of Families Finite Type Meromorphic Maps Thumbnail

Bifurcation Loci of Families Finite Type Meromorphic Maps

Presenter
  • Núria Fagella
May 6, 2022
SLMath
Special Parameters in Spaces of Meromorphic Maps Thumbnail

Special Parameters in Spaces of Meromorphic Maps

Presenter
  • Anna Miriam Benini
May 4, 2022
SLMath
Out-of-the-Box Rigidity via Box Mappings Thumbnail

Out-of-the-Box Rigidity via Box Mappings

Presenter
  • Kostiantyn Drach
May 4, 2022
SLMath
Spectrum of the Laplacian for the Basilica Group and Renormalization Thumbnail

Spectrum of the Laplacian for the Basilica Group and Renormalization

Presenter
  • Nguyen-Bac Dang
May 2, 2022
SLMath

Floer homology and right-veering monodromy

Presenter
  • John Baldwin
April 29, 2022
ICERM

Khovanov homology and knot detection

Presenter
  • Steven Sivek
April 29, 2022
ICERM