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Convex measures of model risk for option hedging and nonlinear Black Scholes equations
Presenter
- RĂ¼diger Frey
May 11, 2022
IMSI
Modular bootstrap, Segal's axioms and resolution of Liouville conformal field theory
Presenter
- Vincent Rhodes
May 4, 2022
IAS
Fire Sales and Default Cascades in Complex Financial Networks
Presenter
- Hamed Amini
April 7, 2022
IMSI
A detailed characterization of the hypersurface of pre-shocks for the Euler equations
Presenter
- Steve Shkoller
April 4, 2022
IAS
Timothy Gould - Multiscale approaches to dispersion modelling - IPAM at UCLA
Presenter
- Timothy Gould
April 1, 2022
IPAM