News

Announcements

CFMAR Faculty and Graduate Students attend the 12th WCMF

More than a dozen CFMAR faculty, VAPs and PhD students attended the 12th Western Conference on Mathematical Finance that took place at USC.

Prof Ruimeng Hu selected as a plenary speaker for the 2025 SIAM Conference on Financial Mathematics and Engineering

Associate Professor and CFMAR core faculty Ruimeng Hu will be delivering one of the keynote...

Events

Graduate Student Talks

Short talks by 4 CFMAR PhD students on their research. In alphabetical order:

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  1. February 10, 2025 - 3:30pm to 4:30pm
"Interacting Particles, Systemic Failure, and Blow-Up Times" by Graeme Baker (Columbia)

Title :Interacting...

  1. February 24, 2025 - 3:30pm to 4:30pm
"Spanning Multi-Asset Payoffs with ReLUs" by Sébastien Bossu (UNC-Charlotte)

Research seminar by Dr. Sebastien Bossu, Assistant Professor of Mathematics, Mathematics &...

  1. March 10, 2025 - 3:30pm to 4:30pm
"A Dynamic Equilibrium Model of Liquidity Risks" by Xiaofei Shi (U Toronto)
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  1. March 31, 2025 - 3:30pm to 4:30pm
CFMAR Undergraduate Poster Showcase

The posters from the 2024-25 CFMAR Undergraduate Lab will be presented on Friday, April 4th. ...

  1. April 4, 2025 - 2:00pm to 3:00pm
Seminar ``Consistency of MLE in partially observed diffusion models." by Sergey Nadtochiy (Illinois Institute of Technology)
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  1. April 14, 2025 - 3:30pm to 4:30pm
Seminar ``Model Risk Hedging Through Distributionally Robust Sensitivity" by Nizar Touzi (New York University)
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  1. April 28, 2025 - 3:30pm to 4:30pm
International Women in Mathematics Day Research Presentations.

Short research talks from...

  1. May 12, 2025 - 3:30pm to 5:00pm

April 2025

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CFMAR Undergraduate Poster Showcase
04/04/2025 - 14:00 to 15:00
 
 
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Seminar ``Consistency of MLE in partially observed diffusion models." by Sergey Nadtochiy (Illinois Institute of Technology)
04/14/2025 - 15:30 to 16:30
 
 
 
 
 
 
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Seminar ``Model Risk Hedging Through Distributionally Robust Sensitivity" by Nizar Touzi (New York University)
04/28/2025 - 15:30 to 16:30