IMA Video Library
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Annual Program Workshop
| Date | Title / Speaker | |
|---|---|---|
| June 15, 2018 |
Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models Ruihua Liu (University of Dayton) |
Annual Program Workshop |
| June 14, 2018 |
Valuing Equity-Linked Insurance Products Hailiang Yang (University of Hong Kong) |
Annual Program Workshop |
| June 14, 2018 |
Derivatives Pricing in Nonlinear Models Tom Bielecki (Illinois Institute of Technology) |
Annual Program Workshop |
| June 14, 2018 |
Nonlinear Valuation in Theory and Practice Dilip Madan (University of Maryland) |
Annual Program Workshop |
| June 13, 2018 |
Viscosity Solutions to Parabolic Master Equations Jianfeng Zhang (University of Southern California) |
Annual Program Workshop |
| June 13, 2018 |
Large tournament games Jaksa Cvitanic (California Institute of Technology) |
Annual Program Workshop |
| June 13, 2018 |
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach Huyen Pham (Université de Paris VII (Denis Diderot)) |
Annual Program Workshop |
| June 13, 2018 |
Stopping Behaviors of Naive and Non-Committed Sophisticated Agents Xunyu Zhou (Columbia University) |
Annual Program Workshop |
| June 12, 2018 |
Exit problem driven by alpha-stable process and its PDE characterization Qingshuo Song (City University of Hong Kong) |
Annual Program Workshop |
| June 12, 2018 |
Optimal Extraction and Taxation of Strategic Natural Resources: A Differential Game Approach Moustapha Pemy (Towson State University) |
Annual Program Workshop |
| June 12, 2018 |
Model Uncertainty Stochastic Mean-Field Control with Applications to Finance Bernt Oksendal (University of Oslo) |
Annual Program Workshop |
| June 11, 2018 |
Stock Loan Valuation Under Brownian Motion-Based and Markov Chain Stock Models David Prager (Anderson University) |
Annual Program Workshop |
| June 11, 2018 |
The value of foresight Philip Ernst (Rice University) |
Annual Program Workshop |
| June 11, 2018 |
Portfolio Optimization Problems for Models with Delays Tao Pang (North Carolina State University) |
Annual Program Workshop |
| June 11, 2018 |
Optimal Execution Problem under McKean-Vlasov Liquidity Dynamics Jin Ma (University of Southern California) |
Annual Program Workshop |
Special Workshop
| Date | Title / Speaker | |
|---|---|---|
| May 31, 2018 |
Embracing complexity of the tumor microenvironment for personalized medicine Katarzyna Rejniak (Moffitt Cancer Center) |
Special Workshop |
| May 30, 2018 |
Glioblastoma recurrence and the role of MGMT promoter methylation Katie Storey (University of Minnesota, Twin Cities) |
Special Workshop |
| May 30, 2018 |
Direct and indirect effects of species interactions in disease systems Zoi Rapti (University of Illinois at Urbana-Champaign) |
Special Workshop |
| May 30, 2018 |
Piecewise smooth maps for the circadian modulation of sleep-wake dynamics Victoria Booth (University of Michigan) |
Special Workshop |
| May 29, 2018 |
Identifying robust cancer treatment protocols from small experimental datasets Jana Gevertz (The College of New Jersey) |
Special Workshop |
| May 29, 2018 |
Parameter uncertainty quantification using surrogate models applied to a spatial model of yeast mating polarization Ching-Shan Chou (The Ohio State University) |
Special Workshop |