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Seminars (SYR)

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Date Time Speaker Title Presentation Material
22nd August 2014 09:00 to 09:45 G Vuillemey Network structure and central clearing in the CDS market
22nd August 2014 09:45 to 10:00 G Vuillemey Discussion
22nd August 2014 10:00 to 10:45 M van der Leij The formation of a core periphery structure in heterogeneous financial networks
22nd August 2014 10:45 to 11:00 M van der Leij Discussion
22nd August 2014 11:30 to 12:15 C Kluppelberg Systemic risk through contagion in a core-periphery structured banking network
22nd August 2014 12:15 to 12:30 C Kluppelberg Discussion
3rd September 2014 11:00 to 12:00 T Kobayashi Asset correlation and network fragility: How should we intervene?
9th September 2014 14:00 to 15:30 D Duffie Over the Counter Markets (2)
10th September 2014 11:00 to 12:00 O Kley Systemic risk in large claims insurance markets with bipartite graph structure
17th September 2014 14:00 to 15:00 M Dempster The true cost of OTC derivatives
1st October 2014 10:30 to 12:00 U Horst Dynamic models of interacting agents I
1st October 2014 14:00 to 15:30 U Horst Dynamic models of interacting agents II
15th October 2014 10:00 to 12:00 J-M Lasry Mean Field Games and Applications in Economics and Finance III
21st October 2014 11:00 to 12:30 A Nikeghbali Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: I
21st October 2014 14:00 to 15:30 A Nikeghbali Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: II
22nd October 2014 10:30 to 11:30 J-C Rochet Banking Regulation: I
22nd October 2014 14:00 to 15:00 J-C Rochet Banking Regulation: II
22nd October 2014 16:00 to 17:00 P Kyle Large Bets and Stock Market Crashes
23rd October 2014 11:00 to 12:00 J-C Rochet Banking Regulation: III
23rd October 2014 14:00 to 15:00 J-C Rochet Banking Regulation: IV
29th October 2014 11:00 to 12:30 A Nikeghbali Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: III
29th October 2014 14:00 to 15:30 A Nikeghbali Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: IV
3rd November 2014 10:00 to 11:00 F Vega-Redondo Social coordination and social networks
3rd November 2014 14:00 to 15:00 S Goyal Conflict in social networks
4th November 2014 14:00 to 15:00 S Goyal Trading in networks
4th November 2014 15:00 to 16:00 F Vega-Redondo Epidemics in networks
5th November 2014 10:00 to 11:00 S Weber Systemic Risk and Macroprudential Capital Requirements I
5th November 2014 14:00 to 15:00 S Weber Systemic Risk and Macroprudential Capital Requirements II
6th November 2014 10:00 to 11:00 S Weber Systemic Risk and Macroprudential Capital Requirements III
24th November 2014 16:00 to 17:00 R May tba
2nd December 2014 11:00 to 12:00 H Foellmer Mathematical Aspects of local vs. global risk analysis: I
3rd December 2014 11:00 to 12:00 H Foellmer Mathematical Aspects of local vs. global risk analysis: II
9th December 2014 16:00 to 17:00 H Foellmer Rothschild Distinguished Visiting Fellow Lecture: title tba
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons