Seminari de Probabilitats de Barcelona

 

UPCOMING SEMINARS  


23/05/19 UB, Facultat de Matemàtiques, Aula S5, Soterrani
16:00 Alessandro Ramponi, Roma 2.

Pricing valuation adjustments by correlation expansion



29/05/19 UB, Facultat de Matemàtiques, Aula S5, Soterrani
16:00 Miquel Noguer, UBS.

TBA


05/06/19 UB, Facultat de Matemàtiques, Aula S5, Soterrani
16:00 Marta Sanz Solé, UB-BGSM.

A stochastic wave equation with super-linear coefficients



19/06/19 UB, Facultat de Matemàtiques, Aula S5, Soterrani
16:00 Adrián Hinojosa Calleja, UB.

TBA

PREVIOUS SEMINARS  

08/05/19 UB, Facultat de Matemàtiques, Aula S5, Soterrani

16:00 Aitor Muguruza, Imperial College.

Smile properties of volatility derivatives: Unifying Malliavin calculus and Large Deviations Results

[Abstract]

13/02/19 UB, Facultat de Matemàtiques, Aula S3, Soterrani
16:00 Robert Dalang, EPFL.

On the density of the supremum of the solution to the linear stochastic heat equation


20/02/19 UB, Facultat de Matemàtiques, Aula S3, Soterrani
16:00 David Nualart, UK.

Rate of covergence in the Breuer-Major theorem via chaos expansions.


[Abstract]


23/01/19 UB, Facultat de Matemàtiques, Aula B1, PB
16:00 Lluís Quer-Sardanyons, UAB.

Existence of density for the stochastic wave equation with space time homogeneous Gaussian noise

[Abstract]


19/12/18 UB, Facultat de Matemàtiques, Sala de Juntes, PB.
16:00 Álvaro Leitao Rodriguez, UB

Shannon wavelets-based valuation of discretely monitored arithmetic Asian options

[Abstract]


21/11/18 UB, Facultat de Matemàtiques, Aula IMUB, 2º pis.
16:00 David Nualart, KU, USA.

A central limit theorem for the stochastic heat equation.

[Abstract]