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Financial Mathematics Reading Group 2014

Below you'll find an overview of the past seminars in this series, specifically those held in 2014. The seminars are listed in reverse chronological order, most recent first.

Tuesday 9 December - Yavor Stoev| (LSE) leads a discussion on "The Mathematics of Arbitrage" (book)

Tuesday 2 December - Junwei Xu (LSE) leads a discussion on "The Mathematics of Arbitrage" (book)

Tuesday 25 November - Thomas Bernhardt (LSE) leads a discussion on "The Mathematics of Arbitrage" (book)

Tuesday 18 November - Michael Kusnetsov (LSE) led a second discussion on "The Mathematics of Arbitrage" (book)

Tuesday 11 November - Michael Kusnetsov (LSE) led a discussion on "The Mathematics of Arbitrage" (book)

Tuesday 28 October - Jose Pasos (LSE) led a discussion of “The Mathematics of Arbitrage” (book)

Tuesday 21 October - Mathieu Dubois (LSE)
Kreps-Yan Theorem and a refresher in functional analysis

As an introduction, I will go over the notion of No-Free-Lunch and the proof of Kreps-Yan theorem. I will then present the weak-star topology for Banach spaces and its properties. Finally, I will discuss the proof of Krein-Smulian theorem and of the first theorem of Chapter 9 (Delbaen & Schachermayer, 2006)

Tuesday 14 October
General discussion on "The Mathematics of Arbitrage" (book)

Tuesday 7 October
General discussion of reading material for Michaelmas Term 2014

Summer Term 2014 - break in the seminar series

Tuesday 11 March
Mathieu Dubois (LSE)
- Chapter 3
Book to be discussed: ""Dynamic Markov Bridges: Theory and Applications in Financial Markets" - Umut Cetin and Albina Danilova

Tuesday 4 March
Yavor Stoev| (LSE)
- Chapter 4
Book to be discussed: "Dynamic Markov Bridges: Theory and Applications in Financial Markets" - Umut Cetin and Albina Danilova

Tuesday 25 February
Jose Pasos (LSE) - Chapter 2, section 2.3
Book to be discussed: "Dynamic Markov Bridges: Theory and Applications in Financial Markets" - Umut Cetin and Albina Danilova

Tuesday 18 February
Thomas Bernhardt (LSE) - Chapter 1
Book to be discussed: "Dynamic Markov Bridges: Theory and Applications in Financial Markets" - Umut Cetin and Albina Danilova

Tuesday 11 February
Junwei XU (LSE) - Chapter 2, section 2.1 - 2.2
Book to be discussed: "Dynamic Markov Bridges: Theory and Applications in Financial Markets" - Umut Cetin and Albina Danilova

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