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A personal list of talks.

If you have a question about this list, please contact: mrt31. If you have a question about a specific talk, click on that talk to find its organiser.

1 upcoming talk and 617 talks in the archive.

The Brownian loop measure on Riemann surfaces and applications to length spectra

User Yilin Wang (IHES).

Tuesday 03 December 2024, 14:00-15:00

The *-Edge Reinforced random walk, bayesian statistics and statistical physics

User Pierre Tarres (Paris and Shanghai).

Tuesday 26 November 2024, 15:00-16:00

Mixing times for the open ASEP

User Dominik Schmid (Columbia).

Tuesday 26 November 2024, 14:00-15:00

The point of view of the particle for 2D random walks in Dirichlet environment

User Christophe Sabot (Lyon).

Tuesday 19 November 2024, 14:00-15:00

A reduction of the theta(pc) problem to a correlation inequality.

User Gady Kozma (Weizmann Institute).

Tuesday 12 November 2024, 15:00-16:00

Random growth models with half space geometry

User Jimmy He (Ohio State University).

Tuesday 12 November 2024, 14:00-15:00

Rotationally Invariant First passage percolation - Scaling and Chaos

User Allan Sly (Princeton).

Tuesday 05 November 2024, 14:00-15:00

Fragmentations with erasure

User Serge Cohen, Toulouse.

Tuesday 22 October 2024, 14:00-15:00

Universality of directed polymers in the intermediate disorder regime

User Julian Ransford (Cambridge).

Tuesday 15 October 2024, 14:00-15:00

Cambridge Finance Workshop Series

Estimating the Private Value of Financial Statement Statistics; the abstract is below. I hope to have a revised version ready closer to the actual presentation date.

User Prof. Russell Lundholm (University of British Columbia).

Thursday 13 June 2024, 13:00-14:00

Loop-erased random walk in three dimensions

User Daisuke Shiraishi (Kyoto).

Tuesday 04 June 2024, 14:00-15:00

Reinforced Random Walk and a Supersymmetric Spin System on the Tree

User Peter Wildemann (Cambridge).

Tuesday 28 May 2024, 15:30-16:30

Scaling limit of high-dimensional random spanning trees

User Eleanor Archer (Paris).

Tuesday 28 May 2024, 14:14-15:15

Cambridge Finance Workshop Series

Money Management and Real Investment

User Simon Gervais (Duke).

House 109 - Castle Teaching Room.

Thursday 16 May 2024, 12:30-13:30

Two new results on random matrices

User Yi Han (Statslab).

Tuesday 07 May 2024, 14:00-15:00

Cambridge Finance Workshop Series

Policy Portfolio for Banks: Deposit Insurance and Ex-post Liquidity Injection

User Lin Shen (Insead).

Thursday 02 May 2024, 13:00-14:00

Packing Spheres Randomly

User Marcelo Campos (DPMMS).

Tuesday 30 April 2024, 14:00-15:00

Matrix Concentration and Free Probability

User Afonso Bandeira (ETH Zürich).

Tuesday 12 March 2024, 14:00-15:00

Cambridge Finance Workshop Series

The Origins of Random Choice

User Savitar Sundaresan (Imperial College London).

House Castle Teaching Room.

Thursday 07 March 2024, 13:00-14:00

Quantitative sub-ballisticity of self-avoiding walk on the hexagonal lattice

User Christoforos Panagiotis (University of Bath).

Tuesday 05 March 2024, 14:00-15:00

Two-periodic weighted dominos and the sine-Gordon field at the free fermion point

User Scott Mason (Cambridge).

Tuesday 27 February 2024, 14:00-15:00

Cambridge Finance Workshop Series

Nonparametric conditional factors for unbalanced panels

User Paul Schneider (Swiss Finance Institute) .

Thursday 22 February 2024, 12:00-13:00

The Critical 2d Stochastic Heat Flow and other critical SPDEs

User Nikos Zygouras (Warwick).

Tuesday 20 February 2024, 14:00-15:00

Excess Folding for Transient Random Walks, Simple or Branching

User Amine Asselah (Paris) and Bruno Schapira (Marseille).

Tuesday 13 February 2024, 14:00-16:15

Cambridge Finance Workshop Series

Board Gender Diversity, Innovation Ambidexterity, and Firm Performance

User Ranjani Krishan.

House Lombard Room, Hotel Du Vin.

Thursday 08 February 2024, 13:00-14:00

Distances on the CLE(4), critical Liouville quantum gravity and 3/2-stable maps

User Emmanuel Kammerer (Ecole Polytechnique).

Tuesday 06 February 2024, 15:30-16:30

The invariant measure of the 2D Yang-Mills Langevin dynamic

User Ilya Chevyrev (Edinburgh).

Tuesday 30 January 2024, 14:00-15:00

Cambridge Finance Workshop Series

How to discipline financial markets: reputation is not enough

User Maria Bigoni (University of Bologna) .

Thursday 25 January 2024, 12:30-13:30

Some aspects of the Anderson Hamiltonian in 1D

User Laure Dumaz (CNRS, ENS Paris).

Tuesday 23 January 2024, 14:00-15:00

Weak coupling scaling of critical SPDEs

User Guiseppe Cannizzaro, University of Warwick.

Tuesday 28 November 2023, 14:00-15:00

Critical core percolation on random graphs

User Alice Contat (University of Paris-Saclay).

Tuesday 21 November 2023, 14:00-15:00

A topological transition in the XY model

User Diederik van Engelenburg (Lyon).

Tuesday 14 November 2023, 14:00-15:00

Phase transitions of the graphical representations of the Ising model

User Frederik Ravn Klausen (University of Copenhagen) .

Tuesday 07 November 2023, 14:00-15:00

How long are the arms in Dielectric-Breakdown Model?

User Ilya Losev (Cambridge).

Tuesday 31 October 2023, 14:00-15:00

Cambridge Finance Workshop Series

Periodic portfolio selection with quasi-hyperbolic discounting

User Alex Tse (UCL).

House Castle Teaching Room.

Thursday 26 October 2023, 13:00-14:00

Determinants of Laplacians of converging surfaces

User Renan Gross (Tel Aviv).

Tuesday 24 October 2023, 14:00-15:00

Peter Whittle Lecture

A new coefficient of correlation

User Sourav Chatterjee (Stanford) .

House Centre for Mathematical Sciences MR2.

Wednesday 18 October 2023, 16:30-17:30

Spin glass phase in the Edwards-Anderson model at zero temperature

User Sourav Chatterjee (Stanford).

House MR12, Centre for Mathematical Sciences.

Tuesday 17 October 2023, 14:00-15:00

Sampling from the random cluster model on the random regular graph at all temperatures

User Andreas Galanis (Oxford).

House MR12, Centre for Mathematical Sciences.

Tuesday 10 October 2023, 14:00-15:00

Right-Most Position of a Last Progeny Modified Branching Random Walk

User Antar Bandyopadhyay, ISI Delhi.

Wednesday 04 October 2023, 16:00-17:00

CERF and CF Events

Proxy Voting and the Rise of ESG

User Enrichetta Ravina (Chicago Fed).

House CJBS, Castle Teaching Room.

Thursday 15 June 2023, 13:00-14:00

Scaling limits and decay of correlations for non-convex interaction

User Stefan Adams (Warwick).

Tuesday 13 June 2023, 14:00-15:00

Scaling limits and decay of correlations for non-convex interaction

User Stefan Adams (Warwick).

Tuesday 13 June 2023, 14:00-15:00

CERF and CF Events

The Behavioral Policy Uncertainty Channel and Fiscal Analysis: Theory and Evidence

User Hormoz Ramian (University of Glasgow).

House CJBS, room W201.

Thursday 01 June 2023, 13:00-14:00

On Lévy-driven Loewner Evolutions

Room changed

User Anne Schreuder (Statslab).

Tuesday 30 May 2023, 14:00-15:00

Sphere-packings on lattices in mathematical physics

User Izabella Stuhl (Penn State).

House MR12, Centre for Mathematical Sciences.

Tuesday 23 May 2023, 15:30-16:30

Scaling limit of multi-type stationary measures in the KPZ class

User Ofer Busani (Bonn).

House MR12, Centre for Mathematical Sciences.

Tuesday 23 May 2023, 14:00-15:00

CERF and CF Events

Distressed Investment, Corporate Debt Liquidity, and Capital Structure

User Alex Gorbenko (UCL).

House CJBS, room W202.

Thursday 18 May 2023, 12:45-14:00

Mixing time of random walk on dynamical random cluster

User Alexandre Stauffer (Bath).

House MR12, Centre for Mathematical Sciences.

Tuesday 16 May 2023, 14:00-15:00

CERF and CF Events

Taxes and Equity Risk and Return: The case of Tax-Loss Carry Forwards

User Ron Giammarino (University of British Columbia).

House CJBS, room W201.

Thursday 04 May 2023, 13:00-14:00

The bead process on the torus

User Samuel Johnston (King's College London).

House MR12, Centre for Mathematical Sciences.

Tuesday 02 May 2023, 14:00-15:00

Capacity of the range of random walk

User Izumi Okada (Tokyo).

House MR12, Centre for Mathematical Sciences.

Tuesday 14 March 2023, 15:30-16:30

Transition of the simple random walk on the graph of the ice-model

User Serge Cohen (Toulouse).

House MR12, Centre for Mathematical Sciences.

Tuesday 14 March 2023, 14:00-15:00

CERF and CF Events

Misfortune and Mistake: The Financial Conditions and Decision-Making Ability of High-Cost Loan Borrowers

User Arna Olafsson (Copenhagen Business School).

House Zoom only.

Thursday 09 March 2023, 13:00-14:00

Properties of the gradient squared of the Gaussian free field

User Alessandra Cipriani (UCL).

House MR12, Centre for Mathematical Sciences.

Tuesday 07 March 2023, 14:00-15:00

On the Replica Symmetric Regime of the SK Model

User Christian Brennecke (Bonn).

House MR12, Centre for Mathematical Sciences.

Tuesday 28 February 2023, 14:00-15:00

CERF and CF Events

The Rise of Anti-Activist Poison Pills

User Ofer Eldar (Duke University).

House CJBS, room W2.02 .

Thursday 23 February 2023, 13:00-14:15

Random trees conditioned on the number of vertices and leaves

User Slava Kargin (Binghampton).

House MR12, Centre for Mathematical Sciences.

Tuesday 21 February 2023, 15:30-16:30

Large deviations for out of equilibrium correlations in the symmetric simple exclusion process

User Benoit Dagallier (Statslab).

House MR12, Centre for Mathematical Sciences.

Tuesday 21 February 2023, 14:00-15:00

CERF and CF Events

Market Segmentation Through Information

User Matt Elliot (Cambridge Economics) .

House Hotel du Vin Cambridge, Lombard Room .

Thursday 09 February 2023, 13:00-14:00

Random tournaments

User Brett Kolesnik (Oxford).

House MR12, Centre for Mathematical Sciences.

Tuesday 07 February 2023, 14:00-15:00

CERF and CF Events

Research Unbundling and Market Liquidity: Evidence from MiFID II

User Ru Xie (University of Bath).

House CJBS, room W201.

Thursday 26 January 2023, 13:00-14:15

On the number of level sets of smooth Gaussian fields

User Dmitry Belyaev (Oxford).

House MR12, Centre for Mathematical Sciences.

Tuesday 29 November 2022, 14:00-15:00

The contact process over a dynamical d-regular graph

User Daniel Valesin (Warwick).

House MR12, Centre for Mathematical Sciences.

Tuesday 22 November 2022, 15:30-16:30

Expander graphs are globally synchronising

User Victor Souza, Cambridge.

House MR14, Centre for Mathematical Sciences.

Monday 21 November 2022, 16:00-17:00

Gaussian multiplicative chaos measures, Painlevé equations, and conformal blocks

User Harini Desiraju (Newton Institute).

House MR12, Centre for Mathematical Sciences.

Tuesday 15 November 2022, 14:00-15:00

The scaling limit theory of critical planar fuzzy Potts models

User Matthis Lehmkuehler (ETH Zurich).

House MR12, Centre for Mathematical Sciences.

Tuesday 08 November 2022, 14:00-15:00

Regularity of SLE: Precise variation and modulus of continuity

User Yizheng Yuan (Statslab).

House MR12, Centre for Mathematical Sciences.

Tuesday 01 November 2022, 14:00-15:00

Peter Whittle Lecture

Resampling methods for networks

User Liza Levina (Michigan).

House Centre for Mathematical Sciences MR2.

Thursday 27 October 2022, 17:00-18:00

State spaces and stochastic dynamics for Yang Mills in 2D and 3D

User Ajay Chandra (Imperial).

House MR12, Centre for Mathematical Sciences.

Tuesday 25 October 2022, 14:00-15:00

Scaling limit of a branching process in a varying environment

User Guillaume Conchon-Kerjan (Bath).

House MR12, Centre for Mathematical Sciences.

Tuesday 18 October 2022, 14:00-15:00

The scaling limit of the 2D discrete Gaussian model at high temperature

User Jiwoon Park (Statslab).

House MR12, Centre for Mathematical Sciences.

Tuesday 11 October 2022, 14:00-15:00

Schur-Weyl duality and large $N$ limit in 2d Yang-Mills theory

User Thierry Lévy (Sorbonne Université).

House MR9, Centre for Mathematical Sciences.

Wednesday 07 September 2022, 15:00-16:00

Well-posedness and large-particle limit for a model in collective dynamics

User Sara Merino-Aceituno (Universität Wien).

House MR9, Centre for Mathematical Sciences.

Wednesday 07 September 2022, 14:00-15:00

Planar aggregation with subcritical fluctuations and the Hastings-Levitov models

User Vittoria Silvestri (Università di Roma La Sapienza).

House MR9, Centre for Mathematical Sciences.

Wednesday 07 September 2022, 11:30-12:30

The Anderson operator

User Ismael Bailleul (Université de Rennes).

House MR9, Centre for Mathematical Sciences.

Wednesday 07 September 2022, 10:00-11:00

Limits of Polya urns with innovations

User Jean Bertoin (Zurich).

House MR9, Centre for Mathematical Sciences.

Wednesday 07 September 2022, 09:00-10:00

Depth-First Search in a Random Digraph

User Svante Janson (Uppsala Universitet).

House MR9, Centre for Mathematical Sciences.

Tuesday 06 September 2022, 16:30-17:30

Hidden Ancestor Graphs with Assortative Vertex Attributes

User Richard Darling (NSA).

House MR9, Centre for Mathematical Sciences.

Tuesday 06 September 2022, 15:00-16:00

Kac's process and the spatially homogeneous Boltzmann equation

User Daniel Heydecker (MPI).

House MR9, Centre for Mathematical Sciences.

Tuesday 06 September 2022, 14:00-15:00

Height function delocalisation on cubic planar graphs

User Piet Lammers (IHES).

House MR9, Centre for Mathematical Sciences.

Tuesday 06 September 2022, 11:30-12:30

On the enumeration of random maps with three tight boundaries and its probabilistic consequences

User Gregory Miermont (Lyon).

House MR9, Centre for Mathematical Sciences.

Tuesday 06 September 2022, 10:00-11:00

The motion of hybrid zones (and how to stop them)

User Alison Etheridge (Oxford).

House MR9, Centre for Mathematical Sciences.

Tuesday 06 September 2022, 09:00-10:00

Stability of the elliptic Harnack Inequality

User Martin Barlow (UBC).

House MR9, Centre for Mathematical Sciences.

Monday 05 September 2022, 16:30-17:30

A polynomial expansion for Brownian motion and the associated fluctuation process

User Karen Habermann (Warwick).

House MR9, Centre for Mathematical Sciences.

Monday 05 September 2022, 15:00-16:00

Signatures and functions on unparameterised path space

User Thomas Cass (Imperial College London).

House MR9, Centre for Mathematical Sciences.

Monday 05 September 2022, 14:00-15:00

Rough Paths and more scalable data science

User Terry Lyons (Oxford).

House MR9, Centre for Mathematical Sciences.

Monday 05 September 2022, 11:30-12:30

Stochastic quantisation of Yang-Mills

User Martin Hairer (Imperial College London).

House MR9, Centre for Mathematical Sciences.

Monday 05 September 2022, 10:00-11:00

Cambridge Finance Workshop Series

Data and Welfare in Credit Markets

User Constantine Yannelis (University of Chicago Booth School of Business).

House In-person at JBS (room W201), and online (Zoom).

Thursday 16 June 2022, 13:00-14:00

Exit sets for vector valued GFF and interplay with planar O(N) models

User Christophe Garban (Lyon).

House MR12, Centre for Mathematical Sciences.

Tuesday 14 June 2022, 14:00-15:00

Cambridge Finance Workshop Series

Temperature Shocks and Industry Earnings News

User Jawad M. Addoum (Cornell).

Thursday 09 June 2022, 13:00-14:00

A dynamical approach to lattice Yang-Mills

User Hao Shen (Wisconsin, Madison).

House MR12, Centre for Mathematical Sciences.

Tuesday 07 June 2022, 14:00-15:00

Scaling limit of the heavy-tailed ballistic deposition model with p-sticking

User Santiago Saglietti (Pontificia Universidad Católica de Chile).

House Online (Zoom).

Tuesday 31 May 2022, 14:00-15:00

Percolation, long-range correlations and critical exponents on transient graphs

User Alexander Drewitz (Universität zu Köln).

House MR12, Centre for Mathematical Sciences.

Tuesday 24 May 2022, 14:00-15:00

Cambridge Finance Workshop Series

The Corporate Supply of (Quasi) Safe Assets

User Lira Mota (Princeton).

Thursday 19 May 2022, 13:00-14:00

Scaling limits and macroscopic behavior for stochastic models of active matter

User Clément Erignoux, INRIA Lille Nord.

Tuesday 17 May 2022, 13:00-14:30

The chemical distance in random interlacements in the low-intensity regime

User Saraí Hernández-Torres (Technion).

House MR12, Centre for Mathematical Sciences.

Tuesday 10 May 2022, 14:00-15:00

Cambridge Finance Workshop Series

Do Short Sellers Care about ESG?

User Mehrshad Motahari (Bayes Business School, City University of London).

House In-person at JBS (Castle Teaching Room) and online .

Thursday 05 May 2022, 13:00-14:00

Peter Whittle Lecture

Demystifying Deep Learning

User Rob Nowak (U. Wisconsin).

House Centre for Mathematical Sciences MR2.

Thursday 17 March 2022, 17:00-18:00

Integrable fluctuations in random growth

User Jeremy Quastel (Toronto).

House Online (Zoom).

Tuesday 15 March 2022, 14:00-15:00

Cambridge Finance Workshop Series

Stability and Evolution in Investor Ideology

User Enrichetta Ravina (Chicago Fed).

Thursday 10 March 2022, 13:00-14:00

Mixing times for the TASEP on the circle

User Dominik Schmid (Princeton and Bonn).

Tuesday 08 March 2022, 14:00-15:00

Absolutely Continuous Self Similar Measures

User Sam Kittle (Cambridge) .

Tuesday 01 March 2022, 14:00-15:00

Cambridge Finance Workshop Series

Board Diversity and Rare Disasters Risk Insurance

User Dunhong Jin (Hong Kong University Business School).

Thursday 24 February 2022, 13:00-14:00

Sharpness of the phase transition for level set percolation of long-range correlated Gaussian fields

User Stephen Muirhead (Melbourne).

Tuesday 22 February 2022, 14:00-15:00

The interchange model and related spin systems on two-block graphs

User Jakob Bjornberg (Chalmers).

Tuesday 15 February 2022, 14:00-15:00

Cambridge Finance Workshop Series

Strategic Default and Renegotiation: Evidence from Commercial Real Estate Loans

User Erkan Yönder (Concordia University).

Thursday 10 February 2022, 13:00-14:00

Entropic Independence and Optimal Sampling from Combinatorial Distributions

User Nima Anari (Stanford).

House Online (Zoom).

Tuesday 08 February 2022, 16:30-17:30

Characteristic of a second class particle.

User Mustazee Rahman, Durham University.

House Online (Zoom).

Tuesday 01 February 2022, 14:00-15:00

Cambridge Finance Workshop Series

Monitoring Secretive Startups

User Scott Guernsey (UTK).

Thursday 27 January 2022, 13:00-14:00

Brownian excursions, conformal loop ensembles and critical Liouville quantum gravity

User Ellen Powell (Durham).

House MR12 Centre for Mathematical Sciences.

Tuesday 30 November 2021, 14:00-15:00

Cambridge Finance Workshop Series

Harnessing the Overconfidence of the Crowd: A Theory of SPACs

User Martin Szydlowski (Carlson School of Management).

Thursday 25 November 2021, 13:00-14:00

Geodesic stars in Brownian geometry

User Jean-Francois Le Gall (Universite Paris-Saclay).

House Online (Zoom).

Tuesday 23 November 2021, 14:00-15:00

On a probabilistic approach to the parabolic-parabolic Keller-Segel system

User Milica Tomasevic (École Polytechnique).

House MR12 Centre for Mathematical Sciences.

Tuesday 16 November 2021, 15:30-16:30

Regularity of the SLE(4) uniformizing map and the SLE(8) trace

User Konstantinos Kavvadias (Cambridge).

House MR12 Centre for Mathematical Sciences.

Tuesday 16 November 2021, 14:00-15:00

Cambridge Finance Workshop Series

Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets

User Sebastian Ebert (Frankfurt School of Finance & Management).

Thursday 11 November 2021, 13:00-14:00

Large degrees yield short trees

User Serte Donderwinkel (Oxford).

House MR12 Centre for Mathematical Sciences.

Tuesday 09 November 2021, 14:00-15:00

Learning low-degree functions from few random queries

User Alexandros Eskenazis (Cambridge).

House MR12 Centre for Mathematical Sciences.

Tuesday 02 November 2021, 15:30-16:30

Empirical measures, geodesic lengths, and a variational formula in first-passage percolation

User Erik Bates, University of Wisconsin-Madison .

House MR12 Centre for Mathematical Sciences.

Tuesday 02 November 2021, 14:00-15:00

Cambridge Finance Workshop Series

Asset Allocation and Returns in the Portfolios of the Wealthy

User Cynthia Balloch (LSE).

Thursday 28 October 2021, 13:00-14:00

Distribution dependent SDEs driven by additive continuous and fractional Brownian noise

User Avi Mayorcas (Cambridge) .

House MR12 Centre for Mathematical Sciences.

Tuesday 26 October 2021, 14:00-15:00

Quenched and annealed heat kernels on the uniform spanning tree

User Martin Barlow (UBC).

House MR12 Centre for Mathematical Sciences.

Tuesday 19 October 2021, 14:00-15:00

Cambridge Finance Workshop Series

The Aggregate Consequences of Forbearance Lending: Evidence from Japan

User Isabelle Roland (University of Cambridge, Economics).

Thursday 14 October 2021, 13:00-14:00

The Slow Bond Problem

User Sourav Sarkar (Cambridge).

House MR12 Centre for Mathematical Sciences.

Tuesday 12 October 2021, 14:00-15:00

Cambridge Finance Workshop Series

Asset Transfer Measurement Rules

User Lucas Mahieux (Tilburg School of Economics and Management).

Thursday 17 June 2021, 13:00-14:00

Wilson loop expectations as sums over surfaces in 2D

User Minjae Park (MIT).

Tuesday 15 June 2021, 16:00-17:00

Wilson loop expectations as sums over surfaces in 2D

User Minjae Park (MIT).

Tuesday 15 June 2021, 16:00-17:00

The directed landscape

User Duncan Dauvergne (Princeton).

Tuesday 08 June 2021, 14:00-15:00

Cambridge Finance Workshop Series

Group-Managed Real Options

User Lorenzo Garlappi (Sauder).

Thursday 03 June 2021, 13:00-14:00

Hastings-Levitov planar aggregation

User James Norris (Statslab).

Tuesday 01 June 2021, 14:00-15:00

Integrability of the conformal loop ensemble

User Morris Ang (MIT).

Tuesday 25 May 2021, 14:00-15:00

Cambridge Finance Workshop Series

Women in the Financial Sector

User Maria-Teresa Marchica at ABMS.

Thursday 20 May 2021, 13:00-14:00

Intersection of the traces of two independent walks in high dimensions

User Amine Asselah (Paris-Est Creteil).

Tuesday 18 May 2021, 14:00-15:00

Revisiting optimal scaling of Metropolis-Hastings methods

User Jure Vogrinc.

Tuesday 11 May 2021, 14:00-15:00

Cambridge Finance Workshop Series

Climate Risk and the Pandemic

User Rob Engle (NYU Stern School of Business).

Thursday 06 May 2021, 17:00-18:00

On the radius of Gaussian free field excursion clusters

User Franco Severo (Geneva and IHES).

Tuesday 04 May 2021, 14:00-15:00

Supercritical Percolation on Finite Transitive Graphs

User Philip Easo (Cambridge).

Tuesday 16 March 2021, 14:00-15:00

Cambridge Finance Workshop Series

Factor demand and factor returns

User Dr Cameron Peng Assistant Professor of Finance, LSE.

Thursday 11 March 2021, 13:00-14:00

Fluctuation bounds for O'Connell-Yor type systems

User Philippe Sosoe (Cornell).

Tuesday 09 March 2021, 14:00-15:00

Soliton decomposition of the Box-Ball System

User Leo Rolla (Warwick).

Tuesday 02 March 2021, 14:00-15:00

Cambridge Finance Workshop Series

Title: Injunction Risk, Technology Commercialization, and Profitability

User Po-Hsuan (Paul) Hsu (University of Hong Kong).

Thursday 25 February 2021, 13:00-14:00

Variational methods for a singular SPDE yielding the universality of the magnetisation ripple

User Pavlos Tsatsoulis (Max-Planck-Institut, Leipzig).

Tuesday 23 February 2021, 14:00-15:00

Limiting Behaviour for Heat Kernels of Random Processes in Random Environments

User Peter Taylor (Statslab).

Tuesday 16 February 2021, 14:00-15:00

Cambridge Finance Workshop Series

A Theory of Proxy Advice when Investors Have Social Goals

User John Matsusaka, USC Gould.

Thursday 11 February 2021, 13:00-14:00

Geodesics in the Brownian map: Strong confluence and geometric structure

User Wei Qian (Orsay).

Monday 08 February 2021, 14:00-15:00

Random walks on decorated Galton-Watson trees

User Ellie Archer (Tel Aviv).

Tuesday 02 February 2021, 14:00-15:00

Cambridge Finance Workshop Series

Investor Confidence and Portfolio Dynamics

User Raman Uppal, EDHEC.

Thursday 28 January 2021, 13:00-14:00

Factors in probability and ergodic theory

User Terry Soo (UCL).

Tuesday 26 January 2021, 14:00-15:00

Maximum and coupling of the sine-Gordon field

User Michael Hofstetter (Cambridge).

Tuesday 01 December 2020, 14:00-15:00

Cambridge Finance Workshop Series

Credit Allocation and Macroeconomic Fluctuations

User Karsten Müller (Princeton University).

Thursday 26 November 2020, 13:00-14:00

Cambridge Finance Workshop Series

Intermediary Financing without Commitment

User Yunzhi Hu (Kenan Flagler) .

Thursday 12 November 2020, 13:00-14:00

How far do activated random walkers spread from a single source?

User Vittoria Silvestri (La Sapienza, Rome).

Tuesday 10 November 2020, 14:00-15:00

Monotonicity and phase transition for the edge-reinforced random walk

User Remy Poudevigne.

Tuesday 03 November 2020, 14:00-15:00

Cambridge Finance Workshop Series

Optimism in the Executive Team: Corporate Asset Transactions and Stock Performance

User Piet Eichholtz (Maastricht University) .

Thursday 29 October 2020, 13:00-14:00

Dimensions of the two-valued sets of the 2D GFF

User Lukas Schoug (Cambridge).

House https://maths-cam-ac-uk.zoom.us/j/5903322638?pwd=dzJRRS9BKzhEaGVCNncxaWcvL0IxQT09.

Tuesday 27 October 2020, 14:00-15:00

Percolation for the Gaussian free field on the cable system

User Alexis Prévost.

House https://maths-cam-ac-uk.zoom.us/j/92621143616?pwd=YWZsclZMb2Mwa2hOZ09IajNOUTNEdz09.

Tuesday 20 October 2020, 14:00-15:00

Cambridge Finance Workshop Series

Comparative Ambiguity Aversion for Smooth Utility Functions

User Chiaki Hara (Kyoto University) .

Thursday 15 October 2020, 13:00-14:00

A Markov Process associated to the noncutoff Boltzmann Equation

User Daniel Heydecker (Cambridge).

Tuesday 13 October 2020, 14:00-15:00

Cambridge Finance Workshop Series

Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply

User Albert J. Menkveld (VU University Amsterdam).

Thursday 11 June 2020, 13:00-14:00

Cambridge Finance Workshop Series

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

User Georgy Chabakauri is an associate professor of Finance at the LSE.

Thursday 28 May 2020, 13:00-14:00

Cambridge Finance Workshop Series

Financial Cycles with Heterogeneous Intermediaries

User Helene Rey (London Business School).

Thursday 14 May 2020, 13:00-14:00

Cambridge Finance Workshop Series

Trading and shareholder democracy

User Speaker to be confirmed.

House Webinar (via Zoom online)- link to follow.

Thursday 30 April 2020, 13:00-14:00

Random measures on the Brownian path with prescribed expectation

User Abel Farkas (Rényi Institute, Budapest).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 April 2020, 14:00-15:00

Random walk on the simple symmetric exclusion process

User Daniel Kious (Bath).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 March 2020, 14:00-15:00

Cambridge Finance Workshop Series

Financing and Resolving Banking Groups (joint with Albert Banal-Estanol and Julian Kolm)

User Gyöngyi Lóránth (University of Vienna).

House KH107, Keynes House, Cambridge Judge Business School.

Thursday 05 March 2020, 12:30-13:30

On the statistical behavior of the Riemann zeta function

User Christian Webb (Aalto, Finland).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 March 2020, 14:00-15:00

Empirical Measure and Small Noise Asymptotics under Large Deviation Scaling for Interacting Diffusions

User Amarjit Budhiraja (UNC Chapel Hill).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 February 2020, 14:00-15:00

Cambridge Finance Workshop Series

When Shareholders Disagree: Trading after Shareholder Meetings

User Ernst Maug (University of Mannheim, Business School).

House KH107, Keynes House, Cambridge Judge Business School.

Thursday 20 February 2020, 12:30-13:30

The optimal matching problem

User Martin Huesmann.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 February 2020, 14:00-15:00

Local geometry of the rough-smooth interface in the two-periodic Aztec diamond.

User Sunil Chhita (Durham).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 February 2020, 14:00-15:00

Cambridge Finance Workshop Series

Are star lawyers also better lawyers?

User Alberto Manconi (Bocconi School of Management).

House Upper Hall, Peterhouse College, Cambridge CB2 1RD.

Thursday 06 February 2020, 13:00-14:00

Mixing and cut-off for random walks on finite fields and random polynomials

User Emmanuel Breuillard (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 February 2020, 14:00-15:00

Patterns and Szemerédi phenomena in random fractals

User Pablo Shmerkin (Buenos Aires).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 January 2020, 14:00-15:00

Cambridge Finance Workshop Series

Bank Intermediation and Consumer Bankruptcy

User Anne Villamil (Henry B. Tippie College of Business, the University of Iowa).

House Upper Hall, Peterhouse College, Cambridge CB2 1RD.

Thursday 23 January 2020, 13:00-14:00

Fluctuations in the number of level set components of planar Gaussian fields

User Stephen Muirhead (Queen Mary).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 January 2020, 14:00-15:00

Kinetic theory for the low-density Lorentz gas

User Jens Marklof (Bristol).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 December 2019, 14:00-15:00

Cambridge Finance Workshop Series

Gender diversity in corporate boards: Evidence from a natural experiment

User Olga Kuzmina.

House KH107, Cambridge Judge Business School.

Thursday 28 November 2019, 13:00-14:00

Cambridge Finance Workshop Series

The Geography of Beliefs

User Johan Walden (Haas School of Business University of California at Berkeley).

House KH107, Cambridge Judge Business School.

Thursday 14 November 2019, 13:00-14:00

CENTRAL LIMIT THEOREMS AND THE GEOMETRY OF POLYNOMIALS

User Julian Sahasrabudhe (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 November 2019, 15:15-16:15

Variational principle for lattice models with long-range interactions

User Piet Lammers (Statslab).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 November 2019, 14:00-15:00

Understanding Liouville quantum gravity through two square subdivision models

User Josh Pfeffer (MIT).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 November 2019, 14:00-15:00

Cambridge Finance Workshop Series

Agency Conflicts, Macroeconomic Risk, and Asset Prices

User Adelphe Ekponon (Cambridge Judge Business School).

House W2.02, Cambridge Judge Business School, Trumpington Street, Cambridge CB2 1AG.

Thursday 31 October 2019, 12:30-13:30

Cutoff for the mean-field zero-range process

User Justin Salez (Paris-Dauphine).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 October 2019, 15:15-16:15

Forest fire processes and near-critical percolation with heavy-tailed impurities

User Pierre Nolin (City University of Hong Kong).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 October 2019, 14:00-15:00

Cutoff for Random Walk on Random Cayley Graphs

User Sam Thomas (Statslab).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 October 2019, 14:00-15:00

Cambridge Finance Workshop Series

Simulating liquidity stress in the derivatives market

User Gerardo Ferrara, Ph.D., Economist | Market Behaviour & Activities Team | Capital Markets Division, Bank of England.

House Castle Teaching Room, 4th floor, Cambridge Judge Business School, Trumpington Street, CB2 1AG.

Thursday 17 October 2019, 13:00-14:00

Fortuin-Kastelyn type representations for Threshold Gaussian and Stable Vectors: aka Divide and Color processes (joint work with Malin Palö Forsström)

User Jeff Steif (Chalmers).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 October 2019, 14:00-15:00

Peter Whittle Lecture

Simplicity and Complexity of Belief-Propagation

User Elchanan Mossel (MIT).

House Centre for Mathematical Sciences MR2.

Monday 14 October 2019, 16:30-17:30

Cambridge Finance Workshop Series

Union Debt Management

User Rigas Oikonomou (Universite Catholique de Louvain).

House Room W4.03 Cambridge Judge Business School.

Thursday 13 June 2019, 12:30-13:30

Hard-core configurations on Z^2 and other lattices

User Izabella Stuhl (Penn State).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 June 2019, 14:00-15:00

Large deviations of subgraph counts for sparse random graphs

User Amir Dembo (Stanford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 June 2019, 14:00-15:00

Cambridge Finance Workshop Series

Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices

User Mara Faccio (Purdue), A professor of finance and the Hanna Chair in Entrepreneurship at Purdue’s Krannert School.

House Room W4.03 Cambridge Judge Business School.

Thursday 30 May 2019, 12:30-13:30

Isomorphism theorems and the sign cluster geometry of the Gaussian free field

User Pierre-Francois Rodriguez (IHES, Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 May 2019, 15:00-16:00

Existence and uniqueness of the Liouville quantum gravity metric for γ ∈ (0, 2)

User Ewain Gwynne (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 May 2019, 14:00-15:00

Cambridge Finance Workshop Series

Corporate Governance and the CAPM: Some Theory and Evidence

User Ernst-Ludwig von Thadden (University of Manheim), Professor of Economics and Finance..

House North 10 (lower ground), Trumpington Street.

Thursday 16 May 2019, 12:30-13:30

Stochastic homogenization in amorphous media and applications to exclusion processes

User Alessandra Faggionato (La Sapienza, Rome).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 May 2019, 14:00-15:00

Flux Large Deviations

User Robert Patterson (Weierstrass Institute, Berlin).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 May 2019, 14:00-15:00

Cambridge Finance Workshop Series

Off-Market Block Trades, Transparency and Information Efficiency: New Evidence from Futures Markets

User Alex Frino (University of Wollogong, Australia).

House Room W4.03 Cambridge Judge Business School.

Thursday 02 May 2019, 12:30-13:30

Covariance formulas for fluctuations of linear spectral statistics for Wigner matrices with few moments

User Anna Maltsev (Queen Mary University of London).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 30 April 2019, 14:00-15:00

Large deviations for the maximum of a branching random walk

User Nina Gantert (Technical University of Munich).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 March 2019, 14:00-15:00

Cambridge Finance Workshop Series

Competition, No-Arbitrage, and Systematic Risk

User Yuri Tserlukevich (Arizona State University) , W. P. Carey Finance, Associate Professor.

House Castle Teaching Room, Cambridge Judge Business School.

Thursday 07 March 2019, 13:00-14:00

Entropy decay and concentration for Strong Rayleigh measures via couplings

User Jonathan Hermon (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 March 2019, 14:00-15:00

Subsequential limits for Liouville graph distance

User Alex Dunlap (Stanford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 February 2019, 14:00-15:00

Cambridge Finance Workshop Series

Impact Investing

User Brad M Barber (UC Davis) , Professor of Finance.

House Room W4.05 Cambridge Judge Business School.

Thursday 21 February 2019, 13:00-14:00

Mixing times of exclusion processes on regular graphs

User Richard Pymar (Birkbeck).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 February 2019, 14:00-15:00

Scaling limit of the condensate dynamics in a reversible zero range process

User Michail Loulakis (Athens).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 February 2019, 14:00-15:00

Cambridge Finance Workshop Series

Patenting in an Entrepreneurial Region during the Great Depression: The Case of Cleveland, Ohio

User Naomi Lamoreaux Stanley B. Resor Professor of Economics and Professor of History, Yale University.

House Castle Teaching Room, Cambridge Judge Business School.

Thursday 07 February 2019, 12:30-13:30

Bootstrap percolation and kinetically constrained spin models: critical time scales

User Cristina Toninelli (Dauphine).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 February 2019, 14:00-15:00

Sumset bounds for the entropy on abelian groups

User Ioannis Kontoyiannis (Engineering, Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 January 2019, 14:00-15:00

Cambridge Finance Workshop Series

Financial Restructuring and Resolution of Banks

User Jean-Edouard Colliard (HEC Paris).

House Room W4.05 Cambridge Judge Business School.

Thursday 24 January 2019, 13:00-14:00

Scaling limits for planar aggregation with subcritical fluctuations

User Amanda Turner (Lancaster).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 January 2019, 16:30-17:30

Kazhdan groups have cost 1

User Tom Hutchcroft (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 November 2018, 14:00-15:00

Cambridge Finance Workshop Series

Crisis, contagion and containment policies in financial networks : A dynamic approach

User Professor Hubert Kempf (Ecole Normale Superieure de Cachan), CESifo Research Network Fellow..

House Room W4.05 Cambridge Judge Business School.

Thursday 22 November 2018, 12:30-13:30

On gradient estimates for random walks in time-dependent random environments

User Martin Slowik (Berlin).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 November 2018, 14:00-15:00

The smoothed KPZ equation in dimension three and higher: Edwards-Wilkinson regime of its fluctuations and its localization properties

User Chiranjib Mukherjee (Munster).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 November 2018, 14:00-15:00

Cambridge Finance Workshop Series

Competition and Voting Premium

User Oğuzhan Karakaş University Senior Lecturer in Finance, Cambridge Judge Business School, CERF Fellow..

House North 10 (lower ground), Trumpington Street.

Thursday 08 November 2018, 12:30-13:30

The TAP-Plefka variational principle for mean field spin glasses

User David Belius (Basel).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 06 November 2018, 14:00-15:00

Nonpositive curvature is not coarsely universal

User Alexandros Eskenazis (Princeton).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 30 October 2018, 14:00-15:00

Cambridge Finance Workshop Series

CEO Option Compensation Can Be a Bad Option: Evidence from Product Market Relationships

User Ron Masulis (UNSW Business School).

House Room W4.05 Cambridge Judge Business School.

Thursday 25 October 2018, 13:00-14:00

Mixing time for the non-babktracking random walk on random graphs with communities

User Anna Ben-Hamou (Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 23 October 2018, 14:00-15:00

Last-Passage Percolation with constraints, and applications to polymers in random environment

User Quentin Berger (Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 16 October 2018, 14:00-15:00

Cambridge Finance Workshop Series

Dynamic Bank Capital Regulation in Equilibrium

User Marcella Lucchetta (Università Ca’Foscari Venezia).

House Room W4.05 Cambridge Judge Business School.

Thursday 11 October 2018, 13:00-14:00

Peter Whittle Lecture

When Statistics Meets Computing

User Professor Tony Cai (Wharton, University of Pennsylvania).

House Centre for Mathematical Sciences MR2.

Wednesday 10 October 2018, 17:00-18:00

Invariance principle for the random Lorentz gas beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit

User Balint Toth (Bristol).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 October 2018, 14:00-15:00

The Dirichlet problem for circle packings

User Asaf Nachmias (Tel Aviv).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 September 2018, 14:00-15:00

Delocalization of uniform graph homomorphisms from Z^2 to Z

User Martin Tassy (Dartmouth).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 August 2018, 14:00-15:00

Cambridge Finance Workshop Series

Angels, Entrepreneurship, and Employment Dynamics: Evidence from Investor Accreditation Rules

User Luke Stein, Assistant Professor, Finance, Arizona State University..

House Room W4.03 Judge Business School.

Thursday 14 June 2018, 13:00-14:00

Polluted Bootstrap Percolation

User Alexander E Holroyd.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 June 2018, 14:00-15:00

Cambridge Finance Workshop Series

The Dark Side of Circuit Breakers

User Cambridge Finance Workshop - Hui Chen (MIT) .

House Room W4.03 Judge Business School.

Thursday 31 May 2018, 13:00-14:00

High-density hard-core configurations on a triangular lattice

User Yuri Suhov (Penn State and Statslab).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 May 2018, 14:00-15:00

A particle model for Wasserstein type diffusion

User Vitalii Konarovskyi.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 May 2018, 14:00-15:00

Cambridge Finance Workshop Series

Dynamic Liquidity-Based Security Design

User Professor Kathy Yuan, LSE.

Thursday 17 May 2018, 12:30-13:30

The criticality of a randomly-driven front

User Amir Dembo (Stanford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 May 2018, 14:00-15:00

First passage percolation in hostile environment (on hyperbolic graphs)

User Elisabetta Candellero (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 May 2018, 14:00-15:00

Cambridge Finance Workshop Series

Short-Sales Constraints and Aftermarket IPO Pricing

User Richard G. Sloan, Professor, Emile R. Niemela Chair in Accounting and International Business Haas Accounting Group.

House Room W4.03 Cambridge Judge Business School.

Thursday 03 May 2018, 13:00-14:00

Asymptotics for 2D critical and near-critical first-passage percolation

User Changlong Yao (Academy of Mathematics and Systems Science, Chinese Academy of Sciences).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 May 2018, 14:00-15:00

Extremal and local statistics for gradient field models

User Wei Wu (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 March 2018, 16:15-17:15

Parking

User Matthew Junge.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 March 2018, 15:00-16:00

Cambridge Finance Workshop Series

Short-Selling Restrictions and Returns: a Natural Experiment

User Professor Marco Bonomo, Insper.

House KH107(Keynes House), Cambridge Judge Business School, University of Cambridge.

Thursday 08 March 2018, 12:45-13:45

Recurrence of the vertex-reinforced jump process in two dimensions

User Tyler Helmuth (Bristol).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 06 March 2018, 16:15-17:15

Criticality in random transposition random walk

User Dominic Yeo (Technion, Haifa).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 February 2018, 16:15-17:15

Cambridge Finance Workshop Series

The Digital Revolution and the State

User William H. Janeway is a Senior Advisor and Managing Director of Warburg Pincus and a Member of the Board of Managers of CERF..

House Room W4.03 Cambridge Judge Business School.

Thursday 22 February 2018, 13:00-14:00

Title to be confirmed

User Ben Wallace (IST, Austria).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 February 2018, 16:15-17:15

The Fyodorov-Bouchaud conjecture and Liouville conformal field theory

User Guillaume Remy (ENS Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 February 2018, 16:15-17:15

Cambridge Finance Workshop Series

An experimental analysis of the effect of Quantitative Easing

User Nobuyuki Hanaki, University of Nice.

House Room W4.03 Cambridge Judge Business School.

Thursday 08 February 2018, 13:00-14:00

Determinantal structures in (2+1)-dimensional growth and decay models

User Theodoros Assiotis (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 30 January 2018, 16:15-17:15

Cambridge Finance Workshop Series

INFORMATIVE SOCIAL INTERACTIONS

User Dr Héctor Calvo Pardo is Reader in Economics within Social Sciences at the University of Southampton..

House Room W4.03 Judge Business School.

Thursday 25 January 2018, 13:00-14:00

Variation of the Nazarov-Sodin constant for random plane waves and arithmetic random waves

User Igor Wigman (King's College, London).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 23 January 2018, 16:15-17:15

Improved bounds for sampling colorings of sparse random graphs

User Charis Efthymiou (Frankfurt).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 November 2017, 16:15-17:15

Cambridge Finance Workshop Series

Expected Returns and Risk in the Stock Market

User Michael Brennan is a professor of finance at the University of Manchester, having previously held this position at UCLA and London Business School..

House Room W4.03 Cambridge Judge Business School.

Thursday 23 November 2017, 13:00-14:00

Statistical mechanics on nonamenable graphs

User Tom Hutchcroft (Cambridge) .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 November 2017, 16:15-17:15

Macroscopic loops in the loop O(n) model

User Yinon Spinka (Tel Aviv).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 November 2017, 16:15-17:15

Cambridge Finance Workshop Series

Do CEOs Affect Employees' Political Choices?

User Ilona Babenko, Arizona State University.

House Room W2.01 Cambridge Judge Business School.

Thursday 09 November 2017, 12:45-13:45

Limit theory for statistics of random geometric structures

User Joe Yukich (Lehigh University).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 November 2017, 16:15-17:15

Matrix Dyson equation and random matrices with correlations

User Laszlo Erdös (IST Austria).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 31 October 2017, 16:15-17:15

Cambridge Finance Workshop Series

Firebreaks and Risk-Shifting in Financial Networks

User Matthew Elliott, University Lecturer, Faculty of Economics, University of Cambridge..

House Room W4.03 Judge Business School.

Thursday 26 October 2017, 13:00-14:00

Random cluster dynamics for the Ising model is rapidly mixing

User Mark Jerrum (Queen Mary, London).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 October 2017, 16:15-17:15

Approximating conditional distributions

User Alessandra Cipriani (Bath).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 October 2017, 16:15-17:15

Cambridge Finance Workshop Series

Misreporting and Feedback Effect

User Professor Hui Chen, University of Zurich.

House Room W4.03 Cambridge Judge Business School.

Thursday 12 October 2017, 13:00-14:00

Haldane relation for interacting dimers

User Alessandro Giuliani (Rome 3).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 October 2017, 16:15-17:15

The Laplacian on some finitely ramified self-conformal circle packing fractals and Weyl's asymptotics for its eigenvalues

User Naotaka Kajino (Kobe University, Japan).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 July 2017, 16:15-17:15

Cambridge Finance Workshop Series

Macro Risks and the Term Structure of Interest Rates

User Geert Bekaert, Finance and Economics, Columbia Business School, Leon G. Cooperman Professor of Finance and Economics..

House Room W4.03 Judge Business School.

Thursday 15 June 2017, 13:00-14:00

The Structure of Extreme Level Sets in Branching Brownian Motion

User Lisa Hartung (NYU).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 06 June 2017, 16:15-17:15

Cambridge Finance Workshop Series

“Learning Through Crowdfunding”

User Katrin Tinn, Imperial College London.

House Room W4.03 Judge Business School.

Thursday 01 June 2017, 13:00-14:00

How to replace random walk representations in models that don't have one?

User Erwin Bolthausen (Zurich).

House MR3, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Wednesday 24 May 2017, 16:15-17:15

Cambridge Finance Workshop Series

Sequential Credit Markets

User Ulf Axelson, Abraaj Group Professor in Finance and Private Equity London School of Economics and Political Science..

House Room W4.03 Judge Business School.

Thursday 18 May 2017, 13:00-14:00

Probabilizing Parking Functions

User Persi Diaconis (Stanford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 May 2017, 16:15-17:15

Cambridge Finance Workshop Series

Product Market Competition and Option Prices

User Morellec, Erwan (SFI).

House Room W4.03 Judge Business School.

Thursday 04 May 2017, 13:00-14:00

Sharpness of the phase transition for random-cluster and Potts model via decision trees

User Aran Raoufi (Geneva).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 May 2017, 16:15-17:15

Variational principles for discrete maps

User Martin Tassy (UCLA).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 May 2017, 15:00-16:00

The distribution of ζ'/ζ about a random point on the critical line

User Sasha Sodin (Queen Mary, London).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 March 2017, 16:30-17:30

Cambridge Finance Workshop Series

Contagion in the CDS Market

User H. Peyton Young, James Meade Professor of Economics, University of Oxford.

House Room W4.03 Judge Business School.

Thursday 09 March 2017, 13:00-14:00

The front location in branching Brownian motion with decay of mass

User Sarah Pennington (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 March 2017, 16:30-17:30

Spectral radii of sparse random matrices

User Antti Knowles (Geneva).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 March 2017, 15:15-16:15

Quantum ergodicity and Benjamini-Schramm convergence of hyperbolic surfaces

User Etienne Le Masson (Bristol).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 February 2017, 16:30-17:30

Cambridge Finance Workshop Series

Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability

User Agostino Capponi (Columbia University).

House Room W4.03 Judge Business School.

Thursday 23 February 2017, 13:00-14:00

Invariance principle for random walk in time-dependent balanced random environment

User Jean-Dominique Deuschel (Berlin).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 February 2017, 15:00-16:00

Hook-up probabilities for conformal loop ensembles

User Wendelin Werner (ETH).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 February 2017, 16:30-17:30

Cambridge Finance Workshop Series

Harnessing the Wisdom of Crowds

User Zhi Da, Professor of Finance, University of Notre Dame..

House Lecture Theatre 1, Cambridge Judge Business School, Trumpington Street.

Thursday 09 February 2017, 13:00-14:00

Eigenvectors and spectral measure of random regular graphs of fixed degree

User Roland Bauerschmidt (Cambridge) .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 February 2017, 16:30-17:30

Percolation games

User James Martin (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 31 January 2017, 16:30-17:30

Cambridge Finance Workshop Series

The Dynamics of Investment, Payout and Debt

User Professor Bart Lambrecht, Cambridge Judge Business School.

House Room W4.03 Judge Business School.

Thursday 26 January 2017, 13:00-14:00

Delocalising the parabolic Anderson model

User Nadia Sidorova (UCL).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 January 2017, 16:30-17:30

Cambridge Finance Workshop Series

Safe-Haven CDS Premiums

User David Lando, Professor of Finance, Copenhagen Business School.

House Castle Teaching Room.

Thursday 24 November 2016, 13:00-14:00

Diffusion processes on branching Brownian motion

User Sebastian Andres (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 November 2016, 16:30-17:30

Critical branching diffusions in bounded domains.

User Ellen Powell (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 November 2016, 16:30-17:30

Cambridge Finance Workshop Series

Going Negative: The Legal, Institutional, and Political Case for Negative Interest Rates at the U.S. Federal Reserve

User Peter Conti-Brown, the Wharton School of the University of Pennsylvania.

House Lecture Theatre 3, Cambridge Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

Thursday 10 November 2016, 13:00-14:00

Quasilinear SPDEs via rough paths

User Hendrik Weber (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 November 2016, 16:30-17:30

Exceptional times of the critical Erdős-Rényi graph

User Matt Roberts (Bath).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 November 2016, 16:30-17:30

Cambridge Finance Workshop Series

The Real Effect of Financial Innovation: Evidence from Credit Default Swaps Trading and Corporate Innovation

User Xin CHANG, Simba (CJBS).

House Room W4.03 Judge Business School.

Thursday 27 October 2016, 13:00-14:00

Discontinuity of the phase transition for the planar random-cluster and Potts models with q > 4

User Matan Harel (IHES Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 October 2016, 16:30-17:30

Double random currents, dimers and trees

User Marcin Lis (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 October 2016, 15:15-16:15

Small-time fluctuations for sub-Riemannian diffusion loops

User Karen Habermann (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 October 2016, 16:30-17:30

Cambridge Finance Workshop Series

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

User Yuan, Kathy (LSE).

House Room W4.03 Judge Business School.

Thursday 13 October 2016, 13:00-14:00

Local time at zero metric associated to a GFF on a cable graph.

User Titus Lupu (ETH Zurich).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 October 2016, 16:30-17:30

Weighted information and weighted entropy

User I Stuhl (Denver/Debrecen) and Y Suhov (Penn State/Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Monday 01 August 2016, 14:00-15:00

Biased Random Walks among random conductances

User Nina Gantert (TU Munich).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 31 May 2016, 16:30-17:30

Cambridge Finance Workshop Series

Risk Management—the Revealing Hand

User Anette Mikes - HEC Lausanne.

House Room W4.03 Judge Business School.

Thursday 26 May 2016, 13:00-14:00

Perturbative regimes for deterministic dynamics of a diluted gas of hard spheres

User Thierry Bodineau (École Polytechnique).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 May 2016, 16:30-17:30

Conformal restriction: the trichordal case

User Wei Qian (ETH).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 May 2016, 15:15-16:15

Peter Whittle Lecture

Dimers Day in Cambridge

User Boutiller, Chhita, Dubedat, Laslier, Toninelli.

House MR12 Centre for Mathematical Sciences.

Monday 23 May 2016, 10:45-17:45

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

User A series of six lectures by Julien Dubédat.

Friday 20 May 2016, 11:00-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

User A series of six lectures by Julien Dubédat.

Thursday 19 May 2016, 10:30-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

User A series of six lectures by Julien Dubédat.

Wednesday 18 May 2016, 11:30-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

User A series of six lectures by Julien Dubédat.

Tuesday 17 May 2016, 11:30-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

User A series of six lectures by Julien Dubédat .

Monday 16 May 2016, 11:30-12:30

Cambridge Finance Workshop Series

A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data

User Yacine Ait-Sahalia, Otto A. Hack 1903 Professor of Finance and Economics .

House Room W4.03 Judge Business School.

Thursday 12 May 2016, 13:00-14:00

Growth exponent for loop-erased random walk in 3 dimensions

User Daisuke Shiraishi (Kyoto and ETH).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 May 2016, 16:30-17:30

A new proof of Friedman’s second eigenvalue Theorem and its extensions

User Charles Bordenave (Toulouse).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 May 2016, 16:30-17:30

From disorder relevance to the 2d Stochastic Heat Equation.

User Nikolaos Zygouras (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 April 2016, 16:30-17:30

Steiner trees in the stochastic mean-field model of distance

User Ayalvadi Ganesh (Bristol).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 March 2016, 16:30-17:30

Update Tolerance in Uniform Spanning Forests

User Tom Hutchcroft (UBC).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 March 2016, 15:00-16:00

Cambridge Finance Workshop Series

Innovation, Social Connections, and the Boundary of the Firm

User Sudipto Dasgupta (Lancaster).

House Room W4.03 Judge Business School.

Thursday 03 March 2016, 13:00-14:00

Random geodesics for the corner growth model

User Nicos Georgiou (Sussex).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 March 2016, 16:30-17:30

Scaling limits of random walks and their time changes on trees and other graphs

User David Croydon (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 23 February 2016, 16:30-17:30

Cambridge Finance Workshop Series

Incompatible European Partners? Cultural Predisposition and Household Financial Behaviour

User Michael Haliassos holds the Chair of Macroeconomics and Finance at Goethe University Frankfurt and is Director of the newly launched CEPR Network on Household Finance, Fellow of CEPR and NETSPAR, and advisor to the ECB and ESMA..

House Room W4.03 Judge Business School.

Thursday 18 February 2016, 13:00-14:00

Ordering random variables and racing prime numbers

User Adam Harper (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 16 February 2016, 16:30-17:30

A rough describtion of local sets of bounded type for the Gaussian free field

User Juhan Aru (ETH).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 16 February 2016, 15:00-16:00

Cutoff for the random walk on random directed graphs

User Justin Salez.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 February 2016, 16:30-17:30

Cambridge Finance Workshop Series

Are Serial Acquirers Born or Made

User Raghavendra Rau, Sir Evelyn de Rothschild Professor of Finance at Cambridge Judge Business School.

House Lecture Theatre 2, Cambridge Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

Thursday 04 February 2016, 13:00-14:00

Non-extensive condensation in reinforced branching processes

User Cécile Mailler .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 January 2016, 16:30-17:30

Cambridge Finance Workshop Series

Central Bank Collateral Frameworks

User Professor Kjell G. Nyborg, a native of Norway, currently holds the Chair in Corporate Finance at the Department of Banking and Finance at the University of Zurich.

House Room W4.05 Judge Business School.

Thursday 21 January 2016, 13:00-14:00

Condensation of a self-attracting random walk

User Nathanael Berestycki (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 January 2016, 15:00-16:00

Monodromies of ramified random coverings and geometry on partitions

User Franck Gabriel (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 December 2015, 16:30-17:30

Cambridge Finance Workshop Series

Why Do Institutions Delay Reporting Their Shareholdings? Evidence from Form 13F

User Susan Christoffersen is an Associate Professor of Finance, Rotman School of Management.

House Room W2.02 Judge Business School.

Thursday 26 November 2015, 13:00-14:00

The phase transition in bounded-size Achlioptas processes

User Lutz Warnke (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 November 2015, 16:30-17:30

Weakly asymmetric bridges and the KPZ equation

User Cyril Labbé (Paris-Dauphine).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 November 2015, 16:30-17:30

How to initialise a second class particle?

User Marton Balazs (Bristol).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 November 2015, 15:00-16:00

Cambridge Finance Workshop Series

Noisy Rational Bubbles

User Qiusha Peng Interests: Macroeconomics, Theory, Finance.

House Room W4.03 Judge Business School.

Thursday 12 November 2015, 13:00-14:00

Fixed-energy harmonic functions

User Richard Kenyon (Brown).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 November 2015, 16:30-17:30

Every planar graph with the Liouville property is amenable

User Johannes Carmesin (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 November 2015, 16:30-17:30

Cambridge Finance Workshop Series

Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios

User UPPAL Raman, PhD Professor - Speciality: Finance, EDHEC Business School.

House Room W4.03 Judge Business School.

Thursday 29 October 2015, 13:00-14:00

Dimers on Rail Yard Graphs

User Sanjay Ramassamy (Brown).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 October 2015, 16:30-17:30

On the support of extremal martingale measures with given marginals: the countable case

User Luciano Campi.

House CMS, MR15.

Tuesday 27 October 2015, 15:00-16:00

Random walks on groups and the Kaimanovich-Vershik conjecture

User Russell Lyons (Indiana University).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 October 2015, 16:30-17:30

Hyperplane arrangements and Stopping times

User Evita Nestoridi (Stanford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 October 2015, 15:00-16:00

Cambridge Finance Workshop Series

Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market

User Brent W. Ambrose is the Smeal Professor of Real Estate, Director of the Institute for Real Estate Studies, and Director of the Smeal College Ph.D. Program at the Smeal College of Business at the Pennsylvania State University. .

House Room W4.03 Judge Business School.

Thursday 15 October 2015, 13:00-14:00

Lévy master fields on the plane

User Antoine Dahlqvist (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 October 2015, 16:30-17:30

Cambridge Finance Workshop Series

Ad-hoc Seminar: Commodities as Collateral

User Ke Tang, Professor of Finance, School of Social Science, Tsinghua University, Beijing.

House Room W4.03 Judge Business School.

Tuesday 08 September 2015, 12:00-13:00

The master field on the plane

User Thierry Levy (UPMC).

House Seminar Room 2 Isaac Newton Institute, Cambridge.

Tuesday 23 June 2015, 15:00-16:00

Cambridge Finance Workshop Series

Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust

User John Cotter is Professor in Finance and the Chair in Quantitative Finance at University College Dublin. .

House Room W4.03 Judge Business School.

Thursday 11 June 2015, 13:00-14:00

Diffusivity of random walks in random environments

User Balint Toth (Bristol and Budapest).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 June 2015, 16:30-17:30

The full extremal process of the discrete Gaussian free field in 2D

User Oren Louidor (Technion).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 June 2015, 16:30-17:30

A KPZ formula for SLE and Brownian motion

User Nina Holden (MIT).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 June 2015, 15:00-16:00

Fluctuation results for Hastings-Levitov planar growth

User Vittoria Silvestri (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 May 2015, 16:30-17:30

Amenability of automata groups

User Omer Angel (UBC).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 May 2015, 15:00-16:00

Frozen percolation

User Rob van den Berg (CWI Amsterdam).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 May 2015, 16:30-17:30

Recent applications of a rigorous renormalisation group method to critical phenomena

User Gordon Slade (University of British Columbia).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 May 2015, 15:00-16:00

Cambridge Finance Workshop Series

On the Long Run Volatility of Stocks

User Carlos Carvalho.

House Room W4.03 Judge Business School.

Thursday 14 May 2015, 13:00-14:00

Random cascade measures and self-similar structures

User Kenneth Falconer (St. Andrews).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 May 2015, 16:30-17:30

Group Walk Random Graphs

User A. Georgakopoulos (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 May 2015, 15:00-16:00

Cambridge Finance Workshop Series

Mind the Gap: The Difference between US and European Loan Rates

User Anthony Saunders – John M. Schiff Professorship in Finance - Stern.

House 10 Trumpington Street.

Wednesday 06 May 2015, 13:00-14:00

On Talagrand's convolution conjecture in Gaussian space

User Ronen Eldan (Berkeley).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 May 2015, 16:30-17:30

Locality of critical points: the connective constant

User Geoffrey Grimmett (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 May 2015, 15:00-16:00

Cambridge Finance Workshop Series

Financially Constrained Arbitrage and Cross-Market Contagion

User Denis Gromb is Professor of Finance at INSEAD, where he teaches Corporate Finance.

House Room W4.03 Judge Business School.

Thursday 30 April 2015, 13:00-14:00

On a simple model of deposition

User Amine Asselah (Paris 12).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 April 2015, 16:30-17:30

Stochastic dynamics of discrete interfaces and dimer models

User Benoit Laslier (Statslab).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 April 2015, 15:00-16:00

Conformally invariant loop measures

User Stéphane Benoist (Columbia).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 April 2015, 16:30-17:30

Planar maps, circle patterns, conformal point processes and 2D gravity

User François David (CEA).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 April 2015, 15:00-16:00

Invariants of Random Knots

User Chaim Even Zohar (Hebrew University of Jerusalem).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 March 2015, 16:30-17:30

Random loop models and quantum spin systems

User Daniel Ueltschi (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 March 2015, 15:00-16:00

On the Gibbs states of the Ising and Potts models

User Loren Coquille, Bonn University.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 March 2015, 16:30-17:30

The maximal particle of branching random walk in random environment

User Alexander Drewitz (Columbia).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 March 2015, 15:00-16:00

Cambridge Finance Workshop Series

Precautionary Saving and Aggregate Demand

User M. Edouard Challe is a CNRS researcher and associate professor of Economics at Ecole Polytechnique.

House Room W4.06 Judge Business School.

Thursday 05 March 2015, 13:00-14:00

Metropolis dynamics of mean-field spin glasses

User Jiri Cerny, Vienna.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 March 2015, 16:30-17:30

Cluster growth in a forest fire model

User Nic Freeman, Bristol.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 March 2015, 15:00-16:00

Continuity and stability of the cut locus of the Brownian map

User Brett Kolesnik (UBC).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 February 2015, 16:00-17:00

Cambridge Finance Workshop Series

Credit Ratings and Structured Finance

User Joel Shapiro is Associate Professor of Finance at Saïd Business School, University of Oxford.

House 10 Trumpington Street.

Thursday 19 February 2015, 13:00-14:00

Liouville Brownian motion and thick points of the Gaussian free field

This talk has been canceled/deleted

User Henry Jackson, Cambridge.

House MR12, CMS.

Tuesday 17 February 2015, 16:00-17:00

Liouville Brownian motion and thick points of the Gaussian free field

User Henry Jackson, Cambridge.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 February 2015, 16:00-17:00

Analysis of a stochastic branching recursion related to the Anderson transition

User Dr. Christian Webb.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 February 2015, 15:45-16:45

Cambridge Finance Workshop Series

The Excessive Creation of Sequel Firms

User Pierre Mella-Barral, Professor - Speciality: Finance, EDHEC Business School.

House 10 Trumpington Street.

Thursday 05 February 2015, 13:00-14:00

Peter Whittle Lecture

An afternoon of talks exploring the links between classical information theory, probability, statistics and their quantum counterparts.

User Reinhard Werner (Hannover), Fernando Brandao (Microsoft Research), Robert Koenig (TU Munich), Renato Renner (ETH Zurich).

House MR15 Centre for Mathematical Sciences.

Wednesday 28 January 2015, 14:00-18:10

Cambridge Finance Workshop Series

Randomized Strategies and Prospect Theory in a Dynamic Context

User Professor David Hobson, University of Warwick, Department of Statistics.

House Lecture Theatre 3, Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

Thursday 22 January 2015, 12:30-13:30

Random Dirichlet series arising from records

User Dr Ryokichi Tanaka, Tohoku University .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 December 2014, 15:30-16:30

Cambridge Finance Workshop Series

Robust vs realistic: interpolating between model-specific and model-free settings for pricing and hedging

User Prof. Jan Obloj, Associate Professor of Mathematical Finance, Fellow and Tutor in Mathematics at St John's College, Member of the Oxford-Man Institute of Quantitative Finance.

House Judge Business School - Room W4.03.

Thursday 27 November 2014, 17:00-18:00

On the peeling process of random planar maps

User Professor Nicolas Curien, Universite Paris-Sud Orsay .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 November 2014, 14:00-15:00

Bernoulli convolutions for algebraic parameters

User Dr Peter Varju, University of Cambridge .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 November 2014, 16:30-17:30

Cambridge Finance Workshop Series

The Economic Impact of a Bank Oligopoly: Britain at the Turn of the 20th Century

User Fabio Braggion.

House Judge Business School - Room W4.03.

Thursday 13 November 2014, 17:00-18:00

Maximal couplings and geometry

User Dr Sayan Banerjee, University of Warwick.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 November 2014, 16:30-17:30

The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos.

User Dr Christian Webb, Aalto University, Finland .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 November 2014, 16:30-17:30

Scaling limit of the largest clusters in critical percolation and FK-Ising models in two dimensions

User Dr Demeter Kiss, Statistical Laboratory, Cambridge.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 October 2014, 16:30-17:30

Solving the dynamical sine-Gordon equation

User Dr Hao Shen, University of Warwick .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 October 2014, 16:30-17:30

Cambridge Finance Workshop Series

Comparative Advantage and Specialization in Bank Lending

User Dr Daniel Paravisini , The London School of Economics.

House Barbara White Room, Newnham College.

Thursday 16 October 2014, 17:00-18:00

Random walk on hyperbolic unimodular triangulations and circle packing

User Dr Gourab Ray, Statistical Laboratory, University of Cambridge .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 October 2014, 16:30-17:30

Cambridge Finance Workshop Series

Misspecified Recovery

User Jose A. Scheinkman, Edwin W. Rickert Professor of Economics at Columbia University.

House Judge Business School - Room W4.03.

Thursday 09 October 2014, 17:00-18:00

Peter Whittle Lecture

Peter Whittle Colloquium

User Yuval Peres (MSR Redmond) , Bálint Tóth (TU Budapest/U Bristol) , Wendelin Werner (ETH Zurich) .

House MR12 Centre for Mathematical Sciences.

Friday 03 October 2014, 16:00-19:00

What happens to a random walk of chained particles when the chain forms a loop or is very long?

User Professor Serge Cohen, Institut Mathematique de Toulouse.

House MR13, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Thursday 12 June 2014, 15:30-16:30

Phase transition in loop percolation

User Dr Artem Sapozhnikov, Max-Planck Institut fur Mathematik, Leipzig.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 May 2014, 16:30-17:30

Rounding Markov Chains and Iterative Load-Balancing Schemes

User Dr Thomas Sauerwald, Computer Laboratory, University of Cambridge .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 May 2014, 16:30-17:30

Polymer pinning with sparse disorder

User Professor Ken Alexander, University of Southern California.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 May 2014, 15:00-16:00

Random lattice triangulations

User Dr Alexandre Stauffer, University of Bath .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 May 2014, 16:30-17:30

Random loop models with links to quantaum spin systems

User Dr Daniel Ueltschi, Warwick University .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 06 May 2014, 16:30-17:30

Mixing-time and cut-off window for the exclusion process on 1-dimensional graphs

User Dr Hubert Lacoin, Universite Paris Dauphine.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 April 2014, 16:30-17:30

A dynamical system of the WR model in 1D

User Dr Yuri Suhov, Statslab/University of Sao Paulo, Brazil .

House MR15, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 April 2014, 14:15-15:15

Planar lattices do not recover from forest fires

User Demeter Kiss (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 March 2014, 14:00-15:00

Some properties of the true self-repelling motion

User Laure Dumaz (Cambridge) .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 March 2014, 16:30-17:30

Random stable looptrees

User Igor Kortchemski (ENS Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 February 2014, 14:00-15:00

Asymptotic normality of fringe subtrees in conditioned Galton--Watson trees

User Svante Janson (Uppsala University).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 February 2014, 16:30-17:30

Random matrices at high temperature

User Romain Allez (Berlin) .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 February 2014, 16:30-17:30

About the FK-Potts relation in the continuous CLE setup, and its connection to the Gaussian Free Field

User Wendelin Werner (ETH).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 February 2014, 14:00-15:00

An analytic inequality and some random applications

User Prof Ken Falconer (St Andrews).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 January 2014, 16:30-17:30

Lengths of Monotone Subsequences in a Mallows Permutation

User Nayantara Bhatnagar (University of Delaware).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 January 2014, 16:30-17:30

On exact scaling log-infinitely divisible cascades

User Xiong Jin (Manchester).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 January 2014, 15:15-16:15

Localization of weighted vertex reinforced random walks on the integers

User Bruno Schapira (Aix-Marseille).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 December 2013, 15:30-16:30

Recent progress in multi-type WR models

User Yuri Suhov (Cambridge & Sao Paulo) .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 December 2013, 14:00-15:00

Brownian motion in Liouville quantum gravity

User Nathanael Berestycki (Cambridge) .

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 November 2013, 16:30-17:30

Conformal invariance of isoradial dimers

User Zhongyang Li (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 November 2013, 14:00-15:00

Local limit theorem for ballistic random walk in random environments

User Noam Berger (Munich).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 November 2013, 16:30-17:30

Uniformity of the late points of the random walk on the discrete torus

User Perla Sousi (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 November 2013, 16:30-17:30

Small-particle scaling limits in a regularized Laplacian growth model

User Alan Sola (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 October 2013, 16:30-17:30

Coulomb gas ensembles in 2D

User Håkan Hedenmalm (KTH).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 October 2013, 16:30-17:30

Large N asymptotics of the Yang-Mills measure

User Thierry Levy (Paris VI).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 October 2013, 14:00-15:00

Percolation of finite clusters

User Geoffrey Grimmett (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 June 2013, 14:00-15:00

Self-avoiding walk on regular graphs

User Zhongyang Li (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 May 2013, 16:30-17:30

Nodal length fluctuations for arithmetic random waves.

User Igor Wigman, (King's College London).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 May 2013, 16:30-17:30

Nucleation and growth in the Ising model at very low temperatures (joint work with Francesco Manzo, Roma)

User Raphael Cerf (Université Paris-Sud).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 May 2013, 14:00-15:00

Connectivity patterns in loop percolation and constant term identities

User Dan Romik (UC Davis).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 March 2013, 16:30-17:30

Cambridge Finance Workshop Series

Venture Capital, Patents and Innovation

User Roberta Dessi, Toulouse School of Economics (joint with Nina Yin). .

House Barbara White Room, Newnham College.

Tuesday 05 March 2013, 17:00-18:00

Discrete holomorphicity and Ising model transfer matrix formalism

User Kalle Kytölä (Helsinki).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 February 2013, 16:30-17:30

Cambridge Finance Workshop Series

Testing the Returns from Black-Box Hedge Fund

User Peyton Young, University of Oxford.

House Barbara White Room, Newnham College.

Tuesday 19 February 2013, 17:00-18:00

A consistency estimate for Kac's model of elastic collisions in a dilute gas

User James Norris (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 February 2013, 16:30-17:30

Flows driven by rough paths

User Ismael Bailleul (IRMAR).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 February 2013, 16:30-17:30

Cambridge Finance Workshop Series

Structural liquidity: Time coordination of economic activities and sectoral interdependence

User Ivano Cardinale (Emmanuel College), Roberto Scazzieri (University of Bologna and Gonville and Caius College).

House Barbara White Room, Newnham College.

Tuesday 05 February 2013, 17:00-18:00

Self-avoiding walks, one-third and two-thirds, and KPZ universality

User Alan Hammond (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 February 2013, 16:30-17:30

Finite range decomposition of free fields

User Roland Bauerschmidt (UBC).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 January 2013, 14:00-15:00

Diffusivity of random walk in divergence free random drift field in 2d

User Balint Toth (TU Budapest ).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 January 2013, 16:30-17:30

The free Bose gas and permutations of integers

User Thomas Richthammer (Munich).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 January 2013, 16:30-17:30

A new approach to the Brownian web

User Nathanael Berestycki (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 November 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Ranadeva Jasasekera - 'A general theory of the firm'

User Ranadeva Jayasekera, a lecturer from Southampton (ex Cambridge PhD).

House Barbara White Room, Newnham College.

Tuesday 20 November 2012, 17:00-18:00

Invariant and unimodular measures in the theory of random graphs

User Vadim Kaimanovich (University of Ottawa).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 November 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Mike Joyce, Bank of England - Quantitative easing in the UK: evidence from financial markets on QE1 and QE2

User Mike Joyce, Bank of England.

House Barbara White Room, Newnham College.

Tuesday 06 November 2012, 17:00-18:00

On the monotonicity of the speed of biased random walk on a Galton-Watson tree without leaves

User Alexander Fribergh (Courant Institute of Mathematical Sciences).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 30 October 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Xuan Tam - Bankruptcy and Delinquency in a Model of Unsecured Debt

User Xuan Tam - CFAP, Cambridge Judge Business School, University of Cambridge.

House Sidgwick Hall, Newnham College.

Tuesday 23 October 2012, 17:00-18:00

SLE(8/3)-bubbles

User Dmitry Belyaev (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 23 October 2012, 16:30-17:30

Zero-temperature Stochastic 2D Ising model and anisotropic curve-shortening flow

User Hubert Lacoin (Université Paris Dauphine ).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 16 October 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Professor Alexander Lipton - Asymptotics for Exponential Lévy Processes and their Volatility Smile: Survey and New Results

User Professor Alexander Lipton, Bank of America Merrill Lynch, Imperial College..

House Lecture Theatre, Trinity Hall.

Tuesday 09 October 2012, 17:00-18:00

Space-time percolation and detection by mobile nodes

User Alexandre Stauffer (Microsoft Research).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 October 2012, 16:30-17:30

Recurrence of planar graph limits

User Ori Gurel-Gurevich (University of British Columbia).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 July 2012, 14:15-15:15

Variations of the Mermin--Wagner theorem

User Yuri Suhov (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 June 2012, 14:15-15:15

Cambridge Finance Workshop Series

Conceptualising EU/IMF Financial Assistance Negotiation in Latvia

User Samuel Dahan.

House Lucia Windsor Room, Newnham College.

Tuesday 29 May 2012, 17:00-18:00

On the continuity of SLE(k) curves in k and their behavior at the tip

User Fredrik Johansson Viklund (Columbia).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 May 2012, 16:30-17:30

Cambridge Finance Workshop Series

The Incentives of Performance Fees, High-Water Marks and Personal Stakes

User Moritz Dumbgen.

House Lucia Windsor Room, Newnham College.

Tuesday 15 May 2012, 17:00-18:00

Edge reinforced random walks, Vertex reinforced jump process, and the SuSy hyperbolic sigma model.

User Pierre Tarres (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 May 2012, 16:00-17:00

Cambridge Finance Workshop Series

Did inflation targeting make a difference during the financial crisis?

User Jonathan Smith.

House Lucia Windsor Room, Newnham College.

Tuesday 08 May 2012, 17:00-18:00

Cambridge Finance Workshop Series

'Towards a new institutional analysis of London's insurance market'

User Adrian Leonard is a PhD candidate in the Faculty of History studying under Professor Martin Daunton and Dr D'Maris Coffman, supported by the Centre for Financial History at Newnham College and the Cambridge Centre for Risk Studies..

House Lucia Windsor Room, Newnham College.

Tuesday 01 May 2012, 17:00-18:00

Magnetization field at criticality in the Ising model

User Christophe Garban.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 May 2012, 16:00-17:00

Cambridge Finance Workshop Series

The Financing and Re-financing of the War of the Spanish Succession, and then Re-Financing the South Sea Company

User Larry Neal is an Emeritus Professor of Economics at the University of Illinois..

House Lucia Windsor Room, Newnham College.

Tuesday 24 April 2012, 17:00-18:00

Generalized sub-Riemannian cut loci and implied/local volatility smiles

User Peter Friz (TU Berlin).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 April 2012, 16:30-17:30

Cambridge Finance Workshop Series

The Impact of Jumps and Thin Trading on Realsied Hedge Ratios

User Lyudmyla Hvozdyk, CERF, Cambridge Judge Business School.

House Lucia Windsor Room, Newnham College.

Tuesday 06 March 2012, 17:00-18:00

Loop statistics for dimer models on the torus

User Cedric Boutillier (Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 06 March 2012, 14:15-15:15

Random rigidity in the free group

User Danny Calegari (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 February 2012, 14:15-15:15

Cambridge Finance Workshop Series

How Does A Firm’s Default Risk Affect Its Expected

User Kevin Aretz, Manchester Business School.

House Barbara White Room, Newnham College.

Tuesday 21 February 2012, 17:00-18:00

Random Toeplitz matrices

User Arnab Sen (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 February 2012, 14:15-15:15

Cambridge Finance Workshop Series

Capital in the Business Cycle: Renting versus Ownership

User Gabor Pinter.

House Lucia Windsor Room, Newnham College.

Tuesday 14 February 2012, 17:00-18:00

Disorder, entropy and harmonic functions

User Hugo Duminil (Geneva).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 February 2012, 14:15-15:15

Another natural random triangulation of the disk

User Wendelin Werner (Paris-Sud).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 February 2012, 16:30-17:30

Branching Brownian motion with selection

User Pascal Maillard (UPMC).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 February 2012, 14:15-15:15

Analytical and Combinatorial Problems via Probability

Joint Seminar with Combinatorics Series

User Jordan Stoyanov (Newcastle).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Thursday 02 February 2012, 14:30-15:30

Connectivity properties of random interlacements

User Balazs Rath (ETH, Zurich).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 31 January 2012, 16:30-17:30

Scaling limits for anisotropic Hastings-Levitov type clusters

User Alan Sola (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 31 January 2012, 14:15-15:15

Energy of cutoff functions and heat kernel upper bounds

User Martin Barlow (UBC).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 January 2012, 14:15-15:15

Probabilistic models for causal quantum gravity and scale dependent spectral dimension

User Stefan Zohren (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 January 2012, 16:30-17:30

Spectral statistics of large random matrices

User Antti Knowles (Harvard).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 January 2012, 14:15-15:15

Critical 2-dimensional Ising model: local statistics and combinatorics via dimers

User Beatrice de Tiliere (Paris).

House TBC, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 November 2011, 16:30-17:30

Algorithmic Barriers from Phase Transitions

User Dimitris Achlioptas (University of Athens & RACTI).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 November 2011, 16:30-17:30

On the relation of random unitary matrices and zeta function zeros

User Vladislav Kargin (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 November 2011, 16:30-17:30

Speed of random walks

User Yuval Peres (Microsoft Research, Redmond).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 November 2011, 14:15-15:15

Cover times, blanket times, and the Gaussian free field.

User Yuval Peres Microsoft Research, Redmond.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 November 2011, 14:15-15:15

Critical Temperature of Periodic Ising Models

User Zhongyang Li (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 October 2011, 14:15-15:15

Mixing times are hitting times of large sets

User Perla Sousi (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 October 2011, 16:30-17:30

Universality and RSW for inhomogeneous bond percolation

User Ioan Manolescu (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 October 2011, 16:30-17:30

Unbiased Shifts for Brownian Motion

User Hermann Thorisson (University of Iceland).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Monday 26 September 2011, 14:15-15:15

Symmetric processes and Ocone martingales

User Thorsten Rheinlander.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 June 2011, 16:30-17:30

Connectivity in discrete random processes

User Po-Shen Loh (Carnegie-Mellon).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Thursday 09 June 2011, 16:30-17:30

Dynamics of the evolving Bolthausen-Sznitman coalescent

User Jason Schweinsberg (UCSD).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 31 May 2011, 16:30-17:30

Probabilistic Euler Scheme for Fractional Conservational Laws

User Raphael Roux (Dauphine).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 May 2011, 16:30-17:30

Aggregation and Coalescence III

User James Norris (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 May 2011, 16:30-17:30

Old and new results on stationary tessellations

User Guenter Last (Karlsruhe Institute of Technology).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 May 2011, 16:30-17:30

Aggregation and Coalescence II

User James Norris (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 May 2011, 15:00-16:00

Aggregation and Coalescence I

User James Norris (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 May 2011, 16:30-17:30

Peter Whittle Lecture

An afternoon of Mathematics and Biology

User Richard Durbin (Wellcome Trust Sanger Institute), Glenn Vinnicombe (Engineering Department), Ottoline Leyser (Sainsbury Laboratory).

House Wolfson Room (MR2) Centre for Mathematical Sciences.

Tuesday 26 April 2011, 14:00-19:00

Cambridge Finance Workshop Series

tbc

User Speaker to be confirmed.

House Winstanley Lecture Hall, Trinity College.

Tuesday 15 March 2011, 16:45-17:45

Critical temperature of the square lattice Potts model

User Hugo Dominil-Copin (Geneva).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 March 2011, 16:30-17:30

The branching Brownian motion seen from its tip

User Julien Berestycki (Paris VI).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 March 2011, 16:30-17:30

Cambridge Finance Workshop Series

Understanding the Global Imbalance from the Perspective of Outsourcing Activities to China

User Dr Yuning Gao (WCFH, University of Cambridge).

House Winstanley Lecture Hall, Trinity College.

Tuesday 01 March 2011, 16:45-17:45

New results on spectra of multi-particle Schrödinger operators with random potentials.

User Yuri Suhov (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 March 2011, 16:30-17:30

Cambridge Finance Workshop Series

What Death Can Tell: Are Executives Paid for Their Contributions to Firm Value?

User Dr Bang Dang Nguyen (CJBS & Hong Kong University of Science and Technology).

House Winstanley Lecture Hall, Trinity College.

Tuesday 22 February 2011, 16:45-17:45

Self-interacting random walks and their asymptotic behavior

User Wendelin Werner (Universite Paris-Sud and ENS).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 February 2011, 16:30-17:30

A probabilistic approach to Carne's bound

User Remi Peyre (UPMA.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 February 2011, 16:30-17:30

Cambridge Finance Workshop Series

Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound

User Andrew Meldrum (Faculty of Economics).

House Winstanley Lecture Hall, Trinity College.

Tuesday 08 February 2011, 16:30-17:30

Scaling limits of forest fire processes.

User Nicolas Fournier (Marne-La-Vallée).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 08 February 2011, 16:30-17:30

Cambridge Finance Workshop Series

Risk-Based Pricing and Default in Subprime Credit Card Markets

User Dr Sule Alan (Faculty of Economics).

House Winstanley Lecture Hall, Trinity College.

Tuesday 01 February 2011, 16:45-17:45

Probabilistic representation of quantum correlation

User Daniel Ueltschi (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 01 February 2011, 16:30-17:30

Continuity of mutual information and the entropy-power inequality

User Mark Kelbert (Swansea).

House MR11, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Wednesday 26 January 2011, 16:30-17:30

Abelian sandpiles on infinite graphs

User Antal Jarai (Bath).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 January 2011, 16:30-17:30

Hedging under arbitrage

User Johannes Ruf (Columbia).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 January 2011, 14:00-15:00

Time inhomogeneous Markov chains: merging and stability

User Laurent Saloff-Coste (Cornell).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 January 2011, 16:30-17:30

Cambridge Finance Workshop Series

Coherent global market simulations for counterparty credit portfolios

User Claudio Albanese (King's College, London).

House Winstanley Lecture Hall, Trinity College.

Tuesday 30 November 2010, 17:00-18:00

Talk cancelled

User Michael Keane (Wesleyan University).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 30 November 2010, 14:00-15:00

Concentration inequalities by the entropy method, variations

User Stephane Boucheron (Universite Paris 7).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Friday 26 November 2010, 16:00-17:00

Cambridge Finance Workshop Series

Dr Hector Calvo Pardo (University of Southampton)

User Subjective stock market expectations and portfolio choice.

House Winstanley Lecture Hall, Trinity College.

Tuesday 23 November 2010, 17:00-18:00

Lifetime of relativistic diffusions

User Ismael Bailleul (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 23 November 2010, 16:30-17:30

Cambridge Finance Workshop Series

Trading to stops

User Prof Chris Rogers (Statistical Laboratory).

House Winstanley Lecture Hall, Trinity College.

Tuesday 16 November 2010, 17:00-18:00

Cambridge Finance Workshop Series

Roundheads versus Cavaliers: Assessing the Impact of Quantitative Easing

User Prof Jagjit Chadha (University of Kent).

House Winstanley Lecture Hall, Trinity College.

Tuesday 09 November 2010, 17:00-18:00

Bulk scaling limit of the Laguerre ensemble

User Stephanie Jacquot (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 November 2010, 16:30-17:30

Relativistic stochastic processes

User Fabrice Debbasch (Paris VI).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Thursday 04 November 2010, 16:00-17:00

Cambridge Finance Workshop Series

What determines government spending multipliers?

User Prof Giancarlo Corsetti (Faculty of Economics).

House Winstanley Lecture Hall, Trinity College.

Tuesday 02 November 2010, 17:00-18:00

Coalescing systems of non-Brownian particles

User Arnab Sen (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 November 2010, 16:30-17:30

Cambridge Finance Workshop Series

Optimal hedging of variance derivatives

User Mr John Crosby (UBS and Glasgow University).

House Winstanley Lecture Hall, Trinity College.

Tuesday 26 October 2010, 17:00-18:00

Statistics at the tip of a branching random walk, and simple models of evolution with selection.

User Bernard Derrida (ENS Paris).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 October 2010, 16:30-17:30

Cambridge Finance Workshop Series

On the Forecasting Performance of Macroeconomic Fundamentals on Exchange Rate Movements

User Weiwei Yin (Faculty of Economics).

House Winstanley Lecture Hall, Trinity College.

Tuesday 19 October 2010, 17:00-18:00

Near-critical scaling limits

User Christophe Garban (CNRS, Lyon).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 October 2010, 16:30-17:30

Cambridge Finance Workshop Series

From Keynesian consensus to 'sado-monetarism': UK monetary policy from devaluation to Mrs Thatcher

User Duncan Needham (Faculty of History).

House Winstanley Lecture Hall, Trinity College.

Tuesday 12 October 2010, 17:00-18:00

Stochastic Differential Games and Applications to Energy and Consumer Goods Markets

User Ronnie Sircar (Princeton).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 October 2010, 16:30-17:30

On the Range of a Random Walk In a Torus

User Eric Shellef (Weizmann Institute).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 15 June 2010, 16:30-17:30

Cambridge Finance Workshop Series

Rethinking the dynamics of financial networks

User Lord Robert May, University of Oxford.

House Winstanley Lecture Hall, Trinity College.

Friday 04 June 2010, 17:00-18:00

Cambridge Finance Workshop Series

Roundheads versus Cavaliers: Assessing the Impact of Quantitative Easing (working title)

User Prof Jagjit Chadha, University of Kent.

House Winstanley Lecture Hall, Trinity College.

Friday 28 May 2010, 17:00-18:00

Detection of critical events before public announcements

User Arne Lokka (LSE).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 May 2010, 16:30-17:30

Cambridge Finance Workshop Series

The valuation of very long term liabilities (provisional title)

User Dr Simon Taylor, Cambridge Judge Business School.

House Winstanley Lecture Hall, Trinity College.

Friday 21 May 2010, 17:00-18:00

Stochastic geometry of the quantum Ising model

User Jakob Bjornberg (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 May 2010, 16:30-17:30

Cambridge Finance Workshop Series

Asset price bubbles and econometrics

User Ansgar Walther, Faculty of Economics.

House Winstanley Lecture Hall, Trinity College.

Friday 14 May 2010, 17:00-18:00

Branching Brownian motion in an inhomogeneous breeding potentia - CANCELLED

User Simon Harris (University of Bath).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 May 2010, 16:30-17:30

On a Heath-Jarrow-Morton approach for stock options

User Jan Kallsen, University of Kiel.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 May 2010, 16:30-18:30

Cambridge Finance Workshop Series

Explaining External Asset Allocation: A Multi-Country Model with Preference Heterogeneity

User Sergejs Saksonovs, Faculty of Economics.

House Winstanley Lecture Hall, Trinity College.

Friday 07 May 2010, 17:00-18:00

Discrete complex analysis and probability

User Stanislav Smirnov (University of Geneva).

House A1.06 Wolfson Lecture Room , CMS, Wilberforce Road, Cambridge, CB3 0WB.

Wednesday 05 May 2010, 17:00-18:00

Asymptotic behaviour of near-critical branching Brownian motion

User Nathanaël Berestycki (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 May 2010, 16:30-17:30

Cambridge Finance Workshop Series

Understanding the shape of the new institutional architecture of EU financial market supervision

User Prof Eilis Ferran, 3CL.

House Winstanley Lecture Hall, Trinity College.

Friday 30 April 2010, 17:00-18:00

Recursive triangulations and fragmentation theory

User Nicolas Curien (ENS).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 April 2010, 16:30-17:30

The noisy veto-voter model: a Recursive Distributional Equation on [0,1]

User Saul Jacka (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 March 2010, 16:30-17:30

Random shapes and Sierpinski-type carpets

User Wendelin Werner (ENS Paris and Orsay).

House MR2, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Friday 05 March 2010, 14:00-15:00

Cambridge Finance Workshop Series

Computer Simulation of the Financial Markets

User Mr Christopher Clack, Direct of Financial Computer at UCL.

House Winstanley Lecture Hall, Trinity College.

Friday 26 February 2010, 17:00-18:00

Applications of a Markov mapping theorem

User Tom Kurtz (Wisconsin).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 23 February 2010, 16:30-17:30

Embeddings, entanglement, and percolation

User Geoffrey Grimmett (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 16 February 2010, 16:30-17:30

Quantitative chaos propagation estimates for jump processes

User Clement Mouhot (CNRS & Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 February 2010, 16:30-17:30

Collision of random walks

User Perla Sousi (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 February 2010, 16:30-17:30

Scaling limits of random planar maps with large faces

User Gregory Miermont (Paris-Sud Orsay).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 January 2010, 16:30-17:30

Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations

User Daniel Remenik, Cornell University.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 January 2010, 16:30-17:30

Diffusion and cascading behavior in random networks

Note unusual day and time: 3pm in MR5 (joint with Networks).

User Mark LeLarge (ENS Paris).

House MR5, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Monday 11 January 2010, 15:00-16:00

Directed polymers in random environment with heavy tails.

User Oren Louidor (NYU).

House Seminar Room 2, Newton Institute Gatehouse..

Friday 04 December 2009, 14:30-15:30

Percolation of random interlacements under small intensities

User Augusto Teixeira (ETH-Zürich).

House Newton Institute Gatehouse.

Wednesday 02 December 2009, 16:00-17:00

Cambridge Finance Workshop Series

The 2008-2009 crisis in historical perspective: international cooperation and the emergence of the G20

User Dr Luca Einaudi, G8 & G20 office.

House Winstanley Lecture Hall, Trinity College.

Friday 27 November 2009, 17:00-18:00

Concentration inequalities for random matrix and operator eigenvalues

User Yuri Suhov.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 November 2009, 16:30-17:30

Cambridge Finance Workshop Series

Feedback Trading and the Optimal Choice of Price Impact (provisional title)

Entrant for the CF Best Student Paper Award 2009-2010

User Jimmy Oh, PhD student, Faculty of Economics.

House Winstanley Lecture Hall, Trinity College.

Friday 20 November 2009, 17:00-18:00

Title to be confirmed

User Aleksander Mijatovic (Imperial College).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 17 November 2009, 16:30-17:30

Cambridge Finance Workshop Series

Title to be confirmed

Entrant for the CF Best Student Paper Award 2009-2010

User Philipp Andres, PhD student, Faculty of Economics.

House Winstanley Lecture Hall, Trinity College.

Friday 13 November 2009, 17:00-18:00

Put-call Symmetry

User Mike Tehranchi (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 November 2009, 16:30-17:30

Cambridge Finance Workshop Series

Expectations of Inflation, Monetary Policy & the Term Structure of Interest Rates

PLEASE NOTE: This is a different venue to usual.

User Prof Michael Magill, University of Southern California.

House Room B16, Faculty of Law.

Friday 06 November 2009, 17:00-18:00

Drift, draft and structure: modelling evolution in a spatial continuum

User Alison Etheridge, Oxford (TBC).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 November 2009, 16:00-17:30

Cambridge Finance Workshop Series

The Stimulus Effect of the VAT cut - an early assessment

User Dr Tom Crossley, Faculty of Economics.

House Winstanley Lecture Hall, Trinity College.

Friday 30 October 2009, 17:00-18:00

Sandpiles, Staircases and Self-organized criticality

User Anne Fey, Eindehoven.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 October 2009, 16:30-17:30

Directed polymers and the quantum Toda lattice

User Neil O'Connell (Univ .Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 October 2009, 16:30-17:30

The simple harmonic urn

User Stas Voklov (Univ. Bristol).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 October 2009, 16:00-17:30

A diffusion description of the random matrix hard edge

User Brian Rider (Colorado).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 June 2009, 14:00-15:00

Brownian polymers

User Pierre Tarres (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 May 2009, 16:00-17:30

The mathematics of collective synchronization (Rouse Ball Lecture)

User Professor Steven Strogatz Cornell University.

House Room 3, Mill Lane lecture rooms.

Tuesday 19 May 2009, 12:00-13:00

Parameter Estimation for Rough Differential Equations

User Anastasia Papavasilious (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 May 2009, 14:00-15:00

Construction of a probability measure with a prescribed logarithmic derivative ; existence and uniqueness.

User Paul Malliavin (Paris VI).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Wednesday 29 April 2009, 14:00-15:00

Pinning-depinning transition in Random Polymers

User Nikos Zygouras (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 21 April 2009, 14:00-15:00

Title to be confirmed

User Alexander Holroyd (Microsoft Research and UBC).

House MR2, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 March 2009, 14:00-15:00

Convolution tail equivalent distributions: basic properties (Joint with Networks (OR) seminar).

User Dmitri Korshunov (Novosibirsk).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Friday 27 February 2009, 14:00-15:00

Refined and enhanced FFT techniques, with applications to pricing barrier options and their sensitivities

User Sergei Levendorskii (Univeristy of Chicago).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 February 2009, 15:30-16:30

JOINT WITH NETWORKS (OR) SEMINAR SERIES:A Survey of Results for Deletion Channels and Related Synchronization Channels

User Michael Mitzenmacher, Harvard University.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 24 February 2009, 14:00-15:00

Cambridge Finance Workshop Series

Incidence Analysis of the Restoration and Hanoverian Excise: Assessing Contemporary Claims for Back Shifting, Forward Shifting and Substitution Effects

User D'Maris Coffman, Newnham College.

House Winstanley Lecture Hall, Trinity College.

Tuesday 17 February 2009, 17:00-18:00

Local semicircle law and level repulsion for Wigner random matrices

User Benjamin Schlein (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 February 2009, 14:00-15:00

A new combinatorial method for calculating the moments of Lévy area

User Daniel Levin (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 February 2009, 14:00-15:00

On the mixing time of random conjugacy walks

User Nathanael Berestycki (Cambridge)..

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Monday 26 January 2009, 14:00-15:00

Cambridge Finance Workshop Series

Title to be confirmed

User Speaker to be confirmed.

House Winstanley Lecture Hall, Trinity College.

Tuesday 20 January 2009, 17:00-18:00

Towards a (rough) pathwise theory of fully non-linear stochastic partial differential equations

User Harald Oberhauser, Cambridge.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 January 2009, 14:00-15:00

Towards a (rough) pathwise theory of fully non-linear stochastic partial differential equations"

User Harald Oberhauser (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Monday 19 January 2009, 14:00-15:00

Talagrand's concentration inequality for empirical processes

User Richard Nickl (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 02 December 2008, 14:00-15:00

Cambridge Finance Workshop Series

“On the Epidemic of Financial Crises” (tbc)

User Vanessa Smith, Centre for Financial Analysis and Policy.

House Winstanley Lecture Hall, Trinity College.

Tuesday 25 November 2008, 17:00-18:00

Trees and rough paths

User Jean Picard (Clermont-Ferrand).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 25 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

A Four-moment Portfolio Strategy for Emerging Equity Markets

User Warapong Wongwachara, PhD student, Department of Economics.

House Winstanley Lecture Hall, Trinity College.

Tuesday 18 November 2008, 17:00-18:00

Loop-erased random walk on planar graphs

User Ariel Yadin (Weizmann Institute).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 18 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

“Intermediation in Financial Networks” (tbc)

User Ana Babus, Centre for Financial Analysis.

House Winstanley Lecture Hall, Trinity College.

Tuesday 11 November 2008, 17:00-18:00

Some stationary fields and their spectral measure on hyperbolic plane

User Serge Cohen (Toulouse).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

Measurement in Accounts: Fair Value and the Credit Crunch

User Geoffrey Whittington, Centre for Financial Analysis and Policy.

House Winstanley Lecture Hall, Trinity College.

Tuesday 04 November 2008, 17:00-18:00

On refracted stochastic processes and the analysis of insurance risk

User Hansjoerg Albrecher (RICAM, Linz).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 04 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

Diverse Beliefs in a Simple Economy

User Angus Brown, Phd student on DPMMS.

House Winstanley Lecture Hall, Trinity College.

Tuesday 28 October 2008, 17:00-18:00

Phase transitions for dilute particle systems with potentials of Lennard-Jones type

User Nadia Sidorova (UCL).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 28 October 2008, 14:00-15:00

Cambridge Finance Workshop Series

Herd Induced by Uninformed Traders in Efficient Financial Markets

User Gongyu Chen (PhD student, Department of Economics).

House Winstanley Lecture Hall, Trinity College.

Tuesday 21 October 2008, 17:00-18:00

Uniform limit theorems for wavelet density estimators

joint Statistics/Probability Seminar

User Evarist Gine (University of Connecticut).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Monday 20 October 2008, 14:00-15:30

Transience in a Statistical Mechanics model of Random Band Matrices

User Tom Spencer (IAS, Princeton).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 14 October 2008, 14:00-15:00

The oriented swap process

User Dan Romik (Hebrew University).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 07 October 2008, 14:00-15:00

Cambridge Finance Workshop Series

Inside and Outside Liquidity.

User Jose Scheinkman, Princeton University.

House Winstanley Lecture Hall, Trinity College.

Wednesday 25 June 2008, 11:00-12:30

Moment explosions and long-term behaviour of affine stochastic volatility models

User Martin Keller-Ressel (TU Vienna).

House MR14, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Wednesday 18 June 2008, 14:15-15:00

Cambridge Finance Workshop Series

Optimal Asset Allocation with Factor Models for Large Portfolios

User Paolo Zaffaroni, Imperial College London.

House Winstanley Lecture Hall, Trinity College.

Tuesday 10 June 2008, 17:00-18:00

Title to be confirmed

User Speaker to be confirmed.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 10 June 2008, 14:00-15:00

Cambridge Finance Workshop Series

Modelling and Predicting the Time-varying Volatility Risk Premium: a Bayesian Non-Gaussian State Space Approach

User Gael Martin, Monash University, Clayton, Australia.

House Winstanley Lecture Hall, Trinity College.

Tuesday 03 June 2008, 17:00-18:00

A model for the evolution of an order book

User Sasha Stoikov (Columbia).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 03 June 2008, 14:00-15:00

Super-Brownian motion among Poissonian obstacles

User Amandine Veber (Ecole Normale).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 May 2008, 14:00-15:00

Cambridge Finance Workshop Series

CEO Turnover, Firm Performance, and Ownership Structure

User Stefan Petry, Cambridge University.

House Winstanley Lecture Hall, Trinity College.

Tuesday 20 May 2008, 17:00-18:00

Random attractors for stochastic Navier-Stokes equations in some unbounded domains

User Zdzislaw Brzezniak (York).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 May 2008, 14:00-15:00

Cambridge Finance Workshop Series

A Structural Model of Portfolio Default Risk with Stochastic Time

User Seung Yang, Cambridge University.

House Winstanley Lecture Hall, Trinity College.

Tuesday 13 May 2008, 17:00-18:00

Where does randomness lead in spacetime?

User Ismael Bailleul (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 May 2008, 14:00-15:00

Behaviour near the extinction time in stable fragmentation processes

User Christina Goldschmidt (Oxford).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 06 May 2008, 14:00-15:00

Large deviations, metastability, and stochastic resonance

User Mark Freidlin (University of Maryland).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Friday 02 May 2008, 15:30-16:30

Large deviations, metastability, and stochastic resonance

User Mark Freidlin (University of Maryland).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Friday 02 May 2008, 15:30-16:30

Cambridge Finance Workshop Series

An Optimal Selling Strategy Based on Predicting the Ultimate Maximum Price

User Violetta Bernyk, University of Cambridge.

House Winstanley Lecture Hall, Trinity College.

Tuesday 29 April 2008, 17:00-18:00

Title to be confirmed

User Speaker to be confirmed.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 April 2008, 14:00-15:00

Title to be confirmed

User Speaker to be confirmed.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 11 March 2008, 14:00-15:00

Title to be confirmed

User Yves Le Jan (Orsay).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 26 February 2008, 14:00-15:00

Title to be confirmed

User Speaker to be confirmed.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 19 February 2008, 14:00-15:00

A natural notion of Ornstein-Uhlenbeck processes with applications to simulated annealing

User Josef Teichmann (TU Vienna).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 12 February 2008, 14:00-15:00

Random walks in random environment in the sub-ballistic regime: ageing and localization

User Olivier Zindy (WIAS).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 05 February 2008, 14:00-15:00

Optimal Skorokhod embeddings with applications to pricing and hedging of double barrier options

User Jan Obloj (Imperial).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 29 January 2008, 14:00-15:00

A characterization of forward utility functions

User Mike Tehranchi (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 22 January 2008, 14:00-15:00

Birth-and-death Markov processes in spatial ecology

User Yuri Kondratiev (University of Reading).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 27 November 2007, 14:00-15:00

Recent progress in the multi-patricle Anderson tight binding model

User Prof. Y.M. Suhov (Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 20 November 2007, 14:00-15:00

On the relations between implied and spot volatilities

User Valdo Durrleman (Ecole Polytechnique).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Friday 16 November 2007, 14:00-15:00

The discrete Feynman integral

User Tony Dorlas (DIAS).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 13 November 2007, 14:00-15:00

Some universality results for 2D percolation

User Helen Lei (UCLA).

House MR11, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Friday 09 November 2007, 14:00-15:00

Dynamics for the Brownian web

User Jonathan Warren (Warwick).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 06 November 2007, 14:00-15:00

Random even graphs and the Ising model

User Geoffrey Grimmett, University of Cambridge.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 23 October 2007, 14:00-15:00

Double phase transition for a self-repelling Brownian particle

User Nathanael Berestycki, University of Cambridge.

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 16 October 2007, 14:00-15:00

Coalescing Brownian motions

User James Norris (University of Cambridge).

House MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

Tuesday 09 October 2007, 14:00-15:00

Please see above for contact details for this list.

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