This special lecture series in probability and mathematical finance is made possible by the generous support of the Minerva Research Foundation.
Meeting Time: Monday 1:10pm-2:25pm Location: Math 507. See Directions to the Mathematics Department.
In Fall 2018, the speaker is Walter Schachermayer (Vienna), and the topic of the lecture series is Asymptotic Theory of Transaction Costs. For an introduction to the topic, see these notes by the speaker.
Lecture videos: Lecture 1