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

Archive: Old Page | 2016-2017 | Fall 2017 | Spring 2018