Speaker: Jan Obloj (University of Oxford)
Skorokhod embedding is one of the most interesting problems in probability and stochastic processes, and have found profound applications in topical areas such as transportation problem, optimal stopping, and robust hedging. Obloj’s course will give a rare opportunity to learn systematically about this subject. The course will be conducted at CUHK. The teaching notes can be found :
Schedule and Venues [Map]:
28th Feb (Thu):
2.30-6.00pm : WMY_301 (Rm 301 Wu Ho Man Yuen Building), CUHK;
4.00-4.30pm : Tea Break
1st March (Fri):
2.30-6.00pm : WMY_301 (Rm 301 Wu Ho Man Yuen Building), CUHK
4.00-4.30pm : Tea Break
4th March (Mon):
2.30pm-5.00pm : AIT_G06 (Rm G06 An Integrated Teaching Building), CUHK
3.30-4.00pm : Tea Break