Stephan Sturm
Associate Professor
Department of Mathematical Sciences
Salisbury Laboaratories
405B
Worcester Polytechnic Institute
100 Institute Road
Worcester, MA 01609-2280
USA
Fon: + 1 / 508 / 831 - 5921
Fax: + 1 / 508 / 831 - 5824
Email:
Office hours: Monday 5:00-5:50pm, Tuesday 12:00-12:50pm, Thursday 1:00-1:50pm, Friday 3:00-3:50pm.
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Teaching
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Forthcoming and Recent Talks and Visits
09/15/21 Financial Mathematics Seminar, Princeton University, Princeton, NJ
06/22-23/20
Virtual Workshop on Financial Mathematics and Stochastic Analysis
, Instituto de Ciencias Matemáticas ICMAT, Madrid, Madrid, Spain (virtual;
video available
)
04/29/20
Quantitative Finance Seminar
, The Fields Institute, Toronto, ON (virtual;
video available
)
02/03/20
IAQF Thalesians Seminar
, Fordham Gabelli School of Business, New York, NY
12/06/19 Seminar, Business School, Southern University of Science and Technology (SUSTech), Shenzhen, China
10/17/19 Seminar on Financial Mathematics, Department of Mathematics, The Hong Kong University of Science and Technology, Hong Kong
07/09-23/19
Value Adjustments for Derivative Pricing: A Replication Approach via BSDEs
(Lecture Series), Seoul National University, Seoul, Korea
07/05/19
Workshop on Financial Mathematics and Engineering
, Seoul National University, Seoul, Korea
06/05-08/19
SIAM Conference on Financial Mathematics and Engineering 2019, Session on Robust Methods in Finance
, Toronto, ON
05/07/19
Seminario de Matemática Aplicada
, Universitad Autónoma de Madrid, Madrid, Spain
04/22/19
Mathematical Finance Colloquium
, University of Southern California, Los Angeles, CA
04/13-14/19
AMS Eastern Sectional Meeting
, Special Session on Financial Mathematics, Hartford, CT
03/05/19
Post/Doctoral Seminar in Mathematical Finance
, ETH Zurich, Zurich, Switzerland
03/04/19
IDP Kolloquium
, ZHAW, Winterthur, Switzerland
Stephan Sturm, 03/17/23
