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Seminars in Economics Yuliy Sannikov (Princeton University)

"Dynamic Trading: Price Inertia, Front-Running and Relationship Banking" Abstract We build a linear-quadratic model to analyze trading in a market with pri-vate information and heterogeneous agents. Agents receive private endowment…

Seminars in Politics and Society Carol Mershon

"Formal Modeling for Substantive Social Research: The Place of Narratives  in Linking Theory to Models" abstract This talk grows out of Mershon's book manuscript, _Formal Modeling for Substantive Research_, co-authored…

Seminars in Statistics Andreas Kyprianou (University of Bath)

Deep factorisation of stable processes The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP).…