28th Annual Owens Lecture with Dr. Thaleia Zariphopoulou
Dr. Thaleia Zariphopoulou will be the lecturer at the Department of Mathematics' 28th Owens Lecture.
Zariphopoulou is the holder of the Presidential Chair of Mathematics and the V.F. Neuhaus Professorship of Finance at the University of Texas at Austin. Previously, she was the Laun Professor at the University of Wisconsin, Madison and from 2009-2012, the first holder of the statutory Oxford-Man Chair in Quantitative Finance at the Mathematical Institute, University of Oxford.
She is an associate faculty member of the Oxford-Man Institute of Quantitative Finance and holds a Visiting Professorship at the Mathematical Institute, University of Oxford. She is also a visiting member of the FDT Center for Intelligent Asset Management, IEOR Department, Columbia University.
Her area of expertise is Financial Mathematics and Stochastic Optimization. She has published extensively in the areas of investments and valuation in incomplete markets, and introduced novel approaches to indifference valuation, risk measures and dynamic utilities.
She has served very actively the community of Financial Mathematics. She sits on the editorial board of eleven academic journals and monograph series, and she is the Editor of the SIAM Series in Financial Mathematics. She has served in various prize committees and panels. She has also been the Vice-Chair (2007-2010) of the SIAG Activity Group in Financial Mathematics and Engineering, and has served as Vice-President (2004-2006) and President (2006-2008) of the Bachelier Finance Society.
In 2012, she was elected SIAM Fellow and in 2014, she was an invited speaker at the International Congress of Mathematicians in Seoul.
The lecture will take place at 2:30 p.m. on Wednesday, March 4th in the College of Engineering.
A brief summary of Dr. Zariphopoulou's talk can be found here: Abstract Talk
The Owens Lecture, supported by the generous contribution from the Owen Fund, is an annual public research event in the Mathematics Department, open to the general public especially to those who are interested in Mathematics and its applications. Refreshments will be served at 2:30 p.m. and the lecture will begin at 3:00 p.m. If interested, please RSVP here.