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Van Eenam Lectures

This lecture is funded by the Weltha McLachlan Van Eenam, Marjorie Van Eenam Butcher and Robert Ward Butcher Actuarial/Financial Mathematics Fund.

The Fund was established in memory  of the Esteemed Emeritus Professor Cecil J. Nesbitt who was a dear friend of Marjorie Van Eenam Butcher (pictured) and Robert Ward Butcher. The fund was created as part of the Weltha McLachlan Van Eenam Memorial Fund to benefit Actuarial/Financial Mathematics in the Department of Mathematics at the University of Michigan. Weltha McLachlan VanEenam was a 1918 graduate of Michigan who had a career as an early Social Security actuary.  Marjorie, Robert and Weltha were three dedicated teachers, devoted to their students' development who provided this fund in memory of Cecil Nesbitt, the greatest and kindest teacher among them.

Weltha McLachlan Van Eenam (A.B. 1918), Marjorie Van Eenam Butcher (A.B. 1947, A.M. 1949) and Robert Ward Butcher all were elected to Phi Beta Kappa while students at the University. By examination, all became members of the professional Society of Actuaries.

 

DATE Speaker/Organization  Lecture Title
September 24-26, 2019

 

Ioannis Karatzas
Columbia University

 

 

Mathematical Aspects of Arbitrage

Slides from Lecture 1

Conservative Diffusion as Entropic Gradient Flow

Slides from Lecture 2

The Harrison-Shepp Equation and some of Its Offspring

Slides from Lecture 3

Poster


 

 
October 2-4, 2018 Walter Schachermayer,
University of Vienna

The Amazing Power of Dimensional Analysis in Finance: Market Impact and the Intraday Trading Invariance Hypothesis

Slides from First Talk

Cover's Universal Portfolio, Stochastic Portfolio Theory and the Numeraire Portfolio

A Trajectorial Interpreation of Doob's Martingale Inequalities

 

April 3-5, 2018

Nizar Mohamed Touzi, Ecole Polytechnique

 

Colloquium: Mathematics for optimal contract theory

SLIDES from Colloquium  

New developments in second order backward SDEs

SLIDES from Lecture 2

Branching particles representation for nonlinear Cauchy problems

SLIDES from Lecture 3