OMI hosts a varied seminar programme during term-time. Please see details below of seminars open to members of the University.

Forthcoming Seminars

Past Seminars

Quantitative Finance Seminar Series
Thursday, November 1, 2018 - 16:00
Universal feature of intraday price formation: perspectives from Deep Learning
Oxford Man iInstitute welcomes Prof. Rama Cont to give the first talk as part of the new Quantitative Finance seminar series. Abstract: Using a Deep Supervised Learning approach applied to a high-frequency database containing billions of electronic...
A Model of the International Monetary System
Tuesday, June 14, 2016 - 12:15

Matteo Maggiori, Assistant Professor of Economics, Harvard

OMI Seminar Series
with the Saïd Business School
We propose a simple model of the international monetary system. We study the world supply and demand for reserve assets denominated in different currencies under a variety of scenarios: under a Hegemon vs. a multi-polar world; when reserve assets are...
Complete-market stochastic volatility models
Tuesday, June 7, 2016 - 12:30

Mark Davis, Professor of Mathematics, Imperial

OMI Seminar Series
with the Mathematical Institute
It is an old idea that incomplete markets should be completed by adding traded options as non-redundant securities. While this is easy to show in a finite-state setting, getting a satisfactory theory in continuous time has proved highly problematic. ...