This is a searchable repository of links to math videos. The database is regularly updated with videos from the following websites. If there is a source of videos which you would like to be added to this list, please send me an email at admin@videoarxiv.org.
  1. Simons Center
  2. Mathtube
  3. MSRI
  4. IHES
  5. Fields Institute
  6. Banff
  7. IAS

All talks

  1. Title:
    Energy Production and Mean Field Games

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  2. Title:
    Portfolio Asymptotics for Local-Stochastic Volatility Models

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  3. Title:
    Mean field game modeling for stochastic economic growth

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  4. Title:
    Dynamic R&D Games

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  5. Title:
    Portfolio Choice with Liquid and Illiquid Assets

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  6. Title:
    Who should sell stocks?

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  7. Title:
    Peacocks, Lyrebirds and Increasing Risk in the Rothschild Stiglitz Sense

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  8. Title:
    Dynamic Investment Under Counter-Party Risk

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  9. Title:
    Funding without Tears. A Unified Approach to XVA

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  10. Title:
    Optimal measure transformation problems as- sociated with defaultable bonds, futures prices, and forward prices

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  11. Title:
    Games of singular control and stopping driven by spectrally one-sided Lévy processes

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  12. Title:
    Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion

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  13. Title:
    Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors

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  14. Title:
    Bringing Tobin back: asset price dynamics and portfolio selection in macroeconomics

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  15. Title:
    Shortfall Aversion

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