Events

Department of Mathematics and Statistics

Texas Tech University

Fall 2026

Week:

Aug. 24 - Aug. 30

All

Current week

Colloquia

None this week

Seminars

Wednesday
Aug. 26
3 PM
Math 108

Algebra and Number Theory
Organizational meeting
Lars Christensen
Mathematics and Statistics, Texas Tech University

Friday
Aug. 28
2 PM
online

Mathematical Finance
Propagation of carbon price shocks through the value chain: a mean-field game of defaults
Peter Tankov
ENSAE, Institute Polytechnique de Paris

We develop a mean-field game framework to study carbon pricing in a multi-sector economy with defaultable firms. In each sector, firms produce a homogeneous good and choose inputs—labor, emissions, and intermediate goods—while taking endogenous prices as given and optimally deciding default timing. The economy is modeled as a system of coupled optimal stopping mean-field games, which admits a linear programming formulation characterizing Nash equilibria via population measure flows. We prove existence and uniqueness of the equilibrium price system. Numerical experiments with CES technologies highlight substitution effects and significant cross-sector spillovers driven by carbon price shocks.

Zoom link: texastech.zoom.us/j/3067000354?
Meeting ID: 306 700 0354
Passcode: TTUMF

Conferences and Meetings

Wednesday
Aug. 26
9 AM
Memorial Circle

Conferences and Meetings
Arts and Sciences Day fall 2026
TTU College of Arts and Sciences
Mathematics and Statistics, Texas Tech University