Probability and Financial Mathematics Seminar (2011)

Probability and Financial Mathematics Seminar (2011)
DateRoomSpeaker(s)Title
11 Jan 2011 4:00pm - 5:00pm315 McAllisterUntitled
18 Jan 2011 4:00pm - 5:00pm315 McAllisterUntitled
25 Jan 2011 4:00pm - 5:00pm315 McAllisterJohn LiechtyApproaches to Modeling Financial Stability
01 Feb 2011 4:00pm - 5:00pm315 McAllisterWen TengBayesian nonparametric approaches for financial option pricing
08 Feb 2011 4:00pm - 5:00pm315 McAllisterUntitled
15 Feb 2011 4:00pm - 5:00pm315 McAllisterWen ChengOption pricing by analytical approximations to solutions of parabolic PDEs
22 Feb 2011 4:00pm - 5:00pm315 McAllisterUntitled
01 Mar 2011 4:00pm - 5:00pm315 McAllisterUntitled
08 Mar 2011 4:00pm - 5:00pm315 McAllisterUntitled
15 Mar 2011 4:00pm - 5:00pm315 McAllisterManfred DenkerThe generalized binomial model under stationary increments
22 Mar 2011 4:00pm - 5:00pm315 McAllisterJason MortonTools for higher order portfolio optimization
29 Mar 2011 4:00pm - 5:00pm315 McAllisterUntitled
05 Apr 2011 4:00pm - 5:00pm315 McAllisterUntitled
12 Apr 2011 4:00pm - 5:00pm315 McAllisterDmitry KramkovA model for price impact
19 Apr 2011 4:00pm - 5:00pm315 McAllisterSEE THIS WEEK DEPARTMENT COLLOQUIUM
26 Apr 2011 4:00pm - 5:00pm315 McAllisterUntitled
03 May 2011 4:00pm - 5:00pm315 McAllisterUntitled
16 Aug 2011 1:30pm - 2:30pm106 McAllisterUntitled
23 Aug 2011 1:20pm - 2:20pm106 McAllisterWen ChengOption pricing by approximation: short time asymptotics
30 Aug 2011 1:20pm - 2:20pm106 McAllisterWen ChengOption pricing by approximation: local volatilities and implied volatilities Abstract:
06 Sep 2011 1:20pm - 2:20pm106 McAllisterOlesya Grishenkono talk, but see Olesya Grishchenko's talk in the CAM Colloquium on Friday
13 Sep 2011 1:20pm - 2:20pm106 McAllisterUntitled
20 Sep 2011 1:20pm - 2:20pm106 McAllisterDan ParjolAsymptotic expansions in local volatility models
27 Sep 2011 1:20pm - 2:20pm106 McAllisterUntitled
04 Oct 2011 1:20pm - 2:20pm106 McAllisterManfred DenkerRisk measures (the talk is Wednesday, October 5 in Room MB106, Financial Stability Seminar)
11 Oct 2011 1:20pm - 2:20pm106 McAllisterCamelia PopMimicking theorem for generalized Heston-like processes
18 Oct 2011 1:20pm - 2:20pm106 McAllisterUntitled
25 Oct 2011 1:20pm - 2:20pm106 McAllisterUntitled
01 Nov 2011 1:20pm - 2:20pm106 McAllisterUntitled
08 Nov 2011 1:20pm - 2:20pm106 McAllisterUntitled
15 Nov 2011 1:20pm - 2:20pm106 McAllisterUntitled
22 Nov 2011 1:20pm - 2:20pm106 McAllisterUntitled
29 Nov 2011 1:20pm - 2:20pm106 McAllisterUntitled
06 Dec 2011 1:20pm - 2:20pm106 McAllisterUntitled
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