Event Archive

TEMPORAL CORRELATION OF DEFAULTS IN SUBPRIME SECURITIZATION by Eric Hillebrand
  1. June 2, 2010 - 3:15pm
Horizon dependence of utility optimizers in incomplete models by Kasper Larsen
  1. May 17, 2010 - 3:15pm
Numeraire-invariant choices in financial modeling by Kostas Kardaras
  1. April 26, 2010 - 3:15pm
Wellposedness of Second Order Backward SDEs by Dr. Nizar Touzi
  1. March 3, 2010 - 3:15pm
Optimal Stopping for Dynamic Convex Risk Measures by Erhan Bayraktar
  1. February 22, 2010 - 3:15pm
Pricing and hedging in an equilibrium-based model for a large investor by David German
  1. January 25, 2010 - 3:15pm
Strict Local Martingale Deflators and Pricing American Call-Type Options by Hao Xing
  1. November 16, 2009 - 3:15pm
Tracking Error models and implementation by Peter Van De Zilver
  1. October 26, 2009 - 3:15pm
Regulation and the Removal of Arbitrage in Strongly Markovian Equity Market Models by Winslow Strong
  1. October 19, 2009 - 3:15pm
Option Pricing Under a Stressed-Beta Model by Adam Tashman
  1. October 12, 2009 - 3:15pm
Hybrid Atlas Models (Part II) by Dr. Tomoyuki Ichiba
  1. September 28, 2009 - 3:15pm to 4:45pm
Hybrid Atlas Models (Part I) by Dr. Tomoyuki Ichiba
  1. September 21, 2009 - 3:15pm to 4:45pm
Testing and Detecting Jumps Based on a Discretely Observed Process by Yingying Fan
  1. June 1, 2009 - 4:00pm
Conditional certainty equivalent and representation of risk measures by Prof. Marco Frittelli
  1. May 20, 2009 - 3:15pm
Chaotic Interest Rate Model Calibration by Matheus Grasselli
  1. May 18, 2009 - 3:15pm
Two and Twenty: what Incentives? by Paolo Guasoni
  1. May 4, 2009 - 3:15pm
Connecting singular controls and switching controls, with applications by Xin Guo
  1. April 27, 2009 - 3:15pm
Path-dependent inefficient strategies and how to make them efficient by Carole Bernard
  1. April 20, 2009 - 3:15pm
Two models of equity markets and the distribution of market weights by Soumik Pal
  1. April 13, 2009 - 3:15pm
Asymptotic analysis of utility-based prices and hedging strategies for utilities defined on the whole real line by Mihai Sirbu
  1. April 6, 2009 - 3:15pm