Event Archive

An Algorithm for the Pricing of Path-Dependent American Options Usng Malliavin Calculus by Prof. Henry Schellhorn
  1. March 4, 2009 - 3:15pm
Risk Management and the Pricing of CDOs Based on the Multivariate Wang Transform by Prof. Masaaki Kijima
  1. February 9, 2009 - 3:15pm
Overview on Foreign Exchange and Capital Markets by Arnold Miyamoto
  1. January 26, 2009 - 4:00pm
Reaction-Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains by Konstantinos Spiliopoulos
  1. January 23, 2009 - 2:00pm to 3:00pm
Robust Bayesian Portfolio Construction by Josh Davis
  1. January 12, 2009 - 3:15pm
Optimal Risk Sharing under Distorted Probabilities by Michael Ludkovski
  1. November 5, 2008 - 3:15pm
HEDGING IN MODELS WITH JUMPS AND TRANSACTION COSTS - a survey by Raj Sau
  1. October 27, 2008 - 3:15pm
VOLATILITY STABILIZATION, DIVERSITY AND ARBITRAGE IN STOCHASTIC FINANCE by Ioannis Karatzas
  1. October 20, 2008 - 3:15pm
Fractional Brownian motion: Stochastic calculus and applications by David Nualart
  1. October 13, 2008 - 3:15pm
SYSTEMIC CREDIT RISK: WHAT IS THE MARKET TELLING US? by Robert Gingrich
  1. September 29, 2008 - 3:15pm
An Introduction to Malliavin Calculus for Lévy Processes and Applications to Finance by Bernt Oksendal
  1. June 9, 2008 - 3:15pm
Film screening: Wolfgang Doeblin a mathematician rediscovered.
  1. May 5, 2008 - 3:15pm
Hitting Time Problems with Applications to Finance and Insurance by Sebastian Jaimungal
  1. April 21, 2008 - 3:15pm
The Law of the Minimal Price by Eckhard Platen
  1. April 7, 2008 - 3:15pm
Portfolio Optimization for Valuing Collateralized Mortgage Obligations by Mike Landrigan
  1. March 10, 2008 - 3:00pm
Modeling Risk in Arbitrage Strategies Using Finite Mixtures by Adam Tashman
  1. March 3, 2008 - 3:15pm
Distribution densities in stochastic volatility models by Archil Gulisashvili
  1. February 25, 2008 - 2:00pm
The first passage problem for jump diffusions and its implications for credit risk by Tom Hurd
  1. February 19, 2008 - 10:00am
Present Value Relation and the Volatility Puzzle: A Reexamination by Alok Khare
  1. February 11, 2008 - 3:15pm
Utility-based Valuation of Employee Stock Options by Tim Siu-Tang Leung
  1. January 28, 2008 - 3:15pm