Event Archive

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
Optimal Stopping and Optimal Switching for Hidden Markov Models by Mike Ludkovski
  1. January 22, 2008 - 10:00am
Tradeable Measures of Risk by Jan Vecer
  1. January 18, 2008 - 3:15pm
Hedging and pricing with execution delay by Huyên PHAM
  1. December 10, 2007 - 3:15pm
Small time and tail asymptotics for stochastic volatility models by Martin Forde
  1. November 26, 2007 - 3:15pm
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue by Eric Hillebrand
  1. October 29, 2007 - 3:15pm