Event Archive

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
A Stochastic Control Model of Optimal Dividend and Capital Financing by Hyekyung Min
  1. October 17, 2007 - 3:15pm
Replication based pricing of default contingent claims by Bjorn Flesaker
  1. October 15, 2007 - 3:45pm
Some Computational Aspects for Inference on Diffusion Processes by Helgi Tomasson
  1. October 10, 2007 - 3:15pm
PDE Approach to Credit Derivatives by Marek Rutkowski
  1. October 8, 2007 - 3:15pm
Optimal dividend policy and growth option by Stephane Villeneuve
  1. October 3, 2007 - 3:15pm
Risk Management and Solvency - Mathematical Methods in Theory and Practice by Doreen Strassburger
  1. August 10, 2007 - 2:30pm
Receding Horizon Control Methods in Financial Engineering by Jim Primbs
  1. May 21, 2007 - 3:15pm
An Idiot's Guide to Option Pricing by Dr. Bruno Dupire
  1. April 26, 2007 - 4:00pm
Applications of the Root Solution of the Skorohod Embedding Problem in Finance by Dr. Bruno Dupire
  1. April 25, 2007 - 2:45pm
Calibrating Credit From the Top Down by Lisa Goldberg
  1. April 16, 2007 - 3:15pm
Stability and equilibria in incomplete markets by Gordan Zitkovic
  1. April 9, 2007 - 3:15pm
Applying Model Reference Adaptive Search to American-style Option Pricing by Huiju Zhang
  1. April 4, 2007 - 3:15pm
"Mathematics, Finance, and Actuarial Sciences" by Jin Ma
  1. March 12, 2007 - 3:15pm
"Geometries and Smile Asymptotics for a Class of Stochastic Volatility Models" by Alan Lewis
  1. February 26, 2007 - 3:15pm
Option Pricing with Selfsimilar Additive Processes by Mack Galloway
  1. February 12, 2007 - 3:15pm