Event Archive

Unified Approach to Fixed Income, Credit and Equity Markets by Rene Carmona
  1. January 29, 2007 - 12:00am
No Arbitrage and Consistent Prices under Transaction Costs by Paolo Guasoni
  1. January 24, 2007 - 3:15pm
Aspects of model uncertainty and robustness in finance and economics by Alexander Schied
  1. January 12, 2007 - 3:15pm
"Operator methods and derivative pricing theory" by Claudio Albanese
  1. December 7, 2006 - 3:15pm
"Multiname and Multiscale Default Modeling" by Knut Solna
  1. November 20, 2006 - 3:15pm
"Optimal stopping in regime-switching models" by Sergey Levendorskiy
  1. November 13, 2006 - 3:15pm
"Continuous-Time Principal-Agent Problems with Moral Hazard and/or Adverse Selection" by Jianfeng Zhang
  1. October 30, 2006 - 3:15pm
"Small-time and tail asymptotics for stochastic volatility models" by Martin Forde
  1. October 23, 2006 - 3:15pm
Inaugural day
  1. October 16, 2006 - 2:00pm to 5:00pm
"Compactifying the Payoff Space: Applications in Financial Economics." by Stephen LeRoy
  1. October 11, 2006 - 3:15pm
Estimation methods for Levy based models of asset prices (II) by Jose Figueroa-Lopez
  1. October 9, 2006 - 3:15pm
Estimation methods for Levy based models of asset prices (I) by Jose Figueroa-Lopez
  1. September 25, 2006 - 3:15pm
Option pricing, Hedging, and efficient Monte Carlo methods by Sean Han
  1. June 21, 2006 - 3:15pm
Stochastic volatility surface estimation by Suhas Nayak
  1. June 12, 2006 - 3:15pm
A tale of two simulations by Nan Chen
  1. June 7, 2006 - 3:15pm
"Optimal Risk Taking with Flexible Income" by Levon Goukasian
  1. May 24, 2006 - 3:15pm
Impact of Risk Aversion on Credit Derivatives by Ronnie Sircar
  1. May 22, 2006 - 3:15pm
"Coupling Smiles" by Valdo Durrleman
  1. May 17, 2006 - 3:15pm
2006-07 Regents Lecture by Dr. Bruno Dupire
  1. April 25, 2006 - 3:15pm to April 26, 2006 - 4:00pm
Pricing and Hedging of Convertible Bonds with Credit Risk by Marek Rutkowski
  1. January 14, 2006 - 3:15pm