Event Archive

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
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