Event Archive

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
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