Probability and Mathematical Finance Seminar
If you have questions or suggestions about the
seminar, please contact the
organizers: Agoston
Pisztora
and Kavita
Ramanan (Probability), Kasper Larsen,
Dmitry
Kramkov
and Steven Shreve
(Mathematical Finance).
Information for outside speakers or visitors can be found here.
Past Schedules
Fall 2007
Spring 2007,
Fall 2006,
Spring 2006,
Fall 2005,
Spring 2005,
Fall 2004,
Spring 2004,
Fall 2003,
Spring 2003
Schedule for Spring 2008
Unless otherwise stated, the talks take place on Mondays
at 5 P.M. in Wean Hall, 6423.
- February 18
-
Elizabeth Meckes, Cornell University
- Stein's method: the discrete case (Abstract)
- February 19
-
Elizabeth Meckes, Cornell University
Stein's method: the discrete case (Abstract)
1:30 P.M., PPB 300
- March 17
-
Michael Harrison, Stanford University
Recurrence Classification of Semimartingale Reflecting Brownian
Motions (Abstract)
- March 18, 4:30 P.M., DH 1212
-
Michael Harrison, Stanford University
Staffing and Routing in Large Call Centers:
A Method Based on Stochastic Fluid Models
(Abstract)
- March 24
-
Frank Riedel, Bielefeld University
On Equilibrium Prices in Continuous Time (Paper)
- March 31
-
Thorsten Schmidt, Universitat Leipzig
Pricing and hedging of credit derivatives via nonlinear filtering (Abstract)
- April 7
-
Kasper Larsen, Carnegie Mellon University
Numerical solution of the problem on optimal investment
- April 14
-
Anja Sturm, University of Delaware
Survival and coexistence in some cancellative spin systems
(Abstract)
- April 21
-
Uwe Wystup, Math Finance AG and Frankfurt School of
Finance & Management
On the Cost of Poor Volatility Modeling - The Case of Cliquets,
(Abstract)
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