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 2008, Spring 2008, Fall 2007, Spring 2007, Fall 2006, Spring 2006, Fall 2005, Spring 2005, Fall 2004, Spring 2004, Fall 2003, Spring 2003

Schedule for Spring 2009

Unless otherwise stated, the talks take place on Mondays at 5 P.M. in Wean Hall, 6423.

January 12

January 19

January 26

February 2

February 9

February 16

Vladimir Dubininz, Director, Deutsche Bank

February 23

Fred Espen Benth, Department of Mathematics, University of Oslo.
Pricing of electricity forwards . The risk premium

March 2

Fred Espen Benth, Department of Mathematics, University of Oslo.
The Volatility of Temperature, Pricing of Weather Derivatives, and Hedging Spatial Temperature Risk

March 16

Simon Lysbjerg Hansen, University of Southern Denmark

March 23

March 30

April 6

Amarjit Budhiraja, University of North Carolina, Chapel Hill

April 13

Semyon Malamud, ETH Zurich

April 20

Soummya Kar, ECE, Carnegie Mellon

April 27

Carl Mueller University of Rochester

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