Mathematical Finance and Probability Seminars (Since covid these events are taking place online.)

Date Start End Event Title Speaker Location
Tuesday, November 27, 2007 03:20pm 04:20pm Relative Arbitrage In Equity Markets Speaker: Adrian Banner, INTECH Hill 525
Friday, November 16, 2007 04:00pm 05:00pm Recovering Portfolio Default Rates from market prices: solution of an inverse problem by intensity control Speaker: Rama Cont, Columbia University Hill 525
Tuesday, October 30, 2007 03:20pm 04:20pm Pricing and Hedging Barrier Options in Diffusion Models Via 3-Dimensional Bessel Processes Speaker: Kostas Kardaras, Boston University Hill 525
Tuesday, October 16, 2007 03:20pm 04:20pm Arbitrage Free Models In Markets With Transaction Costs Speaker: Hasanjan Sayit, Worcester Polytechnic Institute Hill 525
Tuesday, October 02, 2007 03:20pm 04:20pm An Option-Theoretic Model for Mortgage-Backed Securities Speaker: Deane Yang, Polytechnic University Hill 525
Friday, September 14, 2007 04:00pm 05:00pm Volatility Stabilization, Diversity and Arbitrage in Stochastic Finance Speaker: Ioannis Karatzas, Columbia University Hill 705