Mathematical Finance and Risk Management Seminars

Schedule for Fall 2005

 

Monday, Sept. 26*:       Jacek Jakubowski (Institute of Mathematics, University of Warsaw and

4:30 pm, Room E1-106    Faculty of Mathematics and Information Science, Warsaw University of Technology)

                                          Levy modeling of defaultable bonds

 

Friday, Sept. 30**:         Jin Ma  (Department of Mathematics, Purdue University)

2 pm, Room E1-119        Stochastic Control Problems for Systems Driven by Normal Martingales

 

Wednesday, Oct. 10*:   John Birge (The University of Chicago Graduate School of Business)

4:30 pm, Room E1-106   Bounds and comparisons of quasi-Monte Carlo methods in option pricing

 

Tuesday, Oct. 25**:      Stephane Crepey (Department of Mathematics, Evry University, Evry, France)

4:30 pm, Room E1-106   Valuation and hedging of convertible bonds in the standard market model

 

 

  *  Joint with Applied Mathematics Colloquium  

**  Joint with Applied Mathematics Seminars