|
Thursday day April 21, (10:40-11:30AM)
- Speaker: Michael Schauben
- Title: A Math Approach to Chaotic cycle Analysis
- Room: 305 Little hall
Tuesday April 12, (10:40-11:30AM)
- Speaker: Anqi Shao
- Title: The maximum of sums of stable random variables
- Room: 305 Little hall
Firday, April 1 , (9:30-10:25AM)
- Speaker: Pengyi Sun
- Title: Cash subadditive risk measures and interest rate ambiguity.
- Room: 368 Little Hall
Thursday, Feb. 8 (10:40-11:30AM)
- Speaker: Ryan Sankarpersad
- Title: Stochastic Optimization for Levy processes
- Room: 305 Little hall
IN Fall 2010
Monday, Nov. 15, (10:40-11:30)
- Speaker: Anqi Shao
- Title: Pricing path-dependent options observed
at discrete time
Monday, September 27, (9:30-10:30)
- Speaker: Pengyi Sun
- Title: Put Option Premiums and Coherent Risk Measures
Monday, September 20, (10:40-11:30)
- Speaker: Anqi Shao
- Title: Pricing Discrete lookback options
under a Jump Diffusion Model
Monday, September 13, (10:40-11:30)
- Speaker: Ryan Sankarpersad
- Title: Stochastic Optimization for Levy processes
|
