Computational Finance, Spring 2008
XML Feed
Schedule
Friday, January 11, 2008,
No Computational Finance Seminar Today
Friday, January 18, 2008, 02:30 PM in BRNG 1238
Yusun Wang, Graduate Student, Department of Mathematics, Purdue University
Variant Reflected BSDE with Application to Recursive Intertemporal Utility
Friday, January 25, 2008, 02:30 PM in BRNG 1238
Professor Sujin Kim, School of Industrial Engineering, Purdue University
Adaptive Control Variate Methods in Monte Carlo Simulation
Friday, February 1, 2008, 02:30 PM in BRNG 1238
Andrew B. Vizcarra, Department of Mathematics, Purdue University
Optimal portfolio selection under stochastic volatility
Friday, February 8, 2008, 02:30 PM in BRNG 1238
Professor Victor Goodman, Professor of Mathematics, Indiana University
Principal Component Analysis of Forward Interest Rates
Friday, February 15, 2008, 02:30 PM in BRNG 1238
Professor Jose E. Figueroa-Lopez, Professor of Statistics, Purdue University
An introduction to pricing methods for credit derivatives
Friday, February 22, 2008, 02:30 PM in BRNG 1238
Professor Jose Figueroa-Lopez, Department of Statistics, Purdue University
An introduction to pricing methods for credit derivatives
Friday, February 29, 2008, 02:30 PM in BRNG 1238
Professor Kiseop Lee, Department of Mathematics, University of Louisville
Estimation of Liquidity cost
Friday, March 7, 2008,
No Computational Finance Seminar
Friday, March 21, 2008, 02:30 PM in BRNG 1238
Professor Igor Cialenco, Department of Applied Mathematics, Illinois Institute of Technology
Statistical inference for Stochastic PDEs with applications to fixed income market
Friday, March 28, 2008,
No Computational Finance Seminar Today
Friday, April 4, 2008, 02:30 PM in BRNG 1238
Professor Victor Todorov, Department of Finance, Kellogg School of Management, Northwestern University
Activity Signature Plots and the Generalized Blumenthal-Getoor Index
Friday, April 11, 2008, 02:30 PM in BRNG 1238
Professor Roger Lee, Department of Mathematics, University of Chicago
Hedging Options on Realized Variance
