Computational Finance Seminar Fall 2004-Spring 2005
Schedule
Friday, January 14, 2005, 02:30 PM
Computational Finance Seminar, BRNG 1222
Friday, January 21, 2005, 02:30 PM
Computational Finance Seminar, BRNG 1222
Friday, February 4, 2005, 02:30 PM in BRNG 1222
Professor Michael Levine, Department of Statistics, Purdue University
Nonparametric Estimation of Volatility Models with Serially Dependent Innovations
Friday, February 11, 2005, 02:30 PM in BRNG 1222
Mr. Yuping Liu, Department of Mathematics, Purdue University
Optimization Problems for General Insurance Models
Friday, February 18, 2005, 02:30 PM in BRNG 1222
Ms. Yuhua Yu, Department of Mathematics, Purdue University
Hodges Pricing and Universal Variable Life Insurance
Friday, February 25, 2005, 02:30 PM in BRNG 1222
Professor Jose Enrique Figueroa-Lopez, Department of Mathematics, Purdue University
Levy Processes in Asset Price Modeling
Friday, March 4, 2005, 02:30 PM in BRNG 1222
Professor Seongjoo Song, Department of Statistics, Purdue University
Estimation of Illiquidity by Multiple Change-Point Models
Friday, March 25, 2005, 02:30 PM in BRNG 1222
Mr. Raghu Pasupathy, Department of Industrial Engineering, Purdue University
Retrospective Approximation Algorithms for Stochastic Root-Finding
Friday, April 1, 2005, 02:30 PM in BRNG 1222
Dr. Jason Papastavrou, ARIS Capital Management
An Overview of the Hedge Fund Industry
Friday, April 8, 2005, 02:30 PM in BRNG 1222
Dr. Xiaodong Sun, Department of Risk Management, American Express
Behind the Card - The Inside Story of Risk Management
Friday, April 22, 2005, 02:30 PM in BRNG 1222
Professor Tomasz R. Bielecki, Applied Mathematics Department, Illinois Institute of Technology
PDE Approach to Valuation and Hedging of Credit Derivatives
Friday, April 29, 2005, 02:30 PM in BRNG 1222
Professor Costis Skiadas, Harold L. Stuart Professor of Finance, Kellogg School of Management, Northwestern University
Dynamic Portfolio Choice and Risk Aversion
