2009-2010

10/30/2009

Conference on Liquidity, Credit Risk, and Extreme Events 

 

11/6/2009

Prices and sensitivities of barrier options near barrier and convergence of Carr's randomization

Sergei Levendorskii                                                                    University of Leicester

11/20/2009

The Puzzle of Index Option Returns

George Constantinides                                                               University of Chicago

 

1/25-1/26/2012

Workshop on New Mathematical Directions in Economic Modeling

 

2/19/2010

Why are we in a recession? The Financial Crisis is the Symptom not the Disease!

Ravi Jagannathan                                                                                  Northwestern University

 

2/26/2010

A Multifrequency Theory of the Interest Rate Term Structure

Liuren Wu                                                                                            Zicklin School of Business, Baruch College