2009-2010 FINANCIAL MATHEMATICS SEMINAR
Unless otherwise noted, the seminars take place on 4:30 pm on Friday, in Room 133 of Eckhart Hall.
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Open to the public.
More speakers will be added over time. The listed speakers are confirmed unless otherwise noted.
| Date | Speaker | Affiliation | Title of Talk (click for abstract) |
Comments | |
|---|---|---|---|---|---|
| 10/30/2009 Downtown |
Conference on Liquidity, Credit Risk, and Extreme Events | ||||
| 11/6/2009 | Sergei Levendorskii | University of Leicester | Prices and sensitivities of barrier options near barrier and convergence of Carr's randomization | ||
| 11/20/2009 Downtown Quantitative Finance on Fridays |
George Constantinides | University of Chicago | The Puzzle of Index Option Returns |