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Seminars (DQFW05)

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Event When Speaker Title Presentation Material
DQFW05 18th March 2005
10:00 to 11:00
A family of term structure models with stochastic volatility
DQFW05 18th March 2005
11:30 to 12:30
Beyond predictor- corrector: better discretisations of the LIBOR market model
DQFW05 18th March 2005
13:30 to 14:30
Applications of financial mathematics to trading
DQFW05 18th March 2005
14:30 to 15:30
A Savine Smile consistent term structure models
DQFW05 18th March 2005
16:00 to 17:00
One for all: the potential approach to hedging and pricing
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons