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Seminars (DQFW05)

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