| DATE | NAME | TITLE | INSTITUTION |
| 20/01/2005 | Wolff, R | Some bootstrap tests for non-linearity and long memory | University of Warwick |
| 28/01/2005 | Wolff, R | Some bootstrap tests for non-linearity and long memory | London School of Economics |
| 28/01/2005 | Henderson, V | Valuing the option to invest in an incomplete market | University of Manchester |
| 17/02/2005 | Kabanov, Y | HJB equations arising in models with transaction costs | University of Edinburgh |
| 18/02/2005 | Cairns, A | Modelling the mortality term structure | City University |
| 18/02/2005 | Kabanov, Y | Recent progress in theory of financial markets with transaction costs | Heriot-Watt University |
| 01/03/2005 | Monoyios, M | Esscher transforms, martingale measures and optimal hedging | King's College London |
| 03/03/2005 | Henderson, V | Valuing the option to invest in an incomplete market | University of Warwick |
| 11/03/2005 | Monoyios, M | Esscher transforms, martingale measures and optimal hedging | University of Oxford |
| 16/03/2005 | Henderson, V | The curious incident of the investment in the market: real options and a fair gamble | Lancaster University |
| 17/03/2005 | Hobson, D | Embeddings via pictures | Lancaster University |
| 18/03/2005 | Monoyios, M | Esscher transforms, martingale measures and optimal hedging | Heriot-Watt University |
| 05/04/2005 | Webber, N | Reducing dimensionality in interest- rate models | University of Warwick |
| 06/04/2005 | Monoyios, M | Esscher transforms and martingale measures in incomplete diffusion models | Brunel University |
| 06/04/2005 | Forfar, D | Guarantee annuity rate options | Heriot-Watt University |
| 06/04/2005 | Davis, H | Complete-market models of stochastic volatility | University of Liverpool |
| 07/04/2005 | Barrieu, P | Transfer of non-tradeable risk | London School of Economics |
| 07/04/2005 | Becherer, D | Solutions to hedging problems with interacting Ito and point processes | Imperial College London |
| 08/04/2005 | Kyprianou, A | Levy processes in insurance | Heriot-Watt University |
| 13/04/2005 | Cont, R | Recovering Levy processes from option prices | University of Oxford |
| 20/04/2005 | Hurd, T | CDO computations with affine Markov chain model | Imperial College London |
| 04/05/2005 | Hobson, D | Optimal timing for an asset sale | Imperial College London |
| 17/05/2005 | Zervos, M | A discretionary stopping problem with applications to the optimal timing of investment decisions | Imperial College London |
| 18/05/2005 | Heath, D | Coherent measures of risk | Brunel University |
| 18/05/2005 | Cont, R | Designing stable algorithms for model calibration | University of Reading |
| 18/05/2005 | Heath, D | Coherent measures of risk | Brunel University |
| 25/05/2005 | Henderson, V | Valuing the option to invest in an incomplete market | City University |
| 31/05/2005 | Shreve, S | Minimizing convex risk by trading | King's College London |
| 31/05/2005 | Vecer, J | Crash options, rally options | Imperial College London |
| 01/06/2005 | Shreve, S | A two-person game for pricing convertible bonds | Imperial College London |
| 01/06/2005 | Hurd, T | CDO computations with affine Markov chain model | University of Warwick |
| 02/06/2005 | Henderson, V | The curious incident of the investment in the market: real options and a fair gamble | LSE |
| 03/06/2005 | Shreve, S | A two-person game for pricing convertible bonds | University of Oxford |
| 03/06/2005 | Vecer, J | Crash options, rally options | King's College London |
| 07/06/2005 | Platen, E | A benchmark approach to finance | King's College London |
| 08/06/2005 | Pliska, S | Portfolio optimization: the quest for useful mathematics | University of Reading |
| 10/06/2005 | Grasselli, M | Utility based methods for stochastic volatility and real options | Heriot-Watt University |
| 10/06/2005 | Shreve, S | A two person game for convertible bonds | University of Cambridge |
| 10/06/2005 | Platen, E | A benchmark approach to finance | University of Edinburgh |
| 15/06/2005 | Henderson, V | The curious incident of the investment in the market: real options and a fair gamble | Imperial College London |
| 15/06/2005 | Grasselli, M | Open questions in quantum information geometry | Imperial College London |
| 15/06/2005 | Pliska, S | Mortgage valuation and optimal refinancing | University of Warwick |
| 17/06/2005 | Kou, S | Credit spreads, optimal capital structure and implied volatility with endogeous default and jump risk | University of Oxford |
| 21/06/2005 | Guo, X | Information reduction in credit risk | King's College London |
| 23/06/2005 | Kou, S | Credit spreads, optimal capital structure and implied volatility with endogeous default and jump risk. | University of Essex |
| 24/06/2005 | Kou, S | Credit spreads, optimal capital structure and implied volatility with endogeous default and jump risk. | University of Cambridge |
| 24/06/2005 | Hobson, D | The irreversible sale of an indivisible asset in an incomplete market | University of Cambridge |
| 28/06/2005 | Guo, X | Information reduction in credit risk | Lings College London |
| 29/06/2005 | Platen, E | A benchmark approach to finance | Imperial College London |
| 29/06/2005 | Pliska, S | Mortgage valuation and optimal refinancing | Imperial College London |
| Home | Statistical appendices |