DQFW04 
25th February 2005 
S Hutt 
Hedging Credit Risk: theory and practice 

DQFW04 
25th February 2005 
J Gregory 
The gaussian copula model and beyond 

DQFW04 
25th February 2005 
MHA Davis 
Stochastic network methods in portfolio credit risk 

DQF 
24th February 2005 
P Artzner 
Currencyinvariant risk measures 

DQF 
24th February 2005 
S Weber 
Distributioninvariant risk measures: information and dynamic consistency 

MAA 
24th February 2005 
P d'Aquino 
Quadratic forms in models of weak arithmetic 

DQF 
24th February 2005 
K Giesecke 
Credit/equity hybrids 

DQF 
24th February 2005 
L Overbeck 
Some valuation models for CDOs 

MAA 
24th February 2005 
D Marker 
A remark on pseudoexponentiation 

DQF 
24th February 2005 
JP Fouque 
Default and volatility time scales 

MAA 
23rd February 2005 
D Bertrand 
New proofs of the SiegelShidlovsky theorem 

MAA 
23rd February 2005 
D Bertrand 
Vanishing lemmas and transcendence 

DQF 
23rd February 2005 
M Walker 
Arbitragefee prize ranges for n'thtodefault baskets 

MAA 
23rd February 2005 
AJ Macintyre 
Model theory of elliptic functions 

DQF 
23rd February 2005 
T Schmidt 
Locationbased mortgage risk and a note on incomplete information 

DQF 
22nd February 2005 
V Henderson 
The curious incident of the investment in the market 

DQF 
22nd February 2005 
W Schoutens 
A Levydriven firm value model 

DQF 
22nd February 2005 
E Eberlein 
The defaultable Levy term structure 

DQF 
21st February 2005 
P Schoenbucher & K Giesecke 
Current problems in credit risk 

DQF 
21st February 2005 
M Davis 
A survey of credit risk 

MAA 
17th February 2005 
B Zilber 
Some exercises in model theory of mathematical physics 

MAA 
17th February 2005 
B Zilber 
Some exercises in model theory of mathematical physics 

MAA 
17th February 2005 
P Kowalski 
E.c. Hasse fields  geometric axioms 

MAA 
16th February 2005 
T Scanlon 
Groups in the theory of compact complex spaces 

MAA 
16th February 2005 
T Scanlon 
Groups in the theory of compact complex spaces 

DQF 
16th February 2005 
A Neuberger 
Strategic trading with public revelation 

MAA 
16th February 2005 
AJ Macintyre 
Model theory of elliptic functions (II) 

DQF 
16th February 2005 
X Mao 
Numerical simulation of the meanreverting square root process with applications to option valuation 

DQF 
15th February 2005 
M Monoyios 
Martingale measures, Esscher transforms, indifference pricing and hedging in incomplete diffusion models 

DQF 
15th February 2005 
N Webber 
The joy of objects, or 'so you thought you knew how to code the BlackScholes formula' 

DQF 
14th February 2005 
S Basak & B Croitoru 
On the role of arbitrageurs in rational markets 

MAA 
10th February 2005 
A Pillay 
Connected components and generics for groups defined in ominimal structures and padically closed fields (IV) 

MAA 
10th February 2005 
A Onshuus 
Connected components and generics for groups defined in ominimal structures and padically closed fields (III) 

MAA 
10th February 2005 
A Onshuus 
Connected components and generics for groups defined in ominimal structures and padically closed fields (II) 

DQF 
10th February 2005 
M Davis 
A problem of optimal investment with randomly terminating income 

MAA 
10th February 2005 
A Pillay 
Connected components and generics for groups defined in ominimal structures and padically closed fields (I) 

MAA 
9th February 2005 
S Starchenko 
Tomography in ominimal structures based on constructible functions 

DQF 
9th February 2005 
D Hobson 
Local martingales, bubbles and option prices 

DQF 
8th February 2005 
M Hashem Pesaran 
Forecasting time series subject to multiple structural breaks 

MAA 
8th February 2005 
AJ Macintyre 
Model theory of elliptic functions 

DQF 
8th February 2005 
J Tysk 
FeynmanKac formulae for blackscholes type operators 

MAA 
8th February 2005 
AJ Macintyre 
Model theory of elliptic functions 

MAA 
8th February 2005 
L Newelski 
Weak generic types 

DQF 
4th February 2005 
C Mancini 
Estimating the integrated volatility in stochastic volatility models with Levy jumps 

DQF 
4th February 2005 
E Eberlein 
Symmetries and pricing of exotic options in Levy models 

MAA 
3rd February 2005 
A Wilkie 
An ominimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (III) 

MAA 
3rd February 2005 
A Wilkie 
An ominimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (III) 

DQF 
3rd February 2005 
F Hubalek 
Three problems in infinite divisibility 
