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Seminar Archive

E.g., 2017-10-18
E.g., 2017-10-18
Event Code Date Speaker Seminar Title Presentation Material
DQFW07 13th May 2005 P Friz Pricing volatility derivatives as inverse problem
MAA 12th May 2005 C Michaux Dimension theory for BSS - r.e. sets
MAA 12th May 2005 P Scowcroft Non-negative solvability of linear equations in ordered groups
MAA 11th May 2005 S Kuhlmann Truncation integer parts of valued fields
MAA 11th May 2005 S Kuhlmann Truncation integer parts of valued fields
DQF 10th May 2005 T Hurd CDO computations in the affine Markov chain credit model
DQF 9th May 2005 M Broadie & P Glasserman Computational finance, introductory meeting
DQF 5th May 2005 S Kou Credit spread, endogenous default and implied volatility with jump risk
MAA 4th May 2005 A Gabrielov Betti numbers of sets defined by formulas with quantifiers
MAA 4th May 2005 M Otero Definably compact groups
DQF 4th May 2005 A Cox Skorokhod embeddings in finance
MAA 4th May 2005 M Otero Definably compact groups
DQF 4th May 2005 M Owen Duality of cones and utility-based super-replication prices
DQF 3rd May 2005 L Hughston A class of exactly solvable credit models
MAA 3rd May 2005 A Gabrielov Betti numbers of sets defined by quantifier-free formulas
DQF 3rd May 2005 M Zervos A model for reversible investment capacity expansion
MAA 3rd May 2005 C Michaux Bisimulations for o-minimal hybrid systems
DQF 29th April 2005 G Scandolo Conditional convex risk measures
MAA 28th April 2005 Y Ershov Model theory of multi-valued fields
DQF 28th April 2005 L Campi Super-replication with transaction costs in continuous time
MAA 28th April 2005 M Dickmann The Marshall and Milnor conjectures for formally real von Neumann regular rings
MAA 28th April 2005 Y Ershov Model theory of multi-valued fields
DQF 27th April 2005 D Kramkov Sensitivity analysis of utility - based prices and risk tolerance wealth processes
MAA 27th April 2005 A Khovanskii On a one-dimensional topological variant of Galois theory
DQF 27th April 2005 M Rasonyi Convergence of utility prices
DQF 27th April 2005 M Davis The range of traded option prices
MAA 27th April 2005 E Hrushovski Model theoretic topics in valued fields III
DQF 26th April 2005 D Hobson Optimal timing for an asset sale
DQF 26th April 2005 L Foldes Boundary value problems in optimal investment
DQF 25th April 2005 L Campi Super-replication with transaction costs
DQF 25th April 2005 M Frittelli A unifying framework for utility maximisation
DQF 25th April 2005 W Schachermayer Optimal risk sharing for law invariant monetary utility function
DQFW06 22nd April 2005 P Carr Meta modelling
DQFW06 22nd April 2005 P Karasinski Mindless fitting?
DQFW06 22nd April 2005 M Dempster Modelling incomplete markets for long term asset liability management
DQFW06 22nd April 2005 J Walton The black art of FX modelling
DQFW06 22nd April 2005 D Madan On modelling for equity derivatives
MAA 21st April 2005 A Khovanskii Solvability and unsolvability of equations in finite terms
MAA 21st April 2005 T de Piro A non-standard Bezout theorem
DQF 21st April 2005 C Potter Completing stochastic volatility models with variance swaps
DQF 21st April 2005 D Lamberton A duality approach for the analysis of weak convergence of the Euler Scheme
21st April 2005 Professor Keith Moffatt ~ 70th Birthday Meeting
MAA 20th April 2005 M Gavrilovich On the model theory of universal covers of algebraic varieties
MAA 20th April 2005 F Wagner Counting in bad fields
DQF 20th April 2005 A Wiese High order stochastic integrators
DQF 20th April 2005 O Menkens Crash hedging strategies and optimal portfolios
DQF 19th April 2005 A Pagan Some econometric analysis of constructed binary series
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons