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Seminar Archive

E.g., 2017-08-24
E.g., 2017-08-24
Event Code Date Speaker Seminar Title Presentation Material
DQFW04 25th February 2005 M Joshi Matching base correlation skew with a naturally time-homogeneous model
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 Currency-invariant risk measures
DQF 24th February 2005 S Weber Distribution-invariant 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 pseudo-exponentiation
DQF 24th February 2005 JP Fouque Default and volatility time scales
MAA 23rd February 2005 D Bertrand New proofs of the Siegel-Shidlovsky theorem
MAA 23rd February 2005 D Bertrand Vanishing lemmas and transcendence
DQF 23rd February 2005 M Walker Arbitrage-fee prize ranges for n'th-to-default baskets
MAA 23rd February 2005 AJ Macintyre Model theory of elliptic functions
DQF 23rd February 2005 T Schmidt Location-based 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 Levy-driven 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 mean-reverting 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 Black-Scholes 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 o-minimal structures and p-adically closed fields (IV)
MAA 10th February 2005 A Onshuus Connected components and generics for groups defined in o-minimal structures and p-adically closed fields (III)
MAA 10th February 2005 A Onshuus Connected components and generics for groups defined in o-minimal structures and p-adically 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 o-minimal structures and p-adically closed fields (I)
MAA 9th February 2005 S Starchenko Tomography in o-minimal 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 Feynman-Kac formulae for black-scholes 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 o-minimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (III)
MAA 3rd February 2005 A Wilkie An o-minimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (III)
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons