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Seminar Archive

E.g., 2017-10-21
E.g., 2017-10-21
Event Code Date Speaker Seminar Title Presentation Material
MAA 8th June 2005 L Van den Dries Algebraically closed and real closed fields with small multiplicative group
DQF 7th June 2005 B Mandelbrot Fractal and multi-fractal finance: key ideas and tools
DQF 2nd June 2005 J Vecer Crash options and rally options
MAA 2nd June 2005 R Moosa Model theory of compact complex spaces II: essentially saturated space
MAA 2nd June 2005 C Steinhorn On close to tame expansions of densely ordered groups
DQF 2nd June 2005 M Tehranchi A term structure approach to volatility
MAA 1st June 2005 JP Ressayre Transseries and polynomially bounded o-minimality
DQF 1st June 2005 G Peskir The trap of complacency in predicting the maximum
MAA 1st June 2005 R Moosa Model theory of compact complex spaces I: introduction
DQF 31st May 2005 S Jacka Decomposing financial and other monetary risk
DQF 31st May 2005 D Challet Inter-pattern speculation: beyond minority, majority and {\sl\$}-games
DQF 27th May 2005 Agent Interactions/Capital Market Theory
DQF 26th May 2005 J Gatheral Valuation of volatility derivatives
MAA 26th May 2005 M Singer Galois theory of parameterised linear differential equations and linear differential algebraic groups
MAA 26th May 2005 A Gabrielov Rational functions and real Schubert calculus
MAA 25th May 2005 A Gabrielov Mystery of point charges
DQF 25th May 2005 M Grasselli Indifference pricing in two factor models: new results for stochastic volatility and real options
MAA 25th May 2005 J-P Rolin Non-oscillating solutions of differential equations and o-minimality
DQFW08 24th May 2005 G Lorenzoni Imperfect information, consumers expectations and business cycles
DQFW08 24th May 2005 B Guimaraes Good Ponzi schemes and the price of debt
DQFW08 24th May 2005 A Pavan The social value of information and coordination
DQFW08 24th May 2005 C Hellwig Self-fulfilling currency crises: the role of interest rates
DQFW08 23rd May 2005 P Bacchetta Higher order expectations in asset pricing
DQFW08 23rd May 2005 G-M Angeletos Crises and prices: information aggregation, multiplicity and volatility
DQFW08 23rd May 2005 P Kondor The more we know, the less we agree: public announcements and higher-order expectations
DQFW08 23rd May 2005 S Morris Higher order expectations in economics and finance: an overview
DQF 20th May 2005 Monte Carlo Methods
MAA 19th May 2005 R Wencel Groups and fields definable in weakly o-minimal structures
MAA 19th May 2005 R Wencel Topological properties of sets definable in weakly o-minimal structures
MAA 19th May 2005 T Mellor Elimination of imaginaries for real closed valued fields
DQF 19th May 2005 Monte Carlo Methods
MAA 18th May 2005 M Kim Relative computability for curves
DQF 18th May 2005 Monte Carlo Methods
DQF 17th May 2005 R Carmona Applications of optimal switching to energy tolling agreements
DQF 17th May 2005 J Cvitanic Estimation of volatility values from discretely observed diffusion data
DQF 17th May 2005 N Touzi Towards Monte Carlo methods for fully non-linear parabolic second order PDE's
DQF 16th May 2005 S Pliska Portfolio optimization: The quest for useful mathematics
DQF 16th May 2005 T Hurd A Monte Carlo method for exponential hedging of contingent claims
DQF 16th May 2005 V Bally Sensitivity computation in jump models
DQFW07 14th May 2005 R Lee From generalized put-call symmetry to robust hedges of volatility derivatives - at CMS, room MR2
DQFW07 14th May 2005 R Cont Hedging in models with jumps at CMS, room MR2
DQFW07 14th May 2005 H Rasmussen Some forward volatility approximations at CMS, room MR2
DQFW07 14th May 2005 J Bonnaud Solving the stochastic volatility/jumps dilemna: mapping technique and subordinators - at CMS, room MR2
DQFW07 14th May 2005 S Galluccio Modelling hybrids with jumps and stochastic volatility at CMS, room MR2
DQFW07 13th May 2005 C Alexander Unifying volatility models
DQFW07 13th May 2005 R Rebonato Why neither time-homogeneity nor time-dependance will do: theoretical implications and empirical evidence from the US dollars option market
DQFW07 13th May 2005 C Albanese Stochastic volatility and local levy processess on lattices
DQFW07 13th May 2005 D Gatarek Uncertain volatility approach to smile modelling
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons