skip to content
 

Seminar Archive

E.g., 2017-11-18
E.g., 2017-11-18
Event Code Date Speaker Seminar Title Presentation Material
DQFW02 5th July 2005 H Geman Different approaches to the volatility surface: from Levy processes to local Levy
DQFW02 4th July 2005 U Wystup On the cost of delayed fixing announcements and it's impact on FX exotic options
DQFW02 4th July 2005 A Neuberger The value of being American
DQFW02 4th July 2005 M Zervos A discretionary stopping problem with applications to the optimal timing of investment decisions
DQFW02 4th July 2005 S Taylor Comparisons of P - densities obtained from historical asset prices, option prices and risk transformations
DQFW02 4th July 2005 S Shreve Futures trading model with transaction costs
MAA 30th June 2005 F-V Kuhlmann More on additive polynomials
DQF 30th June 2005 S Pliska Morgate valuation and optimal refinancing
MAA 30th June 2005 B Poonen Uniform first order definitions in finitely generated fields II
DQF 29th June 2005 G di Graziano A new approach to the modelling of default correlation
DQF 29th June 2005 L Hughston Beyond hazard rates
DQF 29th June 2005 Y Elouerkhaoui Hedging basket credit derivative claims: a local risk-minimisation approach
DQF 29th June 2005 X Guo Information reduction in credit risk models
MAA 29th June 2005 J Wilson Characterisation and axiomatisation of finite soluble groups
DQF 28th June 2005 D Hobson Executive stock options revisited
DQF 28th June 2005 P Bank On Gittin's theorem in continuous time
27th June 2005 E Hrushovski Integration and Logic
MAA 23rd June 2005 D Macpherson Measurable structures, and asymptotics in finite structures
DQF 23rd June 2005 F Oertel The stochastic logarithm of semimartingales and market prices of risk
MAA 22nd June 2005 M Aschenbrenner A generalisation of the Hilbert Basis Theorem
DQF 22nd June 2005 D Hobson Executive stock options revisited
MAA 22nd June 2005 A Glass A Higman subgroup theorem for lattice-ordered groups
DQF 22nd June 2005 S Shreve Minimising convex risk measures by trading
DQF 21st June 2005 E Platen Understanding implied volatility surfaces
MAA 16th June 2005 F-V Kuhlmann Dense subfields of henselian fields, integer parts, and nasty valuations on rational function fields
MAA 16th June 2005 B Poonen Uniform first order definitions in finitely generated fields
MAA 15th June 2005 A Wilkie Some model theory of complex analytic functions
MAA 15th June 2005 A Wilkie Some model theory of complex analytic functions
MAA 15th June 2005 B Poonen Fields with finitely many definable subsets
DQF 14th June 2005 S Honkapohja Near-rational exuberence
DQF 14th June 2005 Econometrics
DQF 13th June 2005 L Hansen Long run risk
DQF 13th June 2005 Econometrics
MAA 9th June 2005 A Pillay Groups, measures and NIP
MAA 9th June 2005 A Pillay Groups, measures and NIP
MAA 9th June 2005 F-V Kuhlmann Additive polynomials
DQF 8th June 2005 D Hernandez On relations between risk sensitive control, indifference pricing and the growth rate of portfolios
DQF 8th June 2005 M Frittelli Capital requirements for processes
MAA 8th June 2005 A Pillay Model theory of compact complex spaces III: Campana's work on the nonmultidimensionality conjecture
MAA 8th June 2005 L Van den Dries Algebraically closed and real closed fields with small multiplicative group
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons