Kian Esteghamat, JP Morgan
Threat of bankruptcy and the timing of capital investments
Sep 21, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
René Carmona, Princeton University
Robust Control (after Hansen et al.)
Sep 16, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
Peter Friz, NYU & Cambridge University
Volatilty Derivatives
Sep 14, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
Jiti Gao, the University of Western Australia
Nonparametric Estimation and Comparisons in Stochastic Short-Term Interest Rate Models
Dec 8, 2003, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Robert Fernholz, INTECH, Princeton
Stochastic Portfolio Theory
Dec 2, 2003, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Wendell H. Fleming, Brown University
Some optimal investment, production and consumption models
Nov 25, 2003, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Stephen Shore, University of Pennsylvania
Nov 18, 2003, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Luisa Turrin Fernholz, Temple University
Nov 11, 2003, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Steven Shreve, Carnegie Mellon University
No-arbitrage Pricing and Convertible Bonds
Nov 4, 2003, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia