Dmitry Kramkov, Carnegie-Mellon University
Sensitivity analysis of utility based prices and risk-tolerance wealth processes
Oct 12, 2004, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Lin Xu, Morgan Stanley
Challenges of credit basket products modeling in the real investment bank world
Oct 12, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
Patrick Cheridito, Princeton University
Dynamic monetary risk measures in multi-period models
Oct 7, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
Patrick Cheridito, Princeton University
Conditional monetary risk measures in multi-period models
Oct 5, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
Patrick Cheridito, Princeton University
Monetary risk measures in one-period models
Sep 30, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
Alex d'Aspremont, Princeton University
Pricing basket options with an application to swaptions
Sep 28, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
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