Past Events

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Bruno Dupire, Bloomberg
Using European options to bound the prices of exotics: A Skorohod problem approach
Oct 19, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
René Carmona, Princeton University
Filtering of diffusion processes and continuous time Markov chains
Oct 14, 2004, 12:30 pm
Location
103 - Bendheim Center for Finance
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