Stanislav Uryasev, University of Florida
Portfolio Optimization with Drawdown Constraint
Dec 11, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Ronald Rardin, National Science Foundation and Purdue University
Engineering the Other 70% of the Economy: NSF Research on Service Enterprizes
Dec 3, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Alan Brace and Ben Goldys, BNP/Paribas, New York
Nov 19, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Levent Tuncel, University of Waterloo
Nov 12, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Claudio Albanese, University of Toronto
Credit Barrier Models with Jumps and State Dependent Volatility
Nov 5, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Adrian Lewis, Simon Fraser University
Robust Optimization and Stability
Oct 22, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Gennady Samorodnitsky, Cornell University
Extreme Value Theory, Ergodic Theory, and the Boundary Between Short Memory and Long Memory for Stationary Stable Processes
Oct 15, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Peter Carr, New York University
Hedging with Options
Oct 1, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Asuman Ozdaglar, MIT
A Lagrange Multiplier Theory for Constrained Optimization
Apr 30, 2002, 4:30 pm
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia