Stanislav Uryasev, University of Florida
Portfolio Optimization with Drawdown Constraint
Dec 11, 2002
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
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Alan Brace and Ben Goldys, BNP/Paribas, New York
Nov 19, 2002
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Levent Tuncel, University of Waterloo
Nov 12, 2002
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Claudio Albanese, University of Toronto
Credit Barrier Models with Jumps and State Dependent Volatility
Nov 5, 2002
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Adrian Lewis, Simon Fraser University
Robust Optimization and Stability
Oct 22, 2002
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
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Peter Carr, New York University
Hedging with Options
Oct 1, 2002
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Asuman Ozdaglar, MIT
A Lagrange Multiplier Theory for Constrained Optimization
Apr 30, 2002
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Vicky Henderson, Department of Mathematics, Oxford University
Valuation of Claims on Non-Traded Assets using Utility Maximisation
Apr 29, 2002
Location
103 - Bendheim Center for Finance
ORFE Department Colloquia