Mike Ludkovski, PhD Candidate, Princeton University
Dec 9, 2004
Location
103 - Bendheim Center for Finance
Eric Denardo, Yale University & Kenan Trust Visiting Professor for Distinguished Teaching, Princeton University
Overview of the Multi-Armed Bandit Literature with an Emphasis on Risk Aversion
Dec 7, 2004
Location
004 - Friend Center
ORFE Department Colloquia
Albina Danilova, PhD Candidate, Princeton University
Dec 7, 2004
Location
103 - Bendheim Center for Finance
Nicolas Victoir, Oxford University
Rough paths and applications to finance, II
Dec 2, 2004
Location
103 - Bendheim Center for Finance
Kay Giesecke, Cornell University
Calibrating Credit with Incomplete Information
Nov 30, 2004
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Nicolas Victoir, Oxford University
Rough paths and applications to finance, I
Nov 30, 2004
Location
103 - Bendheim Center for Finance
Bernard Lapeyre, Ecole Nationale des Ponts et Chaussées
Applications of variance reduction methods to Monte Carlo computations in finance, II
Nov 18, 2004
Location
103 - Bendheim Center for Finance
Bernard Lapeyre, Ecole des Mines, Paris
Using Girsanov transform as a variance reduction tools
Nov 16, 2004
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Bernard Lapeyre, Ecole Nationale des Ponts et Chaussées
Applications of variance reduction methods to Monte Carlo computations in finance, I
Nov 16, 2004
Location
103 - Bendheim Center for Finance
Noah Williams, Princeton University
Robust control
Nov 11, 2004
Location
103 - Bendheim Center for Finance