Summer 2007 - Financial Engineering Summer Informal Seminar Series
<-- Return to the list| What is a Good Risk Measure? | |
| Speaker | Date/Location |
| Xianhua Peng, Columbia University, Industrial Engineering & Operations Research | 08-30-2007 Start Time: 2:00pm End Time: 3:00pm Mudd 317 |
| Option Pricing under a Hyper-Exponential Jump Diffusion Model | |
| Speaker | Date/Location |
| Ning Cai, Columbia University, Industrial Engineering and Operations Research | 08-16-2007 Start Time: 2:00pm End Time: 3:00pm Mudd 317 |
| Tradeable Measures of Risk | |
| Speaker | Date/Location |
| Libor Pospisil, Columbia University, Statistics | 08-14-2007 Start Time: 2:00pm End Time: 3:00pm Mudd 317 |
| Credit Risk and Incomplete Information | |
| Speaker | Date/Location |
| Agostino Capponi, California Institute of Technology | 08-02-2007 Start Time: 2:00pm End Time: 3:00pm Mudd 317 |
| Corporate Liquidity and Growth Options | |
| Speaker | Date/Location |
| Attakrit Asvanunt, Columbia University, Industrial Engineering and Operations Research | 07-26-2007 Start Time: 2:00pm End Time: 3:00pm Mudd 317 |
| Pricing Asian Options via Double Laplace Transforms | |
| Speaker | Date/Location |
| Ning Cai, Columbia University, Industrial Engineering and Operations Research | 07-19-2007 Start Time: 2:00pm End Time: 3:00pm Mudd 317 |