Carnegie Mellon
Department of
       Mathematical Sciences

Probability and Mathematical Finance Seminar

If you have questions or suggestions about the seminar, please contact the organizers: Agoston Pisztora and Kavita Ramanan (Probability), Kasper Larsen, Dmitry Kramkov and Steven Shreve (Mathematical Finance).
Information for outside speakers or visitors can be found here.

Past Schedules

Spring 2008, Fall 2007, Spring 2007, Fall 2006, Spring 2006, Fall 2005, Spring 2005, Fall 2004, Spring 2004, Fall 2003, Spring 2003

Schedule for Fall 2008



Unless otherwise stated, the talks take place on Mondays at 5 P.M. in Wean Hall, 6423.

September 8
Christian Gromoll, University of Virginia

WEDNESDAY, September 17
NASH LECTURE TECHNICAL TALK
Darrell Duffie, Dean Witter Distinguished Professor of Finance, The Graduate School of Business, Stanford University.
Time: 4:30 P.M.
Location: Wean Hall 7500
Refreshments at 4:00 outside the lecture room.

THURSDAY, September 18
NASH LECTURE
Darrell Duffie, Dean Witter, Distinguished Professor of Finance, The Graduate School of Business, Stanford University.
Time: 4:30 P.M.
Location: McConomy Auditorium
Recption will follow in the Tepper Grand Room.

September 22
Albina Danilova, Carnegie Mellon University

September 29


October 6


October 13
Luciano Campi, University of Dauphine

October 20
Luciano Campi, University of Dauphine

October 27
Kostas Karadas, Boston University

November 3
Kavita Ramanan, Carnegie Mellon University

November 10


November 17
Wenbo Li, University of Delaware

November 24


December 1
Johannes Muhle-Karbe, HVB-Institut fur Finanzmathematik, Technische Universitat Munchen

December 8
Johannes Muhle-Karbe, HVB-Institut fur Finanzmathematik, Technische Universitat Munchen

December 15