CCF Working Groups
Topic: Deterministic and stochastic control theory (Spring 2012)
Description: Work through Pham's book.
Time and Place: Fridays, 4-6 pm, Wean Hall 8220.
Topic: Semimartingale theory (Spring 2011)
Description: Work through Protter's book.
Time and Place: Mon-Weds, 10-11:30 am, Wean Hall 7201.
Topic: Large deviations (Spring 2010)
Description: Work through the standard topics in the theory
Time and Place: Thursdays, 4:30-6:30 pm, Wean Hall 6423.
Topic: Malliavin Calculus
Description: we shall read the lecture notes by Bernt Oksendal.
Time and Place: Fridays, 4-6 pm, Mar 20, (no meeting on March
27), Apr 3, 10, 17, 24, May 1, Wean Hall 5310.
Topic: Electricity and Commodities Markets
Description: Fred E. Benth from University of Oslo will present the main ideas in his new book on commodities.
Time and Place: Thursdays, 4-6 pm, Feb 19th, Feb 26th and Mar 5th, Wean Hall 5320.