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CCF Seminars Fall 2012
Date: Monday, September 17, 2012, 5:00 pm
Name: Daniel Schwarz
Affiliation: Carnegie Mellon University
Title: Price Modelling in Carbon Emission and Electricity Markets (Abstract)
Location: Wean Hall 6423
Submitted by: Dmitry Kramkov
Date: Thursday, September 27, 2012, 4:30 pm
Name: Andrew Lo
Affiliation: Massachusetts Institute of Technology
Title: Can Financial Engineering Cure Cancer? (Abstract)
Location: Porter Hall 100

Date: Monday, October 1, 2012, 5:00 pm
Name: Raquel Gaspar
Affiliation: Technical University of Lisbon
Title: Convexity Adjustments for ATS models (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve
Date: Monday, October 8, 2012, 5:00 pm
Name: Mihai Sirbu
Affiliation: University of Texas at Austin
Title: Stochastic Perron's method in linear and non-linear problems (Abstract)
Location: Wean Hall 6423
Submitted by: Dmitry Kramkov
Date: Monday, October 15, 2012, 5:00 pm
Name: Sevak Mkrtchyan
Affiliation: Carnegie Mellon University
Title: Random Skew Plane Partitions with Arbitrary Piecewise Linear Back Walls (Abstract)
Location: Wean Hall 6423
Submitted by: Pisztora
Date: Wednesday, October 24, 2012, 3:30 pm
Name: Soumik Pal
Affiliation: University of Washington
Title: Eigenvalues of sparse random regular graphs (Abstract)
Location: Wean Hall 8220
Submitted by: Shreve
Date: Thursday, October 25, 2012, 5:00 pm
Name: Soumik Pal
Affiliation: University of Washington
Title: Brownian particles with asymmetric collisions (Abstract)
Location: Wean Hall 6423
Submitted by: Shreve
Date: Monday, November 5, 2012, 5:00 pm
Name: Tomoyuki Ichiba
Affiliation: University of California, Santa Barbara
Title: Diffusions with Rank-Based Characteristics and Values in the Nonnegative Quadrant (Abstract)
Location: Wean Hall 6423
Submitted by: Kasper Larsen
Date: Monday, November 12, 2012, 5:00 pm
Name: Robert Aguirre
Affiliation: Carnegie Mellon University
Title: An Arbitrage-Free Proportional Volatility Term Structure Model (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve
Date: Tuesday, November 13, 2012, 2:00 pm
Name: Peter Carr
Affiliation: Managing Director, Morgan Stanley
Title: Risk, Return, and Ross Recovery (Abstract)
Location: Tepper 322
Submitted by: Shreve
Date: Monday, November 19, 2012, 5:00 pm
Name: Agostino Capponi
Affiliation: Purdue University
Title: Default and Systemic Risk in Equilibrium (Abstract)
Location: Wean Hall 6423
Submitted by: Kasper Larsen
Date: Monday, November 26, 2012, 5:00 pm
Name: Tetsuya Ishikawa
Affiliation: Carnegie Mellon University
Title: Affine Processes and Large Deviation Principle (LDP) (Abstract)
Location: Wean Hall 6423
Submitted by: Scott Robertson
Date: Monday, December 3, 2012, 5:00 pm
Name: Roy Nicolaides
Affiliation: Carnegie Mellon University
Title: Homogeneous Finance (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve