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CCF Seminars Spring 2011
Date: Thursday, January 13, 2011, 4:30 pm
Name: Gordan Zitkovich
Affiliation: University of Texas at Austin
Title: Stability in Financial Markets
Location: Wean Hall 8220
Submitted by: Shreve
Date: Thursday, January 20, 2011, 4:30 pm
Name: Johannes Ruf
Affiliation: Columbia University
Title: Hedging under Arbitrage
Location: Wean Hall 8220
Submitted by: Shreve
Date: Thursday, February 10, 2011, 4:30 pm
Name: Andrew Ledvina
Affiliation: Princeton University
Title: Dynamic Bertrand and Cornot Competition: Effects of Product Differentiation
Location: Wean Hall 8220
Submitted by: Shreve
Date: Monday, February 14, 2011, 5:00 pm
Name: Pietro Siorpaes
Affiliation: Mathematical Sciences, Carnegie Mellon University
Title: Optimal Investment with Stocks and Derivatives
Location: Wean Hall 8220

Date: Thursday, February 17, 2011, 4:30 pm
Name: Scott Robertson
Affiliation: Mathematical Sciences, Carnegie Mellon University
Title: Robust Maximization of Asymptotic Growth
Location: Wean Hall 8220
Submitted by: Shreve
Date: Monday, February 21, 2011, 5:00 pm
Name: Oleksii Mostovyi
Affiliation: Carnegie Mellon University
Title: Necessary and sufficient conditions in the problem of optimal consumption from investment
Location: Wean Hall 6423
Submitted by: Shreve
Date: Monday, February 28, 2011, 5:30 pm
Name: Kasper Larsen
Affiliation: Carnegie Melllon University
Title: Dual face-lifting for the case of unspanned random endowment (Abstract)
Location: Wean Hall 6423
Submitted by: Kasper Larsen
Date: Monday, March 14, 2011, 5:00 pm
Name: Kostas Kardaras
Affiliation: Boston University
Title: On Random Times (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve
Date: Monday, March 21, 2011, 5:00 pm
Name: William Massey
Affiliation: Princeton University
Title: Dynamic Pricing to Control Loss Systems with Quality of Service Targets (Abstract)
Location: Wean Hall 6423
Submitted by: Steve Shreve
Date: Monday, March 28, 2011, 5:00 pm
Name: Pietro Siorpaes
Affiliation: Carnegie Mellon University
Title: The relation between arbitrage-free prices and marginal utility-based prices (Abstract)
Location: Wean Hall 6423
Submitted by: Kramkov
Date: Monday, April 4, 2011, 5:00 pm
Name: Silviu Predoiu
Affiliation: Carnegie Mellon University
Title: On Endogenous Dynamic Completeness of Financial Models
Location: Wean Hall 6423

Date: Monday, April 11, 2011, 5:00 pm
Name: Matheus R Grasselli
Affiliation: Department of Mathematics and Statistics, McMaster University
Title: Stock Loans in Incomplete Markets (Abstract)
Location: Wean Hall 6423
Submitted by: Kasper Larsen
Date: Monday, April 18, 2011, 5:00 pm
Name: Christoph Frei
Affiliation: University of Alberta, Canada
Title: BSDEs in utility maximization with BMO market price of risk (Abstract)
Location: Wean Hall 6423
Submitted by: Dmitry Kramkov
Date: Monday, June 13, 2011, 1:00 pm
Name: Ross Pinsky
Affiliation: Technion - Israel Institute of Technology
Title: Asymptotics for Exit Problem and Principal Eigenvalue for a Class of Non-Local Elliptic Operations Related to Diffusion Processes with Random Jumps (Abstract)
Location: Wean Hall 5320
Submitted by: Shreve