Probability and Mathematical Finance SeminarIf 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 SchedulesFall 2008, Spring 2008, Fall 2007, Spring 2007, Fall 2006, Spring 2006, Fall 2005, Spring 2005, Fall 2004, Spring 2004, Fall 2003, Spring 2003
Schedule for Spring 2009
Unless otherwise stated, the talks take place on Mondays at 5 P.M. in Wean Hall, 6423.
Pricing of electricity forwards . The risk premium
The Volatility of Temperature, Pricing of Weather Derivatives, and Hedging Spatial Temperature Risk