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

Fall 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.

January 12

January 19

January 26

February 2

February 9

February 16
Vladimir Dubininz, Director, Deutsche Bank

February 23
Fred Espen Benth, Department of Mathematics, University of Oslo.
Pricing of electricity forwards . The risk premium
March 2
Fred Espen Benth, Department of Mathematics, University of Oslo.
The Volatility of Temperature, Pricing of Weather Derivatives, and Hedging Spatial Temperature Risk
March 16
Simon Lysbjerg Hansen, University of Southern Denmark
March 23

March 30

April 6
Amarjit Budhiraja, University of North Carolina, Chapel Hill
April 13
Semyon Malamud, ETH Zurich

April 20
Soummya Kar, ECE, Carnegie Mellon

April 27
Carl Mueller University of Rochester