Graduate Students
 Faculty in  Mathematical  Finance            
Math Finance Home Conferences Seminars People Open Positions Contact

CCF Seminars Fall 2010
Date: Monday, August 23, 2010, 5:00 pm
Name: Traian Pirvu
Affiliation: McMaster University
Title: Backward Stochastic Equations and Equilibrium Pricing (Abstract)
Location: Wean Hall 8220
Submitted by: Kasper Larsen
Date: Monday, August 30, 2010, 5:00 pm
Name: Jin Feng
Affiliation: University of Kansas
Title: A class of Hamilton-Jacobi PDE in space of measures and its associated compressible Euler equations (Abstract)
Location: Wean Hall 8220
Submitted by: Gautam Iyer
Date: Tuesday, September 7, 2010, 4:30 pm
Name: Walter Schachermayer
Affiliation: University of Vienna
Title: The Duality of Money (Abstract)
Location: Hillman Center, 4401 Rashid Auditorium
Submitted by: Steve Shreve
Nash Lecture - Finance
Date: Thursday, September 9, 2010, 4:30 pm
Name: Walter Schachermayer
Affiliation: University of Vienna
Title: Portfolio optimisation under transaction costs: Duality and asymptotics
Location: Gates/Hillman Center 6115
Submitted by: Steve Shreve
Date: Friday, September 17, 2010, 4:30 pm
Name: Ioannis Karatzas
Affiliation: Columbia University
Title: Stable Models of Large Equity Markets (Abstract)
Location: Wean Hall 8220
Submitted by: Steve Shreve
Date: Monday, September 27, 2010, 5:00 pm
Name: Isaac Sonin
Affiliation: University of North Carolina - Charlotte
Title: Gittins Theory: Index and Theorem in General Form (Abstract)
Location: Wean Hall 8220
Submitted by: Steve Shreve
Date: Monday, October 4, 2010, 5:00 pm
Name: Qinghua Li
Affiliation: Columbia University
Title: Optimal Stopping of a Diffusion with a Change Point (Abstract)
Location: Wean Hall 8220
Submitted by: Steve Shreve
Date: Monday, October 25, 2010, 5:00 pm
Name: Dmitry Kramkov
Affiliation: Mathematical Sciences, Carnegie Mellon University
Title: A model for a large investor trading at market indifference prices. I: single-period case. (Abstract)
Location: Wean Hall 8220
Submitted by: Kramkov
Date: Monday, November 1, 2010, 5:00 pm
Name: Dmitry Kramkov
Affiliation: Mathematical Sciences, Carnegie Mellon University
Title: A model for a large investor trading at market indifference prices. II: continuous-time case. (Abstract)
Location: Wean Hall 8220
Submitted by: Kramkov
Date: Monday, November 8, 2010, 5:00 pm
Name: Min Dai
Affiliation: National University of Singapore
Title: Trend follow trading with long and short positions
Location: Wean Hall 8220
Submitted by: Steve Shreve
Date: Monday, November 15, 2010, 5:00 pm
Name: Robert Aguirre
Affiliation: Carnegie Mellon University
Title: TBA
Location: Wean Hall 8220
Submitted by: Steve Shreve
Date: Monday, November 22, 2010, 5:00 pm
Name: Martin Larsson
Affiliation: Cornell University
Title: No Dominance in High-Dimensional Stochastic Volatility Models (Abstract)
Location: Wean Hall 8220
Submitted by: Steve Shreve
Date: Monday, November 29, 2010, 5:00 pm
Name: Sergio Pulido
Affiliation: Carnegie Mellon University
Title: Futures contracts in financial markets with short sales prohibitions (Abstract)
Location: Wean Hall 8220
Submitted by: Steve Shreve