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Seminar: Winter 2007

Stanford Financial Mathematics Seminar Schedule

Date Speaker Affiliation Talk Title
(click to see Abstract)
Comments

1/22

Igor Cialenco

USC

A parameter estimation problem for SPDE's with multiplicative noise
and it application to fixed income markets

Note special time and location:

12:00-1:00PM
Building 380, Room 383N

1/26 Antoine Toussaint

Princeton

Hedging under L2 convex risk measures

Note special time:

12:00-1:00PM

1/26 Olivier Pironneau University of Paris VI Dupire and Forward Kolmogorov Equations for Two Dimensional Options  
3/16 Vassilis Papanicolaou National Technical University of Athens A Diffusion Model for Reinsurance  

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