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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