Seminar: Spring 2008

Stanford Financial Mathematics Seminar Schedule

Date	Speaker	Affiliation	Talk Title (click to see Abstract)	Comments
4/4	Patrick Cheridito	Princeton University	Risk measures on Orlicz hearts
4/11	Alexander Schied	Cornell University	Optimal portfolio liquidation: market impact models, optimal control, and competition
4/18	Terry Benzschawel	Citigroup	Corporate loan and LCDS pricing and relative value
4/25	Jean-Pierre Fouque	University of California Santa Barbara	Default probabilities, credit derivatives and computational issues
5/2	Xunyu Zhou	Oxford University	Thou Shalt Buy and Hold
5/9	Liuren Wu	Baruch College	Simple robust linkages between CDS and equity options
Mon 5/12	Tanya Styblo Beder	SBCC	Great Challenges of Our Time - What Wall Street Needs Mathematicians to Solve	NOTE: Meets 7:30-8:30pm in 380-380C
5/23	Jun Pan	MIT	Excess volatility of corporate bonds
5/30	Kay Giesecke	Stanford	Self-exciting corporate defaults: contagion or frailty?

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