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Seminar: Spring 2009

Stanford Financial Mathematics Seminar Schedule

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

4/3

Yuxue Jin Stanford Mortgage default and prepayment: modeling and applications  
4/10 Ling Chen

Stanford

A semiparametric approach to option pricing and hedging  
4/17

Rescheduled

Steve Kou

Columbia
IEOR Department
The recent financial turmoil and two related financial engineering research problems
Rescheduled
4/24 Erhan Bayraktar University of Michigan On the optimal stopping problems for levy processes  
5/1 Peter Woehrmann Stanford Parameter-free inference with applications to finance  
5/8
Vadim Linetsky Northwestern Time changes of Markov processes: applications in finance  

5/15

Jack Kim Stanford Optimizing the mark-to-market of a credit derivatives portfolio: a
closed form approach
 
5/22 Steve Kou Columbia
IEOR Department
The recent financial turmoil and two related financial engineering research problems  
5/29 Kaiyuan Zhang Stanford High-frequency trading using limit orders  

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