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

Contact | Sitemap | Directories | Maps & Directions | Giving to Stanford