Seminar: Autumn 2010

Stanford Financial Mathematics Seminar Schedule

Date

Speaker

Affiliation

Talk Title
(click to see Abstract)

Comments

11/18

Cornelis W. Oosterlee

CWI, Centrum Wiskunde& Informatica, Amsterdam, the Netherlands,
and Delft University of Technology, Dept. Applied Mathematics, Delft

The Heston model with stochastic interest rates and pricing options with
Fourier-cosine expansions

NOTE:

4:15-5:15pm

Sequoia Hall Room 200

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