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Seminar: Spring 2012
Stanford Financial Mathematics Seminar Schedule
| Date |
Speaker |
Affiliation |
Talk Title
(click to see Abstract) |
Comments |
| 4/16 |
Dai Shi |
Stanford |
Asymptotic independence of extreme eigenvalues of the random sample covariance matrix |
Room 380-381T |
| 4/23 |
Tzu-Wei Yang |
Stanford |
Systemic Risk: why and when risk diversification is undesirable |
Room 380-381T |
| 4/30 |
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No Seminar |
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| 5/7 |
Joongyeub Yeo |
Stanford |
Financial application of random matrix theory: cross-correlation and statistical arbitrage |
Room 380-381T |
| 5/14 |
TBA |
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TBA |
Room 380-381T |
| 5/21 |
Saran Ahuja |
Stanford |
TBA |
Room 380-381T |
| 5/28 |
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No Seminar |
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| 6/4 |
TBA |
|
TBA |
Room 380-381T |
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