Home Admissions Academics People Events Careers Resources
Conferences
  Spring 2012
  Winter 2012
  Autumn 2011
  Autumn 2010
Seminars
  Spring 2012
  Winter 2012
  Autumn 2011
  Autumn 2010
  Spring 2010
  Winter 2010
  Spring 2009
  Spring 2008
  Winter 2008
  Autumn 2007
  Spring 2007
  Winter 2007
  Autumn 2006
  Spring 2006
  Winter 2006
  Autumn 2005
  Spring 2005
  Winter 2005
Autumn 2004
Spring 2004
Winter 2004
Spring 2003
Winter 2003

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Seminar: Winter 2012

Stanford Financial Mathematics Seminar Schedule

Date Speaker Affiliation Talk Title
(click to see abstract)		 Comments
1/13

NOTE:

Bldg 370-370
1/20 Darrell Duffie

GSB, Stanford University

 Systemic Risk Exposures: A 10-by-10-by-10 Approach

NOTE:

Bldg 370-370
1/27 Andrew Abrahams

JP Morgan

 Integrated frameworks for measuring economic capital: Model risks, safeguards and new directions

NOTE:

Bldg 370-370
2/3 Xin Guo

UC Berkeley (Department of IEOR)

 Optimal order placement: with or without LOB

NOTE:

Bldg 370-370
2/10 Minyu Peng

Department of Math, Stanford University

 How to detect correlation?

NOTE:

Bldg 370-370
2/17 George Papanicolaou

Department of Math, Stanford University

 Systemic risk

NOTE:

Bldg 370-370
2/24 Andreea Minca

Cornell University

 Network Models for Systemic Risk

NOTE:

Bldg 370-370
3/2 Gustavo Schwenkler

Department of MS&E. Stanford University

 Filtered Likelihood for Point Processes

NOTE:

Bldg 370-370
3/9 Mike Rierson

BlackRock

 Quantitative Fixed Income Investing

NOTE:

Bldg 370-370
3/16

No seminar

 

 

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