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

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