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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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