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Research

Seminar in Financial Mathematics
with Professor Srdjan Stojanovic

Optimal Portfolios, Risk Premium, Interest Rates, Quantitative Equity,
and Foreign Exchange

Wednesday nights, 6:00-8:40 PM

Financial Mathematics Seminar – Past Events:

·        Dr. Kiseop Lee, Recent Topics on Liquidity Risks, May 21, 2008

·         Yan Yu, Semiparametric Estimation for Time-Inhomogeneous Diffusion Processes, April 16, 2008

·         Henrik Shahgholian, A Free Boundary Approach to American-Type Problems, March 5, 2008   

 

·         Robert Kimmel, Series Solutions to Asset Pricing Problems,
January 16, 2008

·         Srdjan Stojanovic: Equity Valuation and Market Share Dynamics, October 31st 2007

 

·       Hui Gou: Idiosyncratic Stock Volatility and Foreign Exchange Rates, October 17th 2007

 

·       Srdjan Stojanovic: FX Rates, FX Derivatives, and Why the Japanese Yen Falls When Investors Ignore Risks, October 3rd 2007.

 

 

 

 

 




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