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About the Department |
Seminar in Financial Mathematics Optimal Portfolios, Risk Premium, Interest Rates, Quantitative Equity, Wednesday nights, 6:00-8:40 PM ·
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, ·
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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