PSU Mark
Eberly College of Science Mathematics Department

Probability and Financial Mathematics Seminar (2011 Archive)

DateSpeaker(s)Title
Tue, 11 Jan 2011 To Be Announced
Tue, 18 Jan 2011 To Be Announced
Tue, 25 Jan 2011John Liechty, Marketing Department, Penn State Smeal College of BusinessApproaches to Modeling Financial Stability
Tue, 1 Feb 2011Wen Teng, National Central University, TaiwanBayesian nonparametric approaches for financial option pricing
Tue, 8 Feb 2011 To Be Announced
Tue, 15 Feb 2011Wen Cheng, PSUOption pricing by analytical approximations to solutions of parabolic PDEs
Tue, 22 Feb 2011 To Be Announced
Tue, 1 Mar 2011 To Be Announced
Tue, 8 Mar 2011 To Be Announced
Tue, 15 Mar 2011Manfred Denker, PSUThe generalized binomial model under stationary increments
Tue, 22 Mar 2011Jason Morton, PSUTools for higher order portfolio optimization
Tue, 29 Mar 2011 To Be Announced
Tue, 5 Apr 2011 To Be Announced
Tue, 12 Apr 2011Dmitry Kramkov, Carnegie Mellon University (JOINT SEMINAR WITH APPLIED ANALYSIS, ROOM 106)A model for price impact
Tue, 19 Apr 2011 SEE THIS WEEK DEPARTMENT COLLOQUIUM
Tue, 26 Apr 2011 To Be Announced
Tue, 3 May 2011 To Be Announced
Tue, 16 Aug 2011
1:30pm - 2:30pm
 To Be Announced
Tue, 23 Aug 2011Wen Cheng, Penn StateOption pricing by approximation: short time asymptotics
Tue, 30 Aug 2011Wen Cheng, Penn StateOption pricing by approximation: local volatilities and implied volatilities Abstract:
Tue, 6 Sep 2011Olesya Grishenko, FEDno talk, but see Olesya Grishchenko's talk in the CAM Colloquium on Friday
Tue, 13 Sep 2011 To Be Announced
Tue, 20 Sep 2011Dan Parjol, JP MorganAsymptotic expansions in local volatility models
Tue, 27 Sep 2011 To Be Announced
Tue, 4 Oct 2011Manfred Denker, Penn StateRisk measures (the talk is Wednesday, October 5 in Room MB106, Financial Stability Seminar)
Tue, 11 Oct 2011Camelia Pop, Rutgers U.Mimicking theorem for generalized Heston-like processes
Tue, 18 Oct 2011 To Be Announced
Tue, 25 Oct 2011 To Be Announced
Tue, 1 Nov 2011 To Be Announced
Tue, 8 Nov 2011 To Be Announced
Tue, 15 Nov 2011 To Be Announced
Tue, 22 Nov 2011 To Be Announced
Tue, 29 Nov 2011 To Be Announced
Tue, 6 Dec 2011 To Be Announced
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