| Date | Speaker(s) | Title |
|---|
| Tue, 11 Jan 2011 | | To Be Announced |
|---|
| Tue, 18 Jan 2011 | | To Be Announced |
|---|
| Tue, 25 Jan 2011 | John Liechty, Marketing Department, Penn State Smeal College of Business | Approaches to Modeling Financial Stability |
|---|
| Tue, 1 Feb 2011 | Wen Teng, National Central University, Taiwan | Bayesian nonparametric approaches for financial option pricing |
|---|
| Tue, 8 Feb 2011 | | To Be Announced |
|---|
| Tue, 15 Feb 2011 | Wen Cheng, PSU | Option 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 2011 | Manfred Denker, PSU | The generalized binomial model under stationary increments |
|---|
| Tue, 22 Mar 2011 | Jason Morton, PSU | Tools for higher order portfolio optimization |
|---|
| Tue, 29 Mar 2011 | | To Be Announced |
|---|
| Tue, 5 Apr 2011 | | To Be Announced |
|---|
| Tue, 12 Apr 2011 | Dmitry 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 2011 | Wen Cheng, Penn State | Option pricing by approximation: short time asymptotics |
|---|
| Tue, 30 Aug 2011 | Wen Cheng, Penn State | Option pricing by approximation: local volatilities and implied volatilities Abstract: |
|---|
| Tue, 6 Sep 2011 | Olesya Grishenko, FED | no talk, but see Olesya Grishchenko's talk in the CAM Colloquium on Friday |
|---|
| Tue, 13 Sep 2011 | | To Be Announced |
|---|
| Tue, 20 Sep 2011 | Dan Parjol, JP Morgan | Asymptotic expansions in local volatility models |
|---|
| Tue, 27 Sep 2011 | | To Be Announced |
|---|
| Tue, 4 Oct 2011 | Manfred Denker, Penn State | Risk measures (the talk is Wednesday, October 5 in Room MB106, Financial Stability Seminar) |
|---|
| Tue, 11 Oct 2011 | Camelia 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 |
|---|
