PSU Mark
Eberly College of Science Mathematics Department

Probability and Financial Mathematics Seminar (2012 Archive)

Tuesdays from 01:20pm to 02:20pm in MB106

DateSpeaker(s)Title
10 Jan 2012 To Be Announced
17 Jan 2012Manfred Denker, Penn State MathematicsRisk Measures
24 Jan 2012 To Be Announced
31 Jan 2012 To Be Announced
7 Feb 2012 To Be Announced
14 Feb 2012 To Be Announced
21 Feb 2012 To Be Announced
28 Feb 2012 To Be Announced
6 Mar 2012Spring breakNo talk
13 Mar 2012 To Be Announced
20 Mar 2012 To Be Announced
27 Mar 2012 To Be Announced
3 Apr 2012Jingzhi (Jay) Huang, Finance Department, Smeal College of Business, PSUDeterminants of Bond Risk Premia
10 Apr 2012 To Be Announced
17 Apr 2012 To Be Announced
24 Apr 2012 To Be Announced
1 May 2012 To Be Announced
21 Aug 2012 To Be Announced
28 Aug 2012 To Be Announced
4 Sep 2012Manfred Denker, PSU MathematicsBlack-Scholes type formulas for European options
10 Sep 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
11 Sep 2012Manfred Denker, PSUBlack-Scholes type formulas for European options II
17 Sep 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
18 Sep 2012 To Be Announced
24 Sep 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
25 Sep 2012 To Be Announced
1 Oct 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
2 Oct 2012 To Be Announced
8 Oct 2012
223 Thomas

1:25pm - 2:15pm
Camelia Pop, University of Pennsylvania MathematicsApplications of the Heston model to option pricing
9 Oct 2012Camelia Pop, University of Pennsylvania MathHolder continuity for solutions to the Heston variational equation and inequality
15 Oct 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
16 Oct 2012 To Be Announced
22 Oct 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
23 Oct 2012 To Be Announced
29 Oct 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
30 Oct 2012Song Yao, University of PittsburghCancelled. Will be rescheduled soon: On zero-sum stochastic differential games with unbounded controls
5 Nov 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
6 Nov 2012Victor Nistor, Penn State MathShort time symptotics for solutions of parabolic equations
12 Nov 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
13 Nov 2012 To Be Announced
19 Nov 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
20 Nov 2012 To Be Announced
26 Nov 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
27 Nov 2012Song Yao, University of Pittsburgh MathematicsOn zero-sum stochastic differential games with unbounded controls
3 Dec 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
4 Dec 2012 To Be Announced
10 Dec 2012
223 Thomas

1:25pm - 2:15pm
 To Be Announced
11 Dec 2012 To Be Announced
18 Dec 2012 To Be Announced
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