PSU Mark
Eberly College of Science Mathematics Department

Probability and Financial Mathematics Seminar (2013 Archive)

DateSpeaker(s)Title
Tue, 15 Jan 2013
MB216
 To Be Announced
Mon, 21 Jan 2013 To Be Announced
Tue, 22 Jan 2013
MB216
 To Be Announced
Mon, 28 Jan 2013Mihai Sirbu, University of Texas, Austin, Mathematics, ***NOTE CHANGE OF ROOM***: This seminar will be held in **122 BUSINESS BUILDING**Optimal investment with high-watermark performance fee
Tue, 29 Jan 2013
MB114

3:45pm - 5:00pm
Mihai Sirbu, University of Texas, Austin, MathematicsStochastic Perron's method in linear and non-linear problems
Mon, 4 Feb 2013 To Be Announced
Tue, 5 Feb 2013
MB216
 To Be Announced
Tue, 5 Feb 2013
MB114

3:45pm - 4:45pm
Achim Wuebker, Hanover ReUnderstanding the shape of mortality in practice
Mon, 11 Feb 2013 To Be Announced
Mon, 18 Feb 2013 To Be Announced
Mon, 25 Feb 2013Heber Farnsworth, Smeal Business SchoolPerformance Evaluation, Contracts, and Flows
Mon, 4 Mar 2013 To Be Announced
Mon, 11 Mar 2013 To Be Announced
Mon, 18 Mar 2013 To Be Announced
Mon, 25 Mar 2013Nick Costanzino, ScotiaBankAll you wanted to know credit risk but were afraid to ask
Tue, 26 Mar 2013
MB216
 To Be Announced
Mon, 1 Apr 2013 To Be Announced
Mon, 15 Apr 2013 To Be Announced
Mon, 22 Apr 2013 To Be Announced
Mon, 29 Apr 2013
MB315
Olesya Grishchenko, Federal Reserve Board, WashingtonLong-Run Bond Risk Premia
Tue, 30 Apr 2013
1:30pm - 2:30pm
Giancarlo Facchi, PSU, MathematicsOptimal Bidding in a Limit Order Book
Tue, 7 May 2013
MB216
 To Be Announced
Tue, 14 May 2013
MB216
 To Be Announced
Tue, 21 May 2013
MB216
 To Be Announced
Fri, 30 Aug 2013 To Be Announced
Fri, 6 Sep 2013 Football Week-end
Fri, 13 Sep 2013 Probability & Financial Mathematics Seminar
Fri, 20 Sep 2013Vasileios Maroulas, University of Tennessee, StatisticsSimulated annealing methods for improving particle filters
Fri, 27 Sep 2013 To Be Announced
Fri, 4 Oct 2013 To Be Announced
Fri, 11 Oct 2013 Football week-end
Fri, 18 Oct 2013RESERVEDTo Be Announced
Fri, 25 Oct 2013
1:00pm - 2:00pm
Yimin Xiao, Michigan StateGaussian Random Fields: Fractal and Related Properties
Fri, 1 Nov 2013Nikola Sandric, Mathematics Department, University of ZagrebStochastic stability of stable-like Markov models
Fri, 8 Nov 2013Leonid Petrov, Northeastern UniversityMarkov dynamics on interlacing arrays
Fri, 15 Nov 2013 Football Week-end
Fri, 22 Nov 2013 Football Week-end
Fri, 29 Nov 2013 Thanksgiving Holiday-No Seminar
Fri, 6 Dec 2013 TBA
Fri, 13 Dec 2013
MB114
 RESERVED
Fri, 20 Dec 2013 To Be Announced
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