Financial Mathematics Dissertation Seminar -- Spring 2011

Advanced students discuss topics, problems, and solutions arising in their dissertation research.

We meet Tuesdays at 3:35 pm in 107 LOV.

Schedule

January 4 organizational meeting
January 11 Topics in Jump Processes and Non-Gaussian Distributions (special time 4pm) Garreau/Zhang/Liu
January 18 Topics in Jump Processes and Non-Gaussian Distributions, II Garreau/Zhang/Liu
January 25 Topics in Jump Processes and Non-Gaussian Distributions, III Zhang/Liu
February 1 Topics in Jump Processes and Mapping Dynamics Zhang/Guan
February 8 Topics in Jump Processes and Birth-Death Processes Zhang/Huang
February 15 Topics in Jump Processes and Birth-Death Processes, II Garreau/Huang
February 22 Topics in Jump Processes and Birth-Death Processes, II Zhang/Huang
March 1 Topics in Jump Processes and Birth-Death Processes, III Zhang/Huang
March 8 Spring break
March 15 Jump Models for Electricity Pricing/Dynamics of Interval Maps Zhang/Guan
March 22 no meeting
March 29 Dynamics of Interval Maps, III Guan
April 5 Jump Models for Electricity/Option Pricing Zhang/Garreau
April 12 Elliptical Distributions/Levy Tail Integrals Liu/Garreau
April 19 Elliptical Distributions/Levy Copulas Liu/Garreau