Financial Mathematics Seminar, Spring 2002
W 1:25 - 2:15, 201 LOV
Jan 9:
Organizational Meeting
Jan 16:
Craig Nolder: Heath, Jarrow, Morton (con.)
Jan 23:
Alec Kercheval: Heath, Jarrow, Morton redux
Jan 30:
Alec Kercheval: Heath, Jarrow, Morton (con.)
Feb 6:
Alec Kercheval: Multidimensional Heath, Jarrow, Morton
Feb 13:
no meeting.
Feb 20:
Warren Nichols: A Discrete Interest Rate Model
Feb 27:
Greg Anderson: More on Discrete Asset Pricing Models
Mar 22:
George Xiang: Default Risk Measurement
March 27:
Warren Nichols: A Discrete Interest Rate Model, II
April 3:
Parthasarathy Srinivasan: Using TeX and PPower4 in Presentations
April 10:
Warren Nichols: A Discrete Interest Rate Model, III
April 17:
Alec Kercheval: Continuous Interest Rate Models:
forward curve vs short rate
Last modified: Thu Jun 20 14:31:41 EDT 2002