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Computational Finance Seminars
Fall Quarter 2006
- Thursday, December 07, 2006
- Grant Gardner and Yuan-An Fan
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Target-Date Fund Construction
- MGH 238 at 4:00 P.M.
- Thursday, November 30, 2006
- Gad Levy
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Weather Derivatives: The Convergence of Insurance, Capital Market and Weather Services, an
Overview
- MGH 238 at 4:00 P.M.
- Thursday, November 23, 2006
- No seminar—Thanksgiving holiday
- Thursday, November 16, 2006
- Jay Henniger
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Modern Interest Rate Modeling
- MGH 238 at 4:00 P.M.
- Thursday, November 9, 2006
- Terry Leitch
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Methods for Introducing Correlation into Lease Valuation
- MGH 238 at 4:00 P.M.
- Thursday, November 2, 2006
- Doug Hoch
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Financial Risk Management at Microsoft
- MGH 238 at 4:00 P.M.
- Thursday, October 26, 2006
- no seminar
- Thursday, October 19, 2006
- Drew Creal
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Optimal filtering and smoothing of Lévy-driven stochastic volatility models incorporating
power and multipower variation
- MGH 238 at 4:00 P.M.
- Thursday, October 12, 2006
- Scott Mathews
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Multi-stage Project Governance using Real Options with Bayes
- MGH 238 at 4:00 P.M.
- Tuesday, October 10, 2006
- Stanislav Uryasev
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Credit Risk Measures and Structured Finance
- PDL C36 at 2:30 P.M.
- Thursday, October 5, 2006
- Shengyu Zhang
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Influence Functions in Finance: Statistical Analysis of Portfolio Risk Measures and Performance
- MGH 238 at 4:00 P.M.
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