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Mathematical Finance Seminars

 

Seminars will be held in the 3rd floor seminar room, Dartington House, at 2:15.

 

Date

Speaker

Title

21 October

Albina Danilova, OCIAM, Oxford

Emergence of Stochastic Volatility from Informational Heterogeneity

 

4 November

Gunter Meyer, OCIAM, Oxford

The Black Scholes Barenblatt equation for American options

 

18 November

Mike Monoyios, OCIAM, Oxford

Robust Optimal Hedging Under Parameter Uncertainty

 

2 December

Alex Cox York University

Local Martingales, Bubbles and Option Prices