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Mathematical Finance Seminars


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





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