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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
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4 November |
Gunter
Meyer, OCIAM, Oxford |
The Black
Scholes Barenblatt equation for American options
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18
November |
Mike
Monoyios, OCIAM, Oxford |
Robust
Optimal Hedging Under Parameter Uncertainty
|
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2 December |
Alex Cox
York University |
Local
Martingales, Bubbles and Option Prices
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