Seminars/Workshops/Lectures 2009

Joint Seminars

3 December 2009 (3:00am - 5:00pm) Announcement

Prof. Yan Jia-An (Academy of Mathematics and Systems Science)
  ~  Markowitz Strategies Revised
 [Joint Seminar With Department of Statistics and Applied Probability & Department of Mathematics]

Past Joint Seminars

16 November 2009 (10:00am - 12:00pm) Announcement

Prof. Nancy Wallace (University of California, Berkeley)
  ~  The Bear's Lair: Indexed Credit Default Swaps and the Subprime Mortgage Crisis
 [Joint Seminar With Institute of Real Estate Studies]

14 May 2009 (3:00pm - 4:00pm) Announcement

Prof. Zhang Qing (University of Georgia)
  ~  Optimal Trading with a Mean-Reverting Asset
 [Joint Seminar With Department of Mathematics]

31 March 2009 (4:00pm - 5:30pm) Announcement

Prof. Prasanna Gai (The Australian National University)
  ~  A Network Model of Super-Systemic Crises
 [Joint Seminar With SCAPE]

5 March 2009 (4:00pm - 5:30pm) Announcement

Prof. Robert M. Anderson (University of California, Berkeley)
  ~  Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
 [Joint Seminar With Department of Economics]

4 March 2009 (3:30pm - 5:00pm) Announcement

Prof. Li Haitao (University of Michigan)
  ~  MCMC Estimation of Lévy Jump Models Using Stock and Option Prices
 [Joint Seminar With Department of Finance]

29 January 2009 (4:00pm - 5:30pm) Announcement

Prof. Peter Reinhard Hansen (Stanford University)
  ~  In-Sample and Out-Sample Fit: Their Joint Distribution and its Implications for Model Selection
[Joint Seminar With Department of Economics]