Brown Bag Lunch
Tuesdays, 12:00-1:00, 329 Uris
Hall
All are welcome!
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Brown Bag Lunch Tuesdays, 12:00-1:00, 329 Uris
Hall
All are welcome! |
| June 15, 12:00-1:00 | Pricing
American Options by Simulation,
Zachary Ha, Goldman
Sachs and Columbia
B School
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| June 22, 12:30-1:30 | American
Barrier Options with Shortselling Constraints
Hui Wang,
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| June 29, 12:00-1:00 | Pricing
American Options Using Integral Equations
Chunli Hou,
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| July 6, 12:00-1:00 | Pricing
of Real Options: A Jump Diffusion Approach
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| July 13, 12:00-1:00 | Cost-Effective
Variance Minimization as a Strategy for Pricing and Hedging in Incomplete
Markets
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| July 20, 12:00-1:00 | Variance
Reduction for Estimating Value-at-Risk
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| July 27, 12:00-1:00 | A
PDE Method for Computing Moments
Vijay Pant
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| Aug 3, 12:00-1:00 | Linear
Programming Duality and Equivalent Martingale Measures
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| Aug
10,
12:00-1:00 |
Martingale
on Trees : A Convex Programming Approach to Finance
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| Aug 17,
12:00-1:00 |
Low Discrepancy
Lattices for Pricing Multi-Dimensional American Options
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