Close Menu

Events

Upcoming Events

No events featured at this time...

Pages

Event Archive

Sergey Nadtochiy - Department of Applied Mathematics, Illinois Institute of Technology
Nov 27, 2018 - 11:25am to 12:40pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
Classical models of Financial Mathematics assume that the evolution of the prices of financial assets is prescribed exogenously via given stochastic processes and it is not affected by the investment decisions of market participants. Financial Economics, on contrary, derives prices from equilibrium... read more
Tue.
11/27/18
Matthew Plumlee - Department of Industrial Engineering and Management Sciences, Northwestern University
Nov 26, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
There has been a recent surge in statistical methods for calibration of inexact models. Alongside these developments, a controversy has emerged about the goals of calibration of inexact models. This talk will trace a swath of research stemming from twenty years ago and potential concerns are marked... read more
Mon.
11/26/18
Tomasz R. Bielecki - Department of Applied Mathematics, Illinois Institute of Technology
Nov 20, 2018 - 11:25am to 12:40pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
TBA
Tue.
11/20/18

Pages