King's College London
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Financial Mathematics and Applied Probability Seminars
All seminars take place at Lecture Theatre 2C, King's College London,
The Strand, London WC2R 2LS. Website: www.mth.kcl.ac.uk
Tuesday 1 October, 5:30 pm
Dr Jordan Stoyanov
Department of Statistics, Newcastle University
Moment problems for distributions in stochastic finance modelling
Tuesday 15 October, 5:30 pm
Professor Nick Bingham
Brunel University
Semi-parametric modelling in finance
Tuesday 22 October, 5:30 pm
Professor Chris Rogers
University of Cambridge
The squared-Ornstein-Uhlenbeck market
Tuesday 29 October, 5:30 pm
Dr Alison Etheridge
University of Oxford
Evolution in fluctuating populations
Tuesday 5 November, 5.30pm
Dr Jérôme Busca
Université Paris Dauphine
Large deviation methods in financial mathematics
Tuesday 12 November, 5:30 pm
Professor Rama Cont
Ecole Polytechnique
Non-parametric calibration of jump-diffusion option pricing models
Tuesday 26 November, 5:30 pm
Dr Riccardo Rebonato
Royal Bank of Scotland
Assigning future smile surfaces: conditions for uniqueness and absence of
arbitrage
Tuesday 10 December, 5:30 pm
Dr Philippe Balland
Merrill Lynch, London
Implied Volatility Models
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