Schedule for Fall 2012
Seminars are on Thursdays
Time: 4:10pm – 5:25pm
Location: Columbia University, 500 West 120th Street, Room 627 MUDD, 6th Floor (Google map)
Organizers: Ioannis Karatzas, Philip Protter, Marcel Nutz, Hongzhong Zhang
Date |
Description |
9/13/2012 |
Risk, Return, and Ross Recovery |
9/20/2012 |
Portfolio Optimization and Stochastic Volatility Asymptotics |
9/27/2012 |
No Seminar |
10/4/2012 |
Market-Triggered Changes in Capital Structure: Equilibrium Price Dynamics |
10/11/12 |
Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences |
10/18/12 |
On Facelifting in Mathematical Finance |
10/25/12 |
Pathwise Stochastic Taylor Expansion and Forward Path-Dependent PDEs |
11/1/12 |
Cancelled due to Sandy |
11/8/12 |
Asymmetric Information, Risk Sharing and Market Liquidity |
11/15/12 |
5-6pm, 702 Hamilton Portfolio Choice in Markets with Contagion |
11/22/12 |
No Seminar Happy Thanksgiving! |
11/29/12 |
An Axiomatic and Data Driven View on the EPK Paradox |
12/6/15 |
Stochastic Latency |
12/13/15 |
Optimal Investment for All Time Horizons and Evolution Equations with A Wrong Time Direction |