Results for Financial/Actuarial Mathematics events from 01-01-2012 to 06-30-2012
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This seminar is funded by the National Science Foundation and INTECH LLC. (Erhan Bayraktar), and Curtis Huntington.

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Date	Speaker	Seminar	Title
Thursday, January 19, 2012 Start: 3:00 PM Location: 3088 East Hall *	Sergey Nadtochiy Oxford	Financial/Actuarial Mathematics	MARKET-BASED APPROACH TO MODELING DERIVATIVES PRICES
Thursday, February 02, 2012 Start: 3:00 PM Location: 1360 East Hall *	Yan Dolinsky ETH	Financial/Actuarial Mathematics	Limit Theorems for Partial Hedging under Transaction Costs
Thursday, February 16, 2012 Start: 3:00 PM Location: 1360 East Hall	Mario Ghossoub University of Montreal	Financial/Actuarial Mathematics	On a Class of Monotone Comparative Statics Problems under Heterogeneous Uncertainty, with an Application to Insurance.
Thursday, February 23, 2012 Start: 3:00 PM Location: 1360 East Hall	Philip Protter Columbia University	Financial/Actuarial Mathematics	Can one detect a bubble in real time?
Thursday, March 08, 2012 Start: 3:00 PM Location: 1360 East Hall	Dennis Ikpe University of Cape Town	Financial/Actuarial Mathematics	American-style derivatives: State space representation and filtering techniques
Monday, April 09, 2012 Start: 3:00 PM Location: 1360 East Hall	Jianfeng Zhang USC	Financial/Actuarial Mathematics	Viscosity Solutions of Path Dependent PDEs
Thursday, April 12, 2012 Start: 3:00 PM Location: 1360 East Hall	Manuel Morales University of Montreal	Financial/Actuarial Mathematics	On the Ruin Problem for Levy Insurance Risk Processes: A Review and a New Family of Models

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