For more information contact Mattias Jonsson (mattiasj[nospamplease]umich.edu) or Kristen Moore (ksmoore[nospamplease]umich.edu).
| January 22 | (postponed) | |
| January 29 | Mattias Jonsson (UM Math) | Optimal investment with derivative securities |
| February 5 | Jussi Keppo (UM IOE) | Optimal bank capital with costly recapitalization |
| February 12 | Dohyun Pak (UM IOE) | A real option approach to telecommunications network optimization |
| February 19 | David Promislow (York University) | A unifying framework for optimal insurance |
| February 26 | Spring | Break |
| March 04 | Kristen Moore (UM Math) | Optimal asset allocation and annuitization strategy to minimize the probability of lifetime ruin |
| March 11 | David Kausch (UM Math) | US pension funding crisis 2000-2002: The perfect storm |
| March 18 | ||
| March 25 | Len Kofman (UM IOE) | Does market risk VaR affect bank behavior? |
| April 1 | ||
| April 8 *** 3pm *** | Tim Maull (UM IOE) | Employment protection and labour market demand |
| April 15 | Moshe Milevksy (York University) | A financial economic valuation of guaranteed minimum withdrawal benefits in variable annuities |