VIGRE Financial Mathematics Seminar Series
| Date | Speaker | Title |
| Sep. 27 | Kerry Back (Washington University) | Information in Securities Markets: Kyle Meets Glosten and Milgrom |
| Oct. 11 | Svetlana Boyarchenko (UT Austin) | Capital Accumulation Under Non-Gaussian Processes and the Marshallian Law |
| Oct. 18 | Gordan Zitkovic (Columbia University) | Optimal Consumption from Investment and Random Endowment in Incomplete Semimartingale Markets |
| Oct. 25 | Tomasz Bielecki (Northeastern Illinois University) | Dependent Defaults and Credit Migrations |
| Nov. 1 | Lixin Wu (Claremont Graduate University) | Libor Market Model: From Deterministic to Stochastic Volatility |
| Nov. 8 | Stathis Tompaidis (UT Austin) | Efficient Computation of Hedging Parameters for Discretely Exercisable Options |
| Nov. 15 | Larry Epstein (University of Rochester) | An Axiomatic Model of Non-Bayesian Updating |