VIGRE Financial Mathematics Seminar Series
| Date | Speaker | Title |
| Feb. 13 | Vicky Henderson (Princeton) | Valuing real options without a perfect spanning asset |
| Feb. 17 | David Hobson (University of Bath)* | Arbitrage free bounds for basket options |
| Feb. 27 | Sergei Levendorskii (UT Austin) | The American put and European options near expiry, under Levy processes |
| Apr. 2 | Sasha Stoikov (UT Austin) | Augmenting your favorite price with indifference [ppt] |
| Apr. 21 | Rama Cont (Ecole Polytechnique) | Option pricing in models with jumps: integro-differential equations and numerical methods |
| Apr. 23 | Yong Zeng (UM Kansas City) | Bayesian model selection via filtering for a class of micro-movement models of asset price [figures] |
| May 7 | Sergei Levendorskii (UT Austin) | Universal bad news principle and pricing of options on dividend-paying assets |