VIGRE Financial Mathematics Seminar Series
| Date | Speaker | Title | Place | Time |
| Jan. 10 | Tomas Bjork (Stockholm) | Interest Rate Theory, Part I | RLM 11.176 | 10:30am |
| Jan. 12 | Tomas Bjork (Stockholm) | Interest Rate Theory, Part II | RLM 11.176 | 10:30am |
| Jan. 14 | Tomas Bjork (Stockholm) | Interest Rate Theory, Part III | RLM 11.176 | 10:30am |
| Jan. 21 | Antje Berndt (Cornell)+ | Measuring default risk premia from default swap rates and EDFs | RLM 11.176 | 1pm |
| Jan. 28 | Jean-Pierre Fouque (NCSU) | A perturbation approach to hedging under stochastic volatility | RLM 11.176 | 1pm |
| Feb. 11 | Mihai Sirbu (Columbia) | A two-person game for pricing convertible bonds | RLM 11.176 | 1pm |
| Feb. 18 | Virginia Young (Michigan) | Minimizing the probability of lifetime ruin under borrowing constraints | RLM 11.176 | 12pm |
| Mar. 4 | Steve Kou (Columbia)+# | A tale of two growths: Modeling stochastic endogenous growth | RLM 11.176 | 12pm |
| Apr. 1 | Xin Guo (Cornell) | Information reduction in credit risk | RLM 11.176 | 1pm |
| Apr. 15 | Simon Brendle (Princeton) | Portfolio optimization under incomplete information | RLM 11.176 | 1pm |
| Apr. 18 | Ronnie Sircar (Princeton) | Valuation of employee stock options | RLM 11.176 | 1pm |
| Apr. 22 | Peter Bank (Columbia) | Optimal control under a dynamic fuel constraint | RLM 11.176 | 1pm |