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Probability
and Statistics in Complex Systems: Genomics, Networks, and Financial
Engineering, September 1, 2003 - June 30, 2004
Material
from IMA Talks
IMA
Workshop:
April
12-16, 2004
Photo
Gallery Abstracts
Marco
Avellaneda (Courant Institute of Mathematical
Sciences (CIMS), New York University)
Slides: PinningSlides.pdf
Paper: qf3601.pdf
abstract
David
S. Bates (University of Iowa and NBER)
Paper:
pdf
abstract
Rama
CONT (Centre de Mathematiques Appliquees, Ecole
Polytechnique, France)
Paper: pdf
abstract
Alexandre
d'Aspremont (Department of Electrical Engineering
and Computer Science, University of California, Berkeley)
Slides: pdf
abstract
Nicole
EL KAROUI (Centre de Mathématiques Appliquées
Ecole Polytechnique) elkaroui@cmapx.polytechnique.fr
Slides: IMA2004.pdf
IMARisk04_3.pdf
Paper:
pdf
abstract
Hans
Föllmer (Institut für Mathematik, Humboldt Universität
zu Berlin)
Slides: pdf
abstract
Jean-Pierre
Fouque (Department of Mathematics, North Carolina
State University)
Slides: pdf
abstract
Craig
Alan Friedman (Standard and Poor's and New York
University's Courant Institute of Mathematical Sciences)
Slides: html
pdf
ps
ppt
abstract
Hélyette
Geman (DESS 203 "Security Markets, Commodity
Markets and Risk Management" University Paris Dauphine & ESSEC)
Articles: Pure
Jump Lévy Processes for Asset Price Modelling.pdf
Stochastic
Volatility for Lévy Processes.pdf
abstract
Peter
W. Glynn (Department of Management Science and
Engineering, Stanford University)
Slides:
pdf
abstract
Chuan-Hsiang
(Sean) Han (Institute
for Mathematics and its Applications, University of Minnesota)
Slides: pdf
Victor
Isakov (Department of Mathematics and Statistics,
Wichita State University)
Lecture:
pdf
ps
abstract
Kiseop
Lee (University of Louisville) and Seongjoo
Song (Purdue University)
Slides: pdf
ps
abstract
Wei
Li (Department of Finance, Henry B. Tippie College
of Business, The University of Iowa)
Paper:
pdf
abstract
Dilip
B. Madan (Robert H Smith School of Business,
University of Maryland)
Paper: pdf
abstract
Francesco
Rapisarda (Product and Business Development
Group, Banca IMI - Milan (Italy))
Slides: pdf
Papers: MultivariateSmile.pdf
UncertainVolModel.pdf
abstract
Rituparna
Sen (Department of Statistics, University of
Chicago)
Slides: pdf
ps
abstract
Michael
Stutzer (Burridge Center for Securities Analysis
and Valuation, Leeds School of Business)
Slides: pdf
abstract
Peter
Tankov (Ecole Polytechnique, France)
Paper:
pdf
Slides: pdf
ps
abstract
Thaleia
Zariphopoulou (Department of Mathematics, University
of Texas at Austin)
Slides:
zariphopoulou1.pdf
zariphopoulou2.pdf
abstract
Yong
Zeng (Department of Mathematics and Statistics,
University of Missouri at Kansas City)
Slides:
pdf
ps
abstract
Gady
Zohar (Faculty of IE & Management Technion -
Israel Institute of Technology)
Paper: pdf
abstract
Photo
Gallery Abstracts
Probability
and Statistics in Complex Systems: Genomics, Networks, and Financial
Engineering, September 1, 2003 - June 30, 2004
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