Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description Modeling counterparty risk is computationally challenging...
Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description Modeling counterparty risk is computationally challenging...
Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description Modeling counterparty risk is computationally challenging...
Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, Illinois Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description Classical models...
Host Department of Applied Mathematics Speaker Tomasz R. Bielecki Department of Applied Mathematics, Illinois Institute of Technology http://math.iit.edu/~bielecki/index.html Description TBA Event...
Host Department of Applied Mathematics Speaker Samuel Cohen Mathematical Institute, Oxford University https://people.maths.ox.ac.uk/cohens/ Description Model uncertainty is often an unconsidered...
Host Department of Applied Mathematics Speaker Matheus Grasselli Department of Mathematics and Statistics, McMaster University http://ms.mcmaster.ca/~grasselli/ Description TBA Event Topic...
Host Department of Applied Mathematics Speaker Tomasz R. Bielecki Department of Applied Mathematics, Illinois Institute of Technology http://math.iit.edu/~bielecki/index.html Description A very...
Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description We propose a simple non-equilibrium model of a financial...
HostDepartment of Applied Mathematics SpeakerGordan ZitkovicDepartment of Mathematics, University of Texas at Austinhttps://www.ma.utexas.edu/users/gordanz/ Description The general equilibrium problem...
