Columbia University
Statistics Department
Fall 2003 Probability Seminar Series
Fridays 11:00- 12:15pm, Room 520 Mathematics Building
Tea and Coffee will be served before the seminar at 10:30 AM in Room 621 Mathematics Building
- September 5: Professor Yoav Freund, Computer Science, Columbia University
- TITLE: "How to be a Bayesian without believing"
- September 12: Professor David Hobson, University of Bath and Princeton
- TITLE:" A comparison of q-optimal measures in stochastic volatility models"
- September 19: Professor Peter Bank, Humboldt and Columbia University
- TITLE:"Gittins Indices for American Options: A New Approach to Optimal Stopping"
- September 26: TBA
- TITLE:TBA
- October 3: TBA
- TITLE:TBA
- October 10: Professsor Guasoni, University of Pisa and Boston
- TITLE:TBA
- October 24: Professor Thaleia Zariphopoulou, University of Austin Texas
- TITLE: TBA
- October 31: Prof. Ulrich Horst, Humboldt and Princeton University
- TITLE:
- November 7: Tenth Annual CAP Workshop on Derivative Securities and Risk Management
- November 14: Professor Philip Protter, Cornell University
- TITLE:
- Joint Colloqium with Applied Mathematics
- November 21: Prof. Patrick Cheridito, Princeton University
- TITLE: "Coherent and convex risk measures for continuous-time stochastic
processes"
- November 28: Thanksgiving Holiday
- December 5:
- TITLE:
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