Matematiska Institutionen Uppsala universitet
: Research
Matematikinstitutionen KTH
: Research
PDF Seminar
Seminars in Partial Differential Equations and Finance
Time
Mondays at 15.15 (once a month)
*
Wednesday, June 7 at 15.15
Location in Uppsala
Polacksbacken, Room 3513
Location in Stockholm
Lindstedtsvägen 25, Room 3733
Seminars 2006
June 7
*
in Uppsala
Teitur Arnarson
KTH
Regularity of American option indifference prices
April 3
in Stockholm
Ljudmila Bordag
Högskolan i Halmstad
Uniqueness of invariant solutions to a nonlinear option pricing model
Mars 6
in Uppsala
Boualem Djehiche
KTH
On the stochastic control of cash flow processes
Seminars 2005
December 19
in Stockholm
Tomas Björk
Handelshögskolan i Stockholm
On the Timing Option in a Futures Contract
November 21
in Uppsala
Kaj Nyström
Umeå universitet
Credit derivatives
October 17
in Stockholm
Jonatan Eriksson
Uppsala universitet
Convexity of barrier option prices
September 19
in Uppsala
Henrik Shahgholian
KTH
American type options, and free boundary regularity.
©- torsdag 01 september 2005 . MATEMATISKA INSTITUTIONEN, UPPSALA UNIVERSITET, Box 480, 751 06 Uppsala
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