Search for tag: "volatility"

Systems Conversation on 12/4/2020: Alexander Dowling

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ORIE Colloquium on 1/28/2014 - Dragos Florin Ciocan: Tools for Modern Revenue Management

Tuesday, January 28, 2014 at 4:15pm Frank H. T. Rhodes Hall, 253 ORIE Colloquium: Dragos Florin Ciocan (MIT) - Tools for Modern Revenue Management We present potential solutions to several…

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ORIE Colloquium on 1/26/2012 - Yan Dolinsky: Numerical Schemes for Stochastic Volatility Models

ORIE Colloquium: Numerical Schemes for Stochastic Volatility Models Thursday, January 26 at 4:15pm Frank H.T. Rhodes Hall, 655 We present a tree based approximations for stochastic volatility…

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CAM Colloquium on 4/27/2012 - Svetlozar (Zari) Rachev: Market Crashes and Modeling Volatile Markets

Friday, April 27, 2012 253 Rhodes Hall Stock market crashes like those in October 1987 and October 1997, the turbulent period around the Asian Crisis in 1998 through 1999 or the burst of the…

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