Friday, February 28, 2014 at 3:30pm
Frank H. T. Rhodes Hall, 655
CAM Colloquium: Stephane Loisel (Lyon) - Ruin probability for some particular correlated claims, for worsening risks, and risks with…
Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…
In this talk I will present IBM's 2014 Global Technology Outlook (GTO). This year's GTO focuses on infusing cloud computing with intelligence in order for businesses to transform through…
High Frequency Asymptotics for the Limit Order Book
We study the one-sided limit order book for sell (or buy) orders and model it as a measure-valued process. Limit orders arrive to the book…