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…
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…
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…