The Mathematical Finance seminar will be held on Jan 16th (Thu),
which is a joint seminar with the colloquium of mathematical department.
- Date: 16 Jan. (Thu)
- Place: Prism House P 108
- Time: 16:30 – 17:30
- Speaker: Tai-Ho Wang (City University of New York)
- Title: Implied volatility from local volatility: A path integral approach
- abstract
- Time: 17:40 – 18:40
- Speaker: André Martinez (Università di Bologna)
- Title: Optimal estimates for the Helmholtz resonator
- abstract