PIMS / AMI Seminar

Topic

Abstract
Some financial background: bonds, forward rate curves, hedging strategies; * Heath-Jarrow-Morton methodology and beyond; * Stochastic evolution equations: recent advances and applications to interest rate modelling; * Future directions.

Speakers

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Alexei Filinkov
University of Adelaide

Details

Additional Information


Alexei Filinkov, University of Adelaide

 

Lecture will be held in CAB 273

 

Refreshments will be served in CAB 273 at 3pm


Jump to Event Details
This is a Past Event
Event Type
Scientific, Seminar
Date
July 21, 2011
Time
-
Location
University of Alberta