Videos

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Carleson measures and elliptic boundary value problems Thumbnail

Carleson measures and elliptic boundary value problems

Presenter
  • Jill Pipher
May 30, 2012
IMA
Forward Utility and Mean-Variance based optimal portfolios Thumbnail

Forward Utility and Mean-Variance based optimal portfolios

Presenter
  • Marek Musiela
May 19, 2012
IMA
Generalizations of the Volatility-Stabilized Markets Thumbnail

Generalizations of the Volatility-Stabilized Markets

Presenter
  • Radka Pickova
May 19, 2012
IMA
Dynamic Utilities and Long Term Interest Rates Thumbnail

Dynamic Utilities and Long Term Interest Rates

Presenter
  • Nicole El Karoui
May 19, 2012
IMA
Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs Thumbnail

Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs

Presenter
  • Mihai Sirbu
May 19, 2012
IMA
A stochastic extension of the Keen-Minsky model for financial fragility Thumbnail

A stochastic extension of the Keen-Minsky model for financial fragility

Presenter
  • Matheus Grasselli
May 18, 2012
IMA
Controlled Defaults in Financial Networks Thumbnail

Controlled Defaults in Financial Networks

Presenter
  • Andreea Minca
May 18, 2012
IMA
Firms, Banks and Households Thumbnail

Firms, Banks and Households

Presenter
  • Chris Rogers
May 18, 2012
IMA
Stress Scenario Selection by Empirical Likelihood Thumbnail

Stress Scenario Selection by Empirical Likelihood

Presenters
  • Paul Glasserman
  • Wanmo Kang
May 18, 2012
IMA
Stochastic Time-Change of Default Intensity Models:  Pricing and Estimation Thumbnail

Stochastic Time-Change of Default Intensity Models:  Pricing and Estimation

Presenter
  • Michael Gordy
May 18, 2012
IMA
Financial Crises and Contagion: dynamical systems approach Thumbnail

Financial Crises and Contagion: dynamical systems approach

Presenter
  • Youngna Choi
May 18, 2012
IMA
Spread Option Pricing in Electricity Markets Thumbnail

Spread Option Pricing in Electricity Markets

Presenter
  • Michael Coulon
May 17, 2012
IMA