PIMS / AMI Seminar

  • Date: 07/21/2011
  • Time: 15:30
Lecturer(s):

Alexei Filinkov, University of Adelaide

 

Lecture will be held in CAB 273

 

Refreshments will be served in CAB 273 at 3pm

Location: 

University of Alberta

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.