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.