Mathematical Finance

Seminar information archive ～05/01｜Next seminar｜Future seminars 05/02～

Date, time & place Wednesday 17:30 - 19:00 122Room #122 (Graduate School of Math. Sci. Bldg.)

2008/02/06

18:00-19:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Daniel Bloch ( )
Fast calibration of some Affine and Quadratic models with applications to derivatives on variance swaps