| Date |
Time |
Event |
Fri Mar 1
| |
Panel Discussion on Monetary Policy, Liquidity, and Counterparty Risks
Fields Institute, Room 230
|
Fri Mar 1
| 9:30 a.m. |
Short Course on Monetary Policy
Ulrich Bindseil (European Central Bank)
Lecture 3
Fields Institute
|
Tue Mar 5
| 5:00 p.m. |
Actuarial Science and Mathematical Finance Group Meeting
Mikhail Zhitlukhin (University of Manchester)
Disorder detection problems for diffusion processes and their applications in finance
Fields Institute, Stewart Library
|
Thu Mar 14
| 5:00 p.m. |
Actuarial Science and Mathematical Finance Group Meeting
Takashi Shibata (Tokyo Metroplitan University)
Investment timing, debt structure, and financing constraints
Fields Institute, Stewart Library
|
Tue Mar 19
| 5:00 p.m. |
Industrial Optimization Seminar
Vladimir Mahalec (McMaster University)
Inventory Pinch Algorithms for Gasoline Blending
Dimitrios Varvarezos (Aspen Technology)
Refinery Optimization - Recent Advances in Planning and Blending Operations
Fields Institute, Room 230
|
Wed Mar 27
| 5:00 p.m. |
Quantitative Finance Seminar
Albert S. (Pete) Kyle (University of Maryland)
Market Microstructure Invariance: Theory and Empirical Tests
Fields Institute, Room 230
|
Wed Apr 24
| 5:00 p.m. |
Quantitative Finance Seminar
Carol Alexander (University of Sussex)
Nice Moment Swaps
Sergey Nadtochiy (University of Michigan)
Weak Reflection Principle and Static Hedging of Barrier Options
Fields Institute, Room 230
|
Tue Jun 4
| 5:00 p.m. |
Industrial Optimization Seminar
Kai Huang (McMaster University)
Benchmarking Non-First-Come-First-Served Component Allocation in an Assemble-To-Order System
Giles Laurier (Capstone Technology)
Industrial Plant Optimization in Reduced Dimensional Spaces
Fields Institute, Room 230
|
Wed Jun 26
| |
AIMA-The Alternative Investment Management Association
Fields Institute, Room 230
|