Degree Project E in Finacial Mathematics
- Date: –17:00
- Location: Ångströmlaboratoriet, Lägerhyddsvägen 1 Å2002, Ångströmlaboratoriet, Lägerhyddsvägen 1, Uppsala
- Lecturer: Isak Dahlqvist, William Norman, Patrik Deigård, Ebba Mellquist
- Organiser: Erik and Ingemar
- Contact person: Erik Ekström
- Seminarium
13.15 Isak Dahlqvist
The self-exciting Hawkes process and dynamic contagion
13.55 William Norman
Detection problems with an observation cost
14.35 Patrik Deigård
The optimal dividend problem for general diffusion processes
15.15 Ebba Mellquist
Perpetual American options and implied volatility
13.15 Isak Dahlqvist
The self-exciting Hawkes process and dynamic contagion
13.55 William Norman
Detection problems with an observation cost
14.35 Patrik Deigård
The optimal dividend problem for general diffusion processes
15.15 Ebba Mellquist
Perpetual American options and implied volatility