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