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Math Finance and Partial Differential Equations

Math Finance and Partial Differential Equations. Tuesday, October 20, 2009. Friday, December 4, 2009. All presentations take place in the Neilson Room at the Heldrich Hotel. 10 Livingston Avenue, New Brunswick, New Jersey 08901. Return to conference main. Hedging of a Credit Default Swaption in the CIR Default Intensity Model. Pricing Options on CO. The Inverse Boundary Crossing Problem for Diffusions. Forward Equations and Mimicking Theorems for Semi-Martingale Models. Differential Geometry, Heat Kernel.
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Math Finance and Partial Differential Equations

Math Finance and Partial Differential Equations. Tuesday, October 20, 2009. Friday, December 4, 2009. All presentations take place in the Neilson Room at the Heldrich Hotel. 10 Livingston Avenue, New Brunswick, New Jersey 08901. The Inverse Boundary Crossing Problem for Diffusions. Optimal Stopping and Convex Regression. Forward Equations and Mimicking Theorems for Semi-Martingale Models.

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Math Finance and Partial Differential Equations

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Math Finance and Partial Differential Equations. Tuesday, October 20, 2009. Friday, December 4, 2009. All presentations take place in the Neilson Room at the Heldrich Hotel. 10 Livingston Avenue, New Brunswick, New Jersey 08901. Return to conference main. Hedging of a Credit Default Swaption in the CIR Default Intensity Model. Pricing Options on CO. The Inverse Boundary Crossing Problem for Diffusions. Forward Equations and Mimicking Theorems for Semi-Martingale Models. Differential Geometry, Heat Kernel.

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This web page mfpdeabstracts2009.blogspot.com states the following, "Math Finance and Partial Differential Equations." We saw that the webpage said " Tuesday, October 20, 2009." It also said " Friday, December 4, 2009. All presentations take place in the Neilson Room at the Heldrich Hotel. 10 Livingston Avenue, New Brunswick, New Jersey 08901. Hedging of a Credit Default Swaption in the CIR Default Intensity Model. The Inverse Boundary Crossing Problem for Diffusions. Forward Equations and Mimicking Theorems for Semi-Martingale Models. Differential Geometry, Heat Kernel."

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