Search
Past Seminars UCI Mathematics Alumni Lectures

Michael LandriganThu Jan 15, 20154:00 pmWe’ll introduce a common model framework for valuing and measuring risk for options on pools of mortgages. In some market conditions this model does not accurately match option market prices. Different ways of dealing with this issue lead to different risk measurements. We’ll consider a “model free” way of looking at...

Jiaping WangTue Apr 23, 201312:00 pmAfter quickly explaining my mathematical research, I will mention my current involvement in the Institute for Mathematics and its Applications and reminisce on my graduate study experience at UCI.