The seminars are held on Tuesdays at 13:00-14:00 in A318.
Click here for directions.
During Lent Term 2008 the workshop is organised by
Erik Baurdoux
Lent Term 2008
15/01/08:
Aurore Delaigle (University of Bristol) SIMEX selection of the smoothing parameter for nonparametric regression with errors-in-variables Abstract
22/01/08:
Lisa Hampson (University of Bath) Group sequential tests when the primary endpoint is a delayed response Abstract
29/01/08:
Wicher Bergsma (LSE) New sign correlations related to Kendall's tau and Spearman's rho for measuring arbitrary forms of association Abstract
05/02/08:
Shanle Wu (LSE) A semi-Markov model for excursions and occupation time and its applications in Parisian options pricing Abstract
12/02/08:
Martijn Pistorius (King's College London)
Optimal dividend distribution under Markov-regime switching Abstract
19/02/08:
Jan Obloj (Imperial College London) Robust pricing and hedging of double barrier options Abstract
26/02/08:
Catalina Stefanescu (London Business School) Modelling and estimation for multivariate demand forecasting with censored data Abstract
04/03/08:
Raj Bhansali (University of Liverpool) Inverse correlations for Gaussian random fields
and measures of its linear determinism
Abstract (Word document)
11/03/08:
Mehmet Caner (North Carolina State University) Jacknife cue with many weak moments and nearly-singular design Abstract
