Video Search Results » NSF Mathematical Sciences Institutes » Driving Math Research

Search Video Library

Title

Keyword(s)

Presenter(s)

Lecture Date(s)

Institute

+ Show Advanced Search - Hide Advanced Search

Search Results (3776)

Sort:

Sort:

This is a video about On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate

On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate

June 15, 2018
IMA
Presenters: Hong-Ming Yin

More Info

This is a video about Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models

Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models

June 15, 2018
IMA
Presenters: Duy Nguyen

More Info

This is a video about Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models

Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models

June 15, 2018
IMA
Presenters: Ruihua Liu

More Info

This is a video about Valuing Equity-Linked Insurance Products

Valuing Equity-Linked Insurance Products

June 14, 2018
IMA
Presenters: Hailiang Yang

More Info

This is a video about Derivatives Pricing in Nonlinear Models

Derivatives Pricing in Nonlinear Models

June 14, 2018
IMA
Presenters: Tom Bielecki

More Info

This is a video about Nonlinear Valuation in Theory and Practice

Nonlinear Valuation in Theory and Practice

June 14, 2018
IMA
Presenters: Dilip Madan

More Info

This is a video about Large tournament games

Large tournament games

June 13, 2018
IMA
Presenters: Jaksa Cvitanic

More Info

This is a video about Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach

Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach

June 13, 2018
IMA
Presenters: Huyen Pham

More Info

This is a video about Stopping Behaviors of Naive and Non-Committed Sophisticated Agents

Stopping Behaviors of Naive and Non-Committed Sophisticated Agents

June 13, 2018
IMA
Presenters: Xunyu Zhou

More Info