Kalender

Arnaud Blanchard: The Two-Factor Hull-White Model: Pricing and Calibration of Interest Rates Derivatives

20 feb

Examensarbete

måndag 2012-02-20, 11.15 - 12.00

Plats: Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2012-02-20T11:15:00.474+01:00 2012-02-20T12:00:00.474+01:00 Arnaud Blanchard: The Two-Factor Hull-White Model: Pricing and Calibration of Interest Rates Derivatives (Examensarbete) Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Arnaud Blanchard: The Two-Factor Hull-White Model: Pricing and Calibration of Interest Rates Derivatives (Examensarbete)

Thomas Kaijser: On convergence in distribution of the filtering process associated to Hidden Markov Models

20 feb

Seminarium, Matematisk statistik

måndag 2012-02-20, 15.15 - 16.00

Plats: Room 3721, Lindstedtsvägen 25, 7th floor, Department of Mathematics, KTH

2012-02-20T15:15:00.291+01:00 2012-02-20T16:00:00.291+01:00 Thomas Kaijser: On convergence in distribution of the filtering process associated to Hidden Markov Models (Seminarium, Matematisk statistik) Room 3721, Lindstedtsvägen 25, 7th floor, Department of Mathematics, KTH (KTH, Stockholm, Sweden)Thomas Kaijser: On convergence in distribution of the filtering process associated to Hidden Markov Models (Seminarium, Matematisk statistik)