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Searching Results for SW5.17-19.12:
A Feedback Model for the Financialization of Commodities Prices, 2012-05-17, Ronnie Sircar  (Princeton University)
Indifference prices for carbon emission allowances in the European carbon market context, 2012-05-17, Mireille Bossy  (Institut National de Recherche en Informatique Automatique (INRIA))
Spread Option Pricing in Electricity Markets, 2012-05-17, Michael Coulon  (Princeton University)
What does futures market interest tell us about the macroeconomy and asset prices?, 2012-05-17, Motohiro Yogo  (Federal Reserve Bank of Minneapolis)
Dynamic Cournot Games for Non-Renewable Resources, 2012-05-17, Michael Ludkovski  (University of California, Santa Barbara)
Advanced methods for American style options and Power plants valuation, 2012-05-17, Nadia Oudjane  (Electricite de France (EDF))
Firms, Banks and Households, 2012-05-18, Chris Rogers  (University of Cambridge)
Controlled Defaults in Financial Networks, 2012-05-18, Andreea Minca  (Cornell University)
A stochastic extension of the Keen-Minsky model for financial fragility, 2012-05-18, Matheus Grasselli  (McMaster University)
Financial Crises and Contagion: dynamical systems approach, 2012-05-18, Youngna Choi  (Montclair State University)
Stochastic Time-Change of Default Intensity Models: Pricing and Estimation, 2012-05-18, Michael Gordy  (Federal Reserve Board)
Stress Scenario Selection by Empirical Likelihood, 2012-05-18, Wanmo Kang  (Korea Advanced Institute of Science and Technology)
Generalizations of the Volatility-Stabilized Markets, 2012-05-19, Radka Pickova  (Columbia University)
Forward Utility and Mean-Variance based optimal portfolios, 2012-05-19, Marek Musiela  (BNP Paribas)
Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs, 2012-05-19, Mihai Sirbu  (University of Texas at Austin)
Dynamic Utilities and Long Term Interest Rates, 2012-05-19, Nicole El Karoui  (École Polytechnique)
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