Mathematical Finance News

Vicky Henderson will give a plenary lecture at the SIAM Conference on Financial Mathematics and Engineering, 2012.

Vicky Henderson, Senior Research Fellow at the Oxford-Man Institute will
give a plenary lecture at the SIAM Conference on Financial Mathematics and
Engineering, 9-11 July 2012. http://www.siam.org/meetings/fm12/

Xunyu Zhou will give a plenary lecture during the 2012 Bachelier Congress in Sydney

Xunyu Zhou, Nomura Professor of Mathematical Finance and Director of Nomura Centre for Mathematical Finance will give a plenary lecture during the 2012 Bachelier Congress in Sydney; http://www.bfs2012.com/

Mike Giles will give a plenary lecture during MCQMC 2012 in Sydney

Mike Giles, Professor of Scientific Computing and a member of the Oxford-Man Institute of Quantitative Finance will give a plenary lecture during MCQMC 2012, Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Sydney; http://www.mcqmc2012.unsw.edu.au/

Jan Obloj has been awarded the 2011 Bruti-Liberati Fellowship at University of Technology, Sydney

Jan Obloj, University Research Lecturer at the Mathematical Institute and a member of the Oxford-Man Institute of Quantitative Finance has been awarded the 2011 Bruti-Liberati Fellowship at University of Technology, Sydney and will deliver the Bruti-Liberati Plenary Lecture during the 2011 QMF Conference; http://www.qfrc.uts.edu.au/qmf/

2011 Nomura Lecture details announced!

"Risk, Model Risk and Knightian Uncertainty: on the role of probability in finance"

The 2011 Nomura Lecture will be given by Professor Hans Follmer on
Thursday 12 May 2011 at 17:15 hours in the Examinations Schools.


Hualei Chang and Lei Jin join Goldman Sachs

Two former DPhil students from the Oxford Mathematical Finance Group, Hualei Chang and Lei Jin, have joined Goldman Sachs.

Xunyu Zhou gives a speech at the Inaugural Oxford China Business Forum

Xunyu Zhou will give a speech at the inaugural Oxford China Business Forum on 9th September 2010 at the Diaoyutai State Guesthouse, Beijing. The
forum will be chaired by the Chancellor of Oxford, The Rt Hon the Lord Patten of Barnes.

See http://www.sbs.ox.ac.uk/newsandevents/conferences/forum/Pages/default.aspx for details.

Lecture by PL Lions -- Wed 5th of May @ OMI

As advertised on Departamental pages, we remind you about the following seminar:

“On Mean Field Games”

Professor Pierre-Louis Lions
Wednesday 5th May
At 5pm at OMI, Eagle House

Wine reception at 6.00pm to follow 
**********************************************

Departmental Lecturer in Mathematical Finance

We are currently recruiting a Departmental Lecturer in Mathematical Finance.

Nomura Lecture on 20th May 2010 by John Campbell from Harvard University

This year's Nomura Lecture will be given by John Campbell, Harvard College Professor, Harvard University, on Thursday 20th May, 2010. The lecture will begin at 5pm (with refreshments before hand at 4.30pm) and the venue is The Nelson Mandela Lecture Theatre, Said Business School.
All are welcome.

Title: The Changing Risks of Government Bonds


Abstract: The covariance between nominal bonds and stocks has varied considerably over recent decades and has even switched sign. It has been predominantly positive in periods such as the late 1970s and early 1980s when the economy has experienced supply shocks and the central bank has lacked credibility. It has been predominantly negative in periods such as the 2000s when investors have feared weak aggregate demand and deflation. This lecture discusses the implications of changing bond risk for the shape of the yield curve, the risk premia on bonds, and the relative pricing of nominal and inflation-indexed bonds.

Syndicate content