Wed, 01 Aug 2007
12:00
DH 1st floor SR

A model for a large investor who trades at market indifference prices

Dmitry Kramov
(Carnegie Mellon University)
Abstract
We present a continuous-time equilibrium-based model for large economic agent, where she trades with market makers at their utility indifference prices. The presentation is based on a joint project with Peter Bank.
Mon, 25 Jun 2007
10:00
DH 2nd floor SR

Discussion Meeting 3

Abstract

There will be three discussion meetings based on aspects of the

programme open to all internal project members. Others interested in

attending should contact Carlos Mora-Corral.

Tue, 19 Jun 2007
12:00
DH 2nd floor SR

Team Meeting

Abstract

Team meetings, held roughly every four weeks, are open to anyone who is

interested. OxMOS post docs and Dphil students will give updates on the

research.

Thu, 14 Jun 2007
16:15
Fisher Room of NAPL

Using Spin to Distinguish Models at the LHC

Jennie Smillie
(Cambridge)
Abstract
 

If new particles are produced at the LHC, it is vital that we can extract as much information as possible from them about the underlying theory.  I will discuss some recent work on extracting spin information from invariant mass distributions of new particles.  I will then introduce the Kullback-Leibler method of quantifying our ability to distinguish different scenarios.  

Thu, 14 Jun 2007
16:00
L3

TBA

TBA
Thu, 14 Jun 2007
14:30
L3

CANCELLED

Catharina Stroppel
(Glasgow)