Network structure and central clearing in the CDS market
(G Vuillemey / Sciences-Po)
INI Seminar Room 2 
|
|
|
|
Systemic risk through contagion in a core-periphery structured banking network
(C Kluppelberg / Technische Universität München)
INI Seminar Room 2
|
|
|
Over the Counter Markets (2)
(D Duffie / Stanford University)
INI Seminar Room 1 
|
|
|
|
Systemic risk in large claims insurance markets with bipartite graph structure
(O Kley / Technische Universität München)
INI Seminar Room 2
|
|
|
|
The true cost of OTC derivatives
(M Dempster / University of Cambridge & Cambridge Systems Associates Ltd)
INI Seminar Room 2
|
|
|
|
On some stochastic control problems arising in models of optimal portfolio liquidation: I
(U Horst / Humboldt-Universität zu Berlin)
INI Seminar Room 2
|
|
|
|
On some stochastic control problems arising in models of optimal portfolio liquidation: II
(U Horst / Humboldt-Universität zu Berlin)
INI Seminar Room 2
|
|
|
|
Systemic Risk Modelling through SDEs in an Inhomogeneous Network
(C Chong / Technische Universität München)
INI Seminar Room 2
|
|
|
|
The Role of News in Commodity and Equity Markets
(S Borovkova / Vrije Universiteit Amsterdam)
INI Seminar Room 2
|
|
|
|
Large Bets and Stock Market Crashes
(P Kyle / University of Maryland)
INI Seminar Room 1
|
|
|
|
Simple Macroeconomic Models with a Banking Sector: I
(J-C Rochet / Universität Zürich)
INI Seminar Room 1
|
|
|
|
Simple Macroeconomic Models with a Banking Sector: II
(J-C Rochet / Universität Zürich)
INI Seminar Room 1
|
|
|
|
Simple Macroeconomic Models with a Banking Sector: III
(J-C Rochet / Universität Zürich)
INI Seminar Room 2
|
|
|
|
Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables. I
(A Nikeghbali / Universität Zürich)
INI Seminar Room 1
|
|
|
|
Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: II
(A Nikeghbali / Universität Zürich)
INI Seminar Room 1
|
|
|
|
Conflict in social networks
(S Goyal / University of Cambridge)
INI Seminar Room 2
|
|
|
|
Social coordination and social networks
(F Vega-Redondo / Bocconi University)
INI Seminar Room 2
|
|
|
|
Epidemics in networks
(F Vega-Redondo / Bocconi University)
INI Seminar Room 2
|
|
|
|
Trading in networks
(S Goyal / University of Cambridge)
INI Seminar Room 2
|
|
|
|
Measures of Systemic Risk
(S Weber / Leibniz Universität Hannover)
INI Seminar Room 2
|
|
|
|
Monetary Risk Measures - A Short Review
(S Weber / Leibniz Universität Hannover)
INI Seminar Room 2
|
|
|
|
The dynamics of the leverage cycle
(C Aymanns / University of Oxford)
INI Seminar Room 2
|
|
|
|
An Integrated Model of Systemic Risk in Financial Networks
(S Weber / Leibniz Universität Hannover)
INI Seminar Room 2
|
|
|
|
Bank Runs, Deposit Insurance, and Liquidity: I
(PH Dybvig / Washington University in St. Louis)
INI Seminar Room 2
|
|
|
|
Systemic Risk in Ecological and Financial Systems: Early Warnings?
(R May / University of Oxford)
INI Seminar Room 1
|
|
|
|
Scenario Sets, Risk Measures and Stress Testing Part 1: Theory
(A McNeil / Heriot-Watt University)
INI Seminar Room 2
|
|
|
|
Scenario Sets, Risk Measures and Stress Testing Part 2: Implementation
(A McNeil / Heriot-Watt University)
|
|
|
|
Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: IV
(P Meliot / Université Paris-Sud)
INI Seminar Room 2
|
|
|
|
Mathematical Aspects of Local vs. Global Risk Analysis: I
(H Foellmer / Humboldt-Universität zu Berlin)
INI Seminar Room 2
|
|
|
|
Mathematical Aspects of Local vs. Global Risk Analysis: II
(H Foellmer / Humboldt-Universität zu Berlin)
INI Seminar Room 2
|
|
|
|
Revealing information - or not - in financial trading
(P Pin / Università degli Studi di Siena)
INI Seminar Room 2
|
|
|
|
Backtesting and Elicitability Of Risk measures
(A McNeil / Heriot-Watt University)
INI Seminar Room 1
|
|
|
|
Bank Runs, Deposit Insurance, and Liquidity: II
(PH Dybvig / Washington University in St. Louis)
INI Seminar Room 2
|
|
|
|
Rothschild Distinguished Visiting Fellow Lecture: Admitting Uncertainty: On the Role of Probability in Finance
(H Foellmer / Humboldt-Universität zu Berlin)
INI Seminar Room 1
|
|
|
|
Endogenous network topology in the interbank lending market
(P Pin / Università degli Studi di Siena)
INI Seminar Room 2
|
|
|
|
Financial Innovation and Backward Stochastic Difference Equations
(M Dempster / University of Cambridge)
INI Seminar Room 2
|
|
|
| Back to top of page |
|
